Extreme value theory for random walks on homogeneous spaces

DOI10.3934/DCDS.2014.34.4689MaRDI QIDQ476578zbMATH OpenOpenAlexFDO

Authors Maxim Sølund Kirsebom

Publication date 2 December 2014

Published in Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1304.1006

zbMATH Keywords

extreme value theoryaveraging operatorhomogeneous spacesrandom walkslogarithm law

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Harmonic analysis on homogeneous spaces (43A85) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

Abstract: In this paper we study extreme events for random walks on homogeneous spaces. We consider the following three cases. On the torus we study closest returns of a random walk to a fixed point in the space. For a random walk on the space of unimod- ular lattices we study extreme values for lengths of the shortest vector in a lattice. For a random walk on a homogeneous space we study the maximal distance a random walk gets away from an arbitrary fixed point in the space. We prove an exact limiting distribution on the torus and upper and lower bounds for sparse subsequences of random walks in the two other cases. In all three settings we obtain a logarithm law.

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Cited in

(5)

• Extreme value distributions for one-parameter actions on homogeneous spaces
• Expanding measures: Random walks and rigidity on homogeneous spaces
• Extreme-value asymptotics for affine random walks
• Extreme value statistics of positive recurrent centrally biased random walks
• Extremes of Shepp statistics for Gaussian random walk

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