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Functional central limit theorems on Lie groups: A survey

Abstract

The general solution of the functional central limit problems for triangular arrays of random variables with values in a Lie group is described. The role of processes of finite variation is clarified. The special case of processes with independent increments having Markov generator is treated. Connections with Hille–Yosida theory for two–parameter evolution families of operators and with the martingale problem are explained

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