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- W1488396260 abstract "Let $nuin M^1([0,infty[)$ be a fixed probability measure. For each dimension $pinb N$, let $(X_n^p)_{nge1}$ be i.i.d. $b R^p$-valued radial random variables with radial distribution $nu$. We derive two central limit theorems for $ |X_1^p+...+X_n^p|_2$ for $n,ptoinfty$ with normal limits. The first CLT for $n>>p$ follows from known estimates of convergence in the CLT on $b R^p$, while the second CLT for $n<<p$ will be a consequence of asymptotic properties of Bessel convolutions. Both limit theorems are considered also for $U(p)$-invariant random walks on the space of $ptimes q$ matrices instead of $b R^p$ for $ptoinfty$ and fixed dimension $q$." @default.
- W1488396260 created "2016-06-24" @default.
- W1488396260 creator A5007679881 @default.
- W1488396260 date "2012-01-18" @default.
- W1488396260 modified "2023-09-27" @default.
- W1488396260 title "Central Limit Theorems for Radial Random Walks on $ptimes q$ Matrices for $ptoinfty$" @default.
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