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dc.contributor.authorVoit, Michael-
dc.date.accessioned2008-10-23T13:25:03Z-
dc.date.available2008-10-23T13:25:03Z-
dc.date.issued2008-10-23T13:25:03Z-
dc.identifier.urihttp://hdl.handle.net/2003/25815-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-8134-
dc.description.abstractBessel-type convolution algebras of measures on the matrix cones of positive semidefinite q × q-matrices over R,C,H were introduced recently by Rösler. These convolutions depend on a continuous parameter, generate commutative hypergroups and have Bessel functions of matrix argument as characters. In this paper, we study the algebraic structure of these hypergroups. In particular, the subhypergroups, quotients, and automorphisms are classified. The algebraic properties are partially related to properties of random walks on these matrix Bessel hypergroups. In particular, known properties of Wishart distributions, which form Gaussian convolution semigroups on these hypergroups, are put into a new light. Moreover, limit theorems for random walks are presented. In particular, we obtain strong laws of large numbers and a central limit theorem with Wishart distributions as limits.en
dc.language.isoende
dc.relation.ispartofseriesPreprints der Fakultät für Mathematik;2008-21de
dc.subjectBessel functions of matrix argumenten
dc.subjectproduct formulaen
dc.subjecthypergroupsen
dc.subjectautomorphismsen
dc.subjectsubhypergroupsen
dc.subjectWishart distributionsen
dc.subjectrandom walks on matrix conesen
dc.subjectcentral limit theoremen
dc.subjectstrong laws of large numbersen
dc.subject.ddc510-
dc.titleBessel convolutions on matrix conesen
dc.title.alternativeAlgebraic properties and random walksen
dc.typeTextde
dc.type.publicationtypepreprinten
dcterms.accessRightsopen access-
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