Asymptotics of special functions and the central limit theorem on the space [Weierstrass p]n of positive n - n matrices

Audrey Terras

Journal of Multivariate Analysis, 1987, vol. 23, issue 1, 13-36

Abstract: When n = 3 using methods similar to the author's (1984, J. Multivariate Anal.15, 261-276), an analog of the central limit theorem is obtained for rotation-invariant random variables on the space[Weierstrass p]n of positive n - n real matrices (the symmetric space of the general linear group GL(n,[real]) of n - n nonsingular real matrices). The necessary results from harmonic analysis onPn are sketched.

Keywords: central; limit; theorem; positive; matrices; general; linear; group; harmonic; analysis; on; homogeneous; spaces; asymptotics; of; spherical; functions (search for similar items in EconPapers)
Date: 1987
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Citations: View citations in EconPapers (3)

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