Stable laws arising from hitting distributions of processes on homogeneous trees and the hyperbolic half-plane. (Q5937869)

The paper consists of two parts, the first of which is devoted to the following interpretation of the symmetric \(\alpha\)-stable (\(\alpha >0\)) random variable \(\xi_\alpha\) on a non-Archimedean local field \(K\) [see the reviewer, Expo. Math. 16, 425--440 (1998; Zbl 0954.60001) and ``Pseudo-differential equations and stochastics over non-Archimedean fields'' (2001; Zbl 0984.11063)], that is a random variable with the characteristic function \(\exp (-| \xi| ^\alpha )\). Let \(V\) be a random variable with values in \(K\) uniformly distributed with probability \(f(a)\) on each unit ball \(a+O\), \(a\in K\). Here \(O\) is the ring of integers in \(K\), \(f(a)\) is a positive function on \(K\), constant on balls of radius 1 such that the integral of \(f\) with respect to the Haar measure equals 1. Let \(\pi\) be a prime element of \(K\), \(q\) be the cardinality of the residue field, \(U_n=\pi^n\sum_{k=1}^{j(n)} V_k\), \(j(n)= [q^{(n+1)\alpha }/ (q^\alpha -1)]\), where \(V_1,V_2,\ldots\) are independent copies of \(V\). It is shown that \(U_n\to \xi_\alpha\) in distribution, as \(n\to\infty\). Geometrically this means that \(\xi_\alpha\) is approximated by hitting distributions of horocycles for a random walk on the Bruhat-Tits tree associated with the field \(K\). For a further development of this approach see \textit{M. Del Muto} and \textit{A. Figà-Talamanca} [Expo. Math. 22, 197--211 (2004)]. In the second part of the paper a similar result is obtained for a real-valued random variable whose distribution is a limit of hitting distributions of horocycles of the hyperbolic plane for a drifted Brownian motion invariant under hyperbolic isometries. That gives a new approach to some distributions considered by \textit{D. Dufresne} [Scand. Actuar. J. 1980, No. 1/2, 39--79 (1990; Zbl 0743.62101)].