Diffusion approximations for random walks on nilpotent Lie groups
| Year of publication: |
1999
|
|---|---|
| Authors: | Caramellino, Lucia ; Climescu-Haulica, Adriana ; Pacchiarotti, Barbara |
| Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 41.1999, 4, p. 363-377
|
| Publisher: |
Elsevier |
| Subject: | Diffusion approximations of Markov chains Donsker's invariance principle Nilpotent | simply connected Lie groups |