Jump to ContentJump to Main Navigation

Online

49,00 € / $74.00*

* Prices subject to change. Shipping costs will be added if applicable.
Publication Date:
March 2012
ISSN:
1869-6090
DOI:
10.1515/apam-2012-0003

See all formats and pricing

Online
Individual Subscription Online only
Euro [D] 49.00
RRP for USA, Canada, Mexico
US$ 74.00 *
Print
Individual Subscription Online only
Euro [D] 147.00
RRP for USA, Canada, Mexico
US$ 221.00 *
Print + Online
Individual Subscription Online only
Euro [D] 177.00
RRP for USA, Canada, Mexico
US$ 266.00 *
*Prices subject to change. Shipping costs will be added if applicable.

Advances in Pure and Applied Mathematics

Editor-in-Chief: Trimeche, Khalifa

Managing Editor: Bezzarga, Mounir / Kamoun, Lotfi / Karoui, Abderrazek / Mili, Maher

Editorial Board Member: Faraut, Jacques / Koornwinder, Tom H. / Lannes, Jean / Sifi, Mohamed / Temam, Roger / Zaag, Hatem / Zarati, Said / Aldroubi, Akram / Anker, Jean-Philippe / Bahouri, Hajer / Baklouti, Ali / Bakry, Dominique / Beznea, Lucian / Bonami, Aline / Cahen, Paul-Jean / Chemin, Jean-Yves / Demailly, Jean-Pierre / El Mir, Hassine / Fleckinger, Jacqueline / Gallardo, Leonard / Ismail, Mourad / Jouini, Elyes / Maday, Yvon / Maeda, Yoshiaki / Mustapha, Sami / Ovsienko, Valentin / Pouzet, Maurice / Prestin, Jürgen / Radulescu, Vicentiu / Schwartz, Lionel / Kobayashi, Toshiyuki

4 Issues per year

Mathematical Citation Quotient 2011: 0.26

30,00 € / $42.00*

30,00 € / $42.00

Get Access to Full Text
(PDF, 261 KB)

Central limit theorems for radial random walks on  matrices for

1

1Fakultät Mathematik, Technische Universität Dortmund, Vogelpothsweg 87, 44221 Dortmund, Germany

Citation Information: Advances in Pure and Applied Mathematics. Volume 3, Issue 2, Pages 231–246, ISSN (Online) 1869-6090, ISSN (Print) 1867-1152, DOI: 10.1515/apam-2012-0003, March 2012

Publication History:
Received:
2011-09-08
Accepted:
2012-02-10
Published Online:
2012-03-27

Abstract.

Let be a fixed probability measure. For each dimension , let be i.i.d. -valued radial random variables with radial distribution . We derive two central limit theorems (CLTs) for for with normal limits. The first CLT for follows from known estimates of convergence in the CLT on , while the second CLT for will be a consequence of asymptotic properties of Bessel convolutions. Both limit theorems are considered also for -invariant random walks on the space of matrices instead of for and fixed dimension .

Keywords.: Radial random walks; central limit theorems; random matrices; large dimensions; matrix cones; Bessel convolution; Bessel functions of matrix argument

Comments (0)

Please log in or register to comment.