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- W2951090881 abstract "Let $X_1, X_2, dots$ be independent, identically distributed random variables taking values from a compact metrizable group $G$. We prove that the random walk $S_k=X_1 X_2 cdots X_k$, $k=1,2,dots$ equidistributes in any given Borel subset of $G$ with probability $1$ if and only if $X_1$ is not supported on any proper closed subgroup of $G$, and $S_k$ has an absolutely continuous component for some $k ge 1$. More generally, the sum $sum_{k=1}^N f(S_k)$, where $f:G to mathbb{R}$ 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 $sum_{k le t} f(S_k)$ by a Wiener process provided $S_k$ converges to the Haar measure in the total variation metric." @default.
- W2951090881 created "2019-06-27" @default.
- W2951090881 creator A5030317269 @default.
- W2951090881 date "2019-06-22" @default.
- W2951090881 modified "2023-09-27" @default.
- W2951090881 title "Equidistribution of random walks on compact groups" @default.
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