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...

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Опубліковано в: :Symmetry, Integrability and Geometry: Methods and Applications
Дата:2015
Автори: Rösler, M., Voit, M.
Формат: Стаття
Мова:Англійська
Опубліковано: Інститут математики НАН України 2015
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.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine
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author Rösler, M.
Voit, M.
author_facet Rösler, M.
Voit, M.
citation_txt 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.
collection DSpace DC
container_title Symmetry, Integrability and Geometry: Methods and Applications
description 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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spelling Rösler, M.
Voit, M.
2019-02-12T18:12:01Z
2019-02-12T18:12:01Z
2015
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.
1815-0659
2010 Mathematics Subject Classification: 33C52; 43A90; 60F05; 60B15; 43A62; 33C80; 33C67
DOI:10.3842/SIGMA.2015.013
https://nasplib.isofts.kiev.ua/handle/123456789/146999
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.
en
Інститут математики НАН України
Symmetry, Integrability and Geometry: Methods and Applications
A Central Limit Theorem for Random Walks on the Dual of a Compact Grassmannian
Article
published earlier
spellingShingle A Central Limit Theorem for Random Walks on the Dual of a Compact Grassmannian
Rösler, M.
Voit, M.
title A Central Limit Theorem for Random Walks on the Dual of a Compact Grassmannian
title_full A Central Limit Theorem for Random Walks on the Dual of a Compact Grassmannian
title_fullStr A Central Limit Theorem for Random Walks on the Dual of a Compact Grassmannian
title_full_unstemmed A Central Limit Theorem for Random Walks on the Dual of a Compact Grassmannian
title_short A Central Limit Theorem for Random Walks on the Dual of a Compact Grassmannian
title_sort central limit theorem for random walks on the dual of a compact grassmannian
url https://nasplib.isofts.kiev.ua/handle/123456789/146999
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