Concepedia

Central limit theorem for linear groups

Yves Benoist, Jean-François Quint

The Annals of Probability · 2016 · 96 citations · 26 references

Concepts

Natural SciencesDecision SciencesProbability TheoryStochastic ProcessesBrownian MotionErgodic TheoryGroup TheoryLimit TheoremsMarkov ProcessesRandom WalksCentral Limit TheoremsHeavy-tailed Limit TheoremsLimit LawsMartingale Central Limit TheoremRandom Walk Limit TheoremsRandom Walk LimitsRandom Walks On Groups

Abstract

We prove a central limit theorem for random walks with finite variance on linear groups.

References

26

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Engineering, Economics, Mathematics +12

Weighted sums of certain dependent random variables

Kazuoki Azuma · Tohoku Mathematical Journal · 1967 · 1.1K citations · Full text

Natural Sciences, Mathematics, Probability Theory +10

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Natural Sciences, Mathematics, Probability Theory +9

Complete Convergence and the Law of Large Numbers

Pao‐Peng Hsu, Herbert Robbins · Proceedings of the National Academy of Sciences · 1947 · 966 citations · Full text

Natural Sciences, Mathematics, Due Process +14

Martingale Central Limit Theorems

B. M. Brown · The Annals of Mathematical Statistics · 1971 · 718 citations · Full text

Engineering, Mathematics, Financial Economics +16