We prove a central limit theorem for certain invariant random variables on the symmetric cone in a formally real Jordan algebra. This extends form the previous results of Richards and Terras on the cone of real positive definite matrices.
On démontre un théorème central limite pour certaines variables aléatoires sur le cône symétrique d’une algèbre de Jordan formellement réelle. Le résultat prolonge des résultats de Richards et Terras sur le cône des matrices réelles définies positives .
@article{AIF_1995__45_2_565_0, author = {Zhang, Genkai}, title = {The asymptotics of spherical functions and the central limit theorem on symmetric cones}, journal = {Annales de l'Institut Fourier}, pages = {565--575}, publisher = {Association des Annales de l{\textquoteright}institut Fourier}, volume = {45}, number = {2}, year = {1995}, doi = {10.5802/aif.1465}, zbl = {0820.43008}, mrnumber = {96k:43015}, language = {en}, url = {https://aif.centre-mersenne.org/articles/10.5802/aif.1465/} }
TY - JOUR AU - Zhang, Genkai TI - The asymptotics of spherical functions and the central limit theorem on symmetric cones JO - Annales de l'Institut Fourier PY - 1995 SP - 565 EP - 575 VL - 45 IS - 2 PB - Association des Annales de l’institut Fourier UR - https://aif.centre-mersenne.org/articles/10.5802/aif.1465/ DO - 10.5802/aif.1465 LA - en ID - AIF_1995__45_2_565_0 ER -
%0 Journal Article %A Zhang, Genkai %T The asymptotics of spherical functions and the central limit theorem on symmetric cones %J Annales de l'Institut Fourier %D 1995 %P 565-575 %V 45 %N 2 %I Association des Annales de l’institut Fourier %U https://aif.centre-mersenne.org/articles/10.5802/aif.1465/ %R 10.5802/aif.1465 %G en %F AIF_1995__45_2_565_0
Zhang, Genkai. The asymptotics of spherical functions and the central limit theorem on symmetric cones. Annales de l'Institut Fourier, Volume 45 (1995) no. 2, pp. 565-575. doi : 10.5802/aif.1465. https://aif.centre-mersenne.org/articles/10.5802/aif.1465/
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