Donsker's invariance principle for Lie groups
type: Item
instance of: scholarly article
title: Donsker's invariance principle for Lie groups
zbMATH Open document ID: 0688.60003
author: Joseph C. Watkins
published in: The Annals of Probability
publication date: 1989-01-01T00:00:00Z
review text: The author establishes a functional central limit theorem for Lie groups under a mixing hypothesis. The main theorem generalizes results of Billingsley for Euclidean spaces and of the author [Probab. Theory Relat. Fields 76, 133-166 (1987; Zbl 0628.60018)] for the general linear group. In the context of this paper, the methods of \textit{D. W. Stroock} and \textit{S. R. S. Varadhan} [Sankhyā, Ser. A 35, 277-294 (1973; Zbl 0299.60007)] are extremely relevant.
reviewed by: A. Mukherjea
Mathematics Subject Classification ID: 60B15
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60J99
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 4128140
zbMATH Keywords: functional central limit theorem
Wikidata QID: Q115240742
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176991265
OpenAlex ID: W2086460954
DOI: 10.1214/AOP/1176991265
description: scientific article; zbMATH DE number 4128140