The central limit theorem on nilpotent Lie groups
We formulate and establish the central limit theorem for products of i.i.d. random variables on arbitrary simply connected nilpotent Lie groups, allowing a possible bias. We find that some interesting new phenomena arise in the presence of a bias: the walk spreads out at a higher rate in the ambient...
| Main Authors: | , |
|---|---|
| Format: | Journal article |
| Language: | English |
| Published: |
Institute of Mathematical Statistics
2024
|