Institute of Mathematical Statistics Lecture Notes - Monograph Series

Brownian motion and the classical groups

Anthony D'Aristotile, Persi Diaconis, and Charles M. Newman

Full-text: Open access

Chapter information

Source
Krishna Athreya, Mukul Majumdar, Madan Puri, and Edward Waymire, eds. Probability, statistics and their applications: papers in honor of Rabi Bhattacharya (Beachwood, OH: Institute of Mathematical Statistics, 2003), 97-116

Dates
First available in Project Euclid: 3 July 2008

Permanent link to this document
https://projecteuclid.org/euclid.lnms/1215091660

Digital Object Identifier
doi:10.1214/lnms/1215091660

Mathematical Reviews number (MathSciNet)
MR1999417

Zentralblatt MATH identifier
1056.60081

Subjects
Primary: 60J65: Brownian motion [See also 58J65]
Secondary: 15A52 60B15: Probability measures on groups or semigroups, Fourier transforms, factorization 60F05: Central limit and other weak theorems 82B31: Stochastic methods 82B41: Random walks, random surfaces, lattice animals, etc. [See also 60G50, 82C41]

Rights
Copyright © 2003, Institute of Mathematical Statistics

Citation

D'Aristotile, Anthony; Diaconis, Persi; Newman, Charles M. Brownian motion and the classical groups. Probability, statistics and their applications: papers in honor of Rabi Bhattacharya, 97--116, Institute of Mathematical Statistics, Beachwood, OH, 2003. doi:10.1214/lnms/1215091660. https://projecteuclid.org/euclid.lnms/1215091660


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