Dispersion and limit theorems for random walks associated with hypergeometric functions of type \(BC\) (Q2412519)

Several limit theorems for time-homogeneous random walks \((X_n)_{n\geq 0}\) on the concrete double coset space \(G//K\), equipped with the corresponding double coset convolution, are proved. Here \(G\) is one of the indefinite orthogonal, unitary or symplectic groups \(SO_0(q,p)\), \(SU(q,p)\), \(Sp(q,p)\), and \(K\) is the maximal compact semigroup. It is used an analytic approach which allows to obtain all results in the BC-cases not just for the group cases with integer \(p\) but also in the intermediate case with real \(p\in [2q - 1, +\infty)\).