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Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika, 1967, Number 6, Pages 100–108
(Mi vmumm3611)
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The central limit theorem for random motions of Euclidean space
V. N. Tutubalin
Abstract:
Each element $g$ of the group $G$ of all Euclidean motions in $R^3$ can be represented as $g=au$, where $a$ is translation and $u$ is rotation. Consider a sequence $g_1,g_2,\dots, g_n,\dots$ of random independent identically distributed elements of $G$ and their product
$$
g(n)=g_1g_2\dots g_n=a(n)u(n).
$$
With natural restrictions the distribution of $\frac1{\sqrt n}a(n)$ tends to a normal distribution as $n\to\infty$, while the distribution of $u(n)$ tends to the normed Haar measure on the group of rotations.
Received: 03.03.1967
Citation:
V. N. Tutubalin, “The central limit theorem for random motions of Euclidean space”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 1967, no. 6, 100–108
Linking options:
https://www.mathnet.ru/eng/vmumm3611 https://www.mathnet.ru/eng/vmumm/y1967/i6/p100
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