Bessel convolutions on matrix cones: Algebraic properties and random walks

DOI10.1007/s10959-008-0186-2zbMath1177.43006arXivmath/0603017OpenAlexW2060179795MaRDI QIDQ842399

Michael Voit

Publication date: 25 September 2009

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0603017

zbMATH Keywords

strong law of large numbersCentral limit theoremBessel functions of matrix argumentshypergroup automorphismHypergroupsrandom walks on matrix conessquared Wishart distributionssubhypergroups

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Harmonic analysis on hypergroups (43A62) Harmonic analysis and spherical functions (43A90) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Orthogonal polynomials and functions associated with root systems (33C52)

Related Items (5)

Multiple decomposability of probabilities on contractible locally compact groups ⋮ Dispersion and limit theorems for random walks associated with hypergeometric functions of type \(BC\) ⋮ Hypergroups and quantum Bessel processes of non-integer dimensions ⋮ Mehler semigroups, Ornstein-Uhlenbeck processes and background driving Lévy processes on locally compact groups and on hypergroups ⋮ Probability on Matrix-Cone Hypergroups: Limit Theorems and Structural Properties

Cites Work

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• Some Non-Central Distribution Problems in Multivariate Analysis

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