The Central Limit Theorem for Random Motions of $d$-Dimensional Euclidean Space
Gorostiza, Luis G.
Ann. Probab., Tome 1 (1973) no. 5, p. 603-612 / Harvested from Project Euclid
Let $g_1, g_2,\cdots$ be random elements of the Euclidean group of motions of $d$-dimensional Euclidean space $R^d (d \geqq 1)$, that are independent and identically distributed. The product $g_1\cdots g_n$ is represented in the form $t(n)r(n)$, where $t(n)$ is a translation and $r(n)$ is a rotation. In this paper it is shown that under natural conditions $r(n)$ and $n^{-\frac{1}{2}}t(n)$ jointly converge weakly as $n \rightarrow \infty$ to the product distribution of the Haar measure on a certain closed subgroup of the rotations group, and a normal distribution on $R^d$, with mean zero and covariance matrix $\sigma^2\mathbf{I}$ ($\mathbf{I}$ is the identity matrix), and the value of $\sigma^2$ is identified.
Publié le : 1973-08-14
Classification:  Random motions of Euclidean space,  central limit theorem,  Haar measure,  normal distribution,  60F05,  60K99
@article{1176996889,
     author = {Gorostiza, Luis G.},
     title = {The Central Limit Theorem for Random Motions of $d$-Dimensional Euclidean Space},
     journal = {Ann. Probab.},
     volume = {1},
     number = {5},
     year = {1973},
     pages = { 603-612},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996889}
}
Gorostiza, Luis G. The Central Limit Theorem for Random Motions of $d$-Dimensional Euclidean Space. Ann. Probab., Tome 1 (1973) no. 5, pp.  603-612. http://gdmltest.u-ga.fr/item/1176996889/