Abstract
A central limit theorem is obtained for orthogonally invariant random variables on P n , the space of n × n real, positive definite symmetric matrices. The derivation requires the Taylor expansion of the spherical functions for the general linear group GL( n, R). This extends from the case n = 3 a result of Terras ( J. Multivariate Anal. 23 (1987), 13–36).
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.