Central limit theorems for hyperbolic spaces and Jacobi processes on \([0,\infty [\) (Q1942323)

The author derives several limit theorems for Jacobi functions using the well-known Laplace integral representation for Jacobi functions. These results are used to develop a unified approach to some central limit theorems for distance of radial random walk on hyperbolic spaces. These are achieved using the fact that the distance processes are Markov chains on \([0,\infty)\) whose transition probabilities are related to product formula for certain Jacobi functions. He consider the radial random walk \((S_{n}^{(k,n^{-r})})\), where \(r\geq 0\) is a compression factor. When \(r=0\) (no initial compression) his result generalizes the central limit theorem presented by \textit{H. Zeuner} [J. Theor. Probab. 2, No. 1, 51--63 (1989; Zbl 0679.60012)], with the introduction of a rate of convergence. When \(r> \frac{1}{2}\) (strong compression), the author gives an alternative proof to his previous result in [\textit{M. Voit}, in: W. C. Connett (ed.) et al., Applications of hypergroups and related measure algebras. A joint summer research conference on applications of hypergroups and related measure algebras, July 31--August 6, 1993, Seattle, WA, USA. Providence: American Mathematical Society. 395--411 (1995; Zbl 0821.60077)]. The case for \(r\in (0,\frac{1}{2})\) is a completely new result. In addition, a more general result is provided for a central limit theorem proved by the author in [\textit{M. Voit}, in: J. Hilgert (ed.) et al., Proceedings of the fourth German-Japanese symposium on infinite dimensional harmonic analysis IV. On the interplay between representation theory, random matrices, special functions, and probability, Tokyo, Japan, September 10--14, 2007. Hackensack, NJ: World Scientific. 308--326 (2009; Zbl 1175.60011)]. We should also mention here that a modified moment function is introduced at the beginning of the paper which also agrees with the general definition but make it easier for the author to describe the constants in the central limit theorem.