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Diffusion approximations for random walks on nilpotent Lie groups

Author

Listed:
  • Caramellino, Lucia
  • Climescu-Haulica, Adriana
  • Pacchiarotti, Barbara

Abstract

We prove a central limit theorem for products of centered i.i.d. r.v.'s taking values on nilpotent, graded, simply connected Lie groups. The main tool is given by weak approximation results for SDEs.

Suggested Citation

  • Caramellino, Lucia & Climescu-Haulica, Adriana & Pacchiarotti, Barbara, 1999. "Diffusion approximations for random walks on nilpotent Lie groups," Statistics & Probability Letters, Elsevier, vol. 41(4), pages 363-377, February.
    • Handle: RePEc:eee:stapro:v:41:y:1999:i:4:p:363-377
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