Equidistribution of random walks on compact groups
Probability
2021-04-15 v1
Abstract
Let be independent, identically distributed random variables taking values from a compact metrizable group . We prove that the random walk , equidistributes in any given Borel subset of with probability if and only if is not supported on any proper closed subgroup of , and has an absolutely continuous component for some . More generally, the sum , where 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 by a Wiener process provided converges to the Haar measure in the total variation metric.
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