Random walks in Euclidean space

DOI10.4007/ANNALS.2015.181.1.4MaRDI QIDQ482912zbMATH OpenOpenAlexFDO

Authors Péter P. Varjú

Publication date 6 January 2015

Published in Annals of Mathematics. Second Series (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1205.3399

zbMATH Keywords

Euclidean isometrieslocal limit theoremrandom walks

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Abstract: Consider a sequence of independent random isometries of Euclidean space with a previously fixed probability law. Apply these isometries successively to the origin and consider the sequence of random points that we obtain this way. We prove a local limit theorem under a suitable moment condition and a necessary non-degeneracy condition. Under stronger hypothesis, we prove a limit theorem on a wide range of scales: between e^(-cl^(1/4)) and l^(1/2), where l is the number of steps.

Review text

Let \(X_1, X_2,\dots\) be independent identically distributed random isometries of the Euclidean space \(R^d\). Let \(x_0\in R^d\) be any point, and consider the sequence of points \[ Y=x_0, \dots, Y_e(X_{l-1}(\dots (x_0))), \dots. \] The author's main objective is to obtain a local limit theorem in the following sense. Under some conditions on \(Y_0\) and \(X\) there are \(v_0\in \mathbb{R}^d\) and \(c>0\) depending only on the distribution of \(X_j\) such that \[ \lim_{l\to0}l^{d/2}E[f(Y_0-lv_0)]=c\int f(r)\,dx, \] where \(f\) is any continuous and compactly supported function.

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Cited in

(12)

• Expected distance based on random walks
• Random walks in varying dimensions
• The local limit theorem on nilpotent Lie groups
• Spectral gap in the group of affine transformations over prime fields
• Random walks in the group of Euclidean isometries and self-similar measures
• Random iteration of Euclidean isometries
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