Limit theorems for certain branching random walks on compact groups and homogeneous spaces (Q796889)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Limit theorems for certain branching random walks on compact groups and homogeneous spaces
scientific article

    Statements

    Limit theorems for certain branching random walks on compact groups and homogeneous spaces (English)
    0 references
    0 references
    1983
    0 references
    Let G denote an Abelian compact group with Haar measure m. Consider random variables \(X_ 0\) and \(Y_ 1,Y_ 2,..\). taking values in G and random variables \(I_ 1,I_ 2,..\). such that each \(I_ n\) takes its values in the set \(A_ n:=\{0,1,...,n-1\}\) (\(n\geq 1)\). Assume that these random variables are all independent, that \(X_ 0\) has distribution \(\nu\) on G, each \(Y_ n\) has distribution \(\mu\) on G and each \(I_ n\) a uniform distribution on \(A_ n\) (\(n\geq 1)\). Define inductively the sequence \(X_ 1,X_ 2,..\). of random variables \(X_ n:=X_{I_ n}\cdot Y_ n\) (\(n\geq 1)\). The branching random walk \((X_ n)_{n\geq 1}\) on G reduces to the underlying simple random walk on G if one puts \(I_ n=n-1\). It is further assumed that \(\mu\) is not supported by any proper closed subgroup of G. At first the author notes that the sequence \((P_{X_ n})_{n\geq 1}\) of distributions \(P_{X_ n}\) of \(X_ n\) converges weakly to m. (Extension of the Kawada-Ito theorem to branching random walks). Thus the products \(X_ 0\cdot...\cdot X_ n\) will be spread out over G for large n. The author's aim in the paper under review is to study the fluctuations from m, i.e. the asymptotic behavior in distribution of the sequences \((S_ n(f))_{n\geq 1}\) of sums \(S_ n(f):=\sum^{m}_{j=0}f(X_ j)\) for \(f\in L^ 2(G,m)\). In the special case \(\mu:=m\) the sequence \((S_ n(f))_{n\geq 1}\) is asymptotically normally distributed. For arbitrary \(\mu\) and real characters \(\gamma\) of G it is shown that, if the Fourier transform \({\hat \mu}\)(\(\gamma)\) of \(\gamma\) has real part \(<{1\over2}\), the sequence \((n^{-1/2}S_ n(\gamma))_{n\geq 1}\) converges in distribution to the normal random variable N(0,(1-2\({\hat \mu}\)(\(\gamma))\)\({}^{-1})\) as \(n\to \infty.\) Although the proof of this result is already rather technical, the author also achieves asymptotic results for arbitrary complex characters, under the assumption Re \({\hat \mu}\)(\(\gamma)\)\(={1\over2}\) (with the norming (n log n)\({}^{-1/2}\) instead of \(n^{-1/2})\), or more general functions \(f\in L^ 2(G,m)\) instead of characters \(\gamma\) of G, for arbitrary compact groups G, and finally for compact homogeneous spaces G/K with respect to compact subgroups K of G. In the latter case, however, the definition of a branching random walk has to be modified appropriately. A list of very interesting examples ranging from the Pólya-Eggenberg urn model to genetic branching on the sphere closes the paper.
    0 references
    Haar measure
    0 references
    branching random walk
    0 references
    Pólya-Eggenberg urn model
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references