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A Central Limit Theorem for Random Walks on the Dual of a Compact Grassmannian

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dc.contributor.author Rösler, M.
dc.contributor.author Voit, M.
dc.date.accessioned 2019-02-12T18:12:01Z
dc.date.available 2019-02-12T18:12:01Z
dc.date.issued 2015
dc.identifier.citation A Central Limit Theorem for Random Walks on the Dual of a Compact Grassmannian / M. Rösler, M. Voit // Symmetry, Integrability and Geometry: Methods and Applications. — 2015. — Т. 11. — Бібліогр.: 32 назв. — англ. uk_UA
dc.identifier.issn 1815-0659
dc.identifier.other 2010 Mathematics Subject Classification: 33C52; 43A90; 60F05; 60B15; 43A62; 33C80; 33C67
dc.identifier.other DOI:10.3842/SIGMA.2015.013
dc.identifier.uri http://dspace.nbuv.gov.ua/handle/123456789/146999
dc.description.abstract We consider compact Grassmann manifolds G/K over the real, complex or quaternionic numbers whose spherical functions are Heckman-Opdam polynomials of type BC. From an explicit integral representation of these polynomials we deduce a sharp Mehler-Heine formula, that is an approximation of the Heckman-Opdam polynomials in terms of Bessel functions, with a precise estimate on the error term. This result is used to derive a central limit theorem for random walks on the semi-lattice parametrizing the dual of G/K, which are constructed by successive decompositions of tensor powers of spherical representations of G. The limit is the distribution of a Laguerre ensemble in random matrix theory. Most results of this paper are established for a larger continuous set of multiplicity parameters beyond the group cases. uk_UA
dc.language.iso en uk_UA
dc.publisher Інститут математики НАН України uk_UA
dc.relation.ispartof Symmetry, Integrability and Geometry: Methods and Applications
dc.title A Central Limit Theorem for Random Walks on the Dual of a Compact Grassmannian uk_UA
dc.type Article uk_UA
dc.status published earlier uk_UA


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