The Central Limit Theorem on SO0(p, q)/SO(p)×SO(q)

P. Sawyer ()
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P. Sawyer: Laurentian University

Journal of Theoretical Probability, 2001, vol. 14, issue 3, 857-866

Abstract: Abstract We obtain a central limit theorem for the space SO 0(p, q)/SO(p)×SO(q). To achieve this, we derive a Taylor expansion of the spherical function on the group SO 0(p, q).

Keywords: central limit theorem; symmetric space; spherical function (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1017557526199

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