arXiv · 1910.00467
Spread Out Random Walks on Homogeneous Spaces
Abstract
A measure on a locally compact group is called spread out if one of its convolution powers is not singular with respect to Haar measure. Using Markov chain theory, we conduct a detailed analysis of random walks on homogeneous spaces with spread out increment distribution. For finite volume spaces, we arrive at a complete picture of the asymptotics of the $n$-step distributions: They equidistribute towards Haar measure, often exponentially fast and locally uniformly in the starting position. In addition, many classical limit theorems are shown to hold. In the infinite volume case, we prove recurrence and a ratio limit theorem for symmetric spread out random walks on homogeneous spaces of at most quadratic growth. This settles one direction in a long-standing conjecture.
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Roland Prohaska. 2019-10-01. Spread Out Random Walks on Homogeneous Spaces. https://doi.org/10.1017/etds.2020.98
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