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.
Citation
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
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