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

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  • P. Sawyer

    (Laurentian University)

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).

Suggested Citation

  • P. Sawyer, 2001. "The Central Limit Theorem on SO0(p, q)/SO(p)×SO(q)," Journal of Theoretical Probability, Springer, vol. 14(3), pages 857-866, July.
    • Handle: RePEc:spr:jotpro:v:14:y:2001:i:3:d:10.1023_a:1017557526199
    DOI: 10.1023/A:1017557526199
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    References listed on IDEAS

    as
    1. Terras, Audrey, 1987. "Asymptotics of special functions and the central limit theorem on the space [Weierstrass p]n of positive n - n matrices," Journal of Multivariate Analysis, Elsevier, vol. 23(1), pages 13-36, October.
    2. Richards, Donald St. P., 1989. "The central limit theorem on spaces of positive definite matrices," Journal of Multivariate Analysis, Elsevier, vol. 29(2), pages 326-332, May.
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