English

Equidistribution of random walks on compact groups

Probability 2021-04-15 v1

Abstract

Let X1,X2,X_1, X_2, \dots be independent, identically distributed random variables taking values from a compact metrizable group GG. We prove that the random walk Sk=X1X2XkS_k=X_1 X_2 \cdots X_k, k=1,2,k=1,2,\dots equidistributes in any given Borel subset of GG with probability 11 if and only if X1X_1 is not supported on any proper closed subgroup of GG, and SkS_k has an absolutely continuous component for some k1k \ge 1. More generally, the sum k=1Nf(Sk)\sum_{k=1}^N f(S_k), where f:GRf:G \to \mathbb{R} is Borel measurable, is shown to satisfy the strong law of large numbers and the law of the iterated logarithm. We also prove the central limit theorem with remainder term for the same sum, and construct an almost sure approximation of the process ktf(Sk)\sum_{k \le t} f(S_k) by a Wiener process provided SkS_k converges to the Haar measure in the total variation metric.

Keywords

Cite

@article{arxiv.1906.09432,
  title  = {Equidistribution of random walks on compact groups},
  author = {Bence Borda},
  journal= {arXiv preprint arXiv:1906.09432},
  year   = {2021}
}

Comments

28 pages

R2 v1 2026-06-23T10:00:37.416Z