Pap, Gyula (1998) Functional central limit theorems on Lie groups: A survey. In: 7th Vilnius Conference, 1998.08.12-1998.08.18., Vilnius, Litvánia.
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Abstract
The general solution of the functional central limit problems for triangular arrays of random variables with values in a Lie group is described. The role of processes of finite variation is clarified. The special case of processes with independent increments having Markov generator is treated. Connections with Hille–Yosida theory for two–parameter evolution families of operators and with the martingale problem are explained.
| Item Type: | Conference or Workshop Item (Paper) |
|---|---|
| Subjects: | Q Science / természettudomány > QA Mathematics / matematika |
| Depositing User: | Erika Bilicsi |
| Date Deposited: | 09 Apr 2013 12:27 |
| Last Modified: | 09 Apr 2013 12:27 |
| URI: | http://real.mtak.hu/id/eprint/4694 |
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