A limit theorem for occupation measures of Lévy processes in compact groups

DOI10.1142/S0219493712500086zbMATH Open1291.60013arXiv1109.3220OpenAlexW2963545158MaRDI QIDQ4908341FDOQ4908341

Authors: Arno Berger, Steven Neil Evans 

Publication date: 5 March 2013

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Abstract: A short proof is given of a necessary and sufficient condition for the normalized occupation measure of a L'evy process in a metrizable compact group to be asymptotically uniform with probability one.

Full work available at URL: https://arxiv.org/abs/1109.3220

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zbMATH Keywords

uniform distributionHaar measureergodic theoremuniformly distributed sequenceBenford propertycontinuously uniformly distributed function

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Strong limit theorems (60F15) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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• On Measurable Modification of Stochastic Functions
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• On the uniform distribution of sequences of random variables
• A uniform law of iterated logarithm for Brownian motion on compact Riemannian manifolds
• Mixing properties of induced random transformations
• Benford's law, a growth industry

Cited In (3)

• Equidistribution of random walks on compact groups. II: The Wasserstein metric
• Equidistribution of random walks on compact groups
• Ergodic theorem for nonstationary random walks on compact abelian groups

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