M. Voit

activity

19972026

most citedCentral limit theorems for multivariate Bessel processes in the freezing regime II: the covariance matrices

19 citations · 88 across the 32 of their papers we have counts for

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math.PR2012★ 2 cited

Central Limit Theorems for Radial Random Walks on $p \times q$ Matrices for $p \to \infty$

Michael Voit

Let $ν \in M^{1} ([0, \infty [)$ be a fixed probability measure. For each dimension $p\in\b N$, let $(X_{n}^{p})_{n \geq 1}$ be i.i.d. $\b R^p$-valued radial random variables with radial distri…

math.PR2012

Central limit theorems for hyperbolic spaces and Jacobi processes on $[0, \infty [$

Michael Voit

We present a unified approach to a couple of central limit theorems for radial random walks on hyperbolic spaces and time-homogeneous Markov chains on the positive half line whose…

Central Limit Theorems for Radial Random Walks on p×q Matrices for p→∞

Central limit theorems for hyperbolic spaces and Jacobi processes on [0,∞[

Central Limit Theorems for Radial Random Walks on $p \times q$ Matrices for $p \to \infty$

Central limit theorems for hyperbolic spaces and Jacobi processes on $[0, \infty [$