A Central Limit Theorem for Random Walks on the Dual of a Compact Grassmannian
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...
Збережено в:
| Дата: | 2015 |
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| Автори: | , |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2015
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| Назва видання: | Symmetry, Integrability and Geometry: Methods and Applications |
| Онлайн доступ: | https://nasplib.isofts.kiev.ua/handle/123456789/146999 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | 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. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| Резюме: | 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. |
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