Donsker's Invariance Principle for Lie Groups

Joseph C. Watkins

doi:10.1214/aop/1176991265

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Home > Journals > Ann. Probab. > Volume 17 > Issue 3 > Article

July, 1989 Donsker's Invariance Principle for Lie Groups

Joseph C. Watkins

Ann. Probab. 17(3): 1220-1242 (July, 1989). DOI: 10.1214/aop/1176991265

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Abstract

This paper establishes a functional central limit theorem for Lie groups under a mixing hypothesis. The main theorem generalizes results by Patrick Billingsley for Euclidean space and the author for the general linear group.

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Joseph C. Watkins. "Donsker's Invariance Principle for Lie Groups." Ann. Probab. 17 (3) 1220 - 1242, July, 1989. https://doi.org/10.1214/aop/1176991265