Random walk on unipotent matrix groups

DOI10.24033/ASENS.2466MaRDI QIDQ5020481zbMATH OpenOpenAlexFDO

Authors Persi Diaconis, Robert D. Hough

Publication date 6 January 2022

Published in Annales scientifiques de l'École Normale Supérieure (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1512.06304

zbMATH Keywords

Heisenberg grouplocal limit theoremunipotent grouprandom walk on a group

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sums of independent random variables; random walks (60G50) Finite automorphism groups of algebraic, geometric, or combinatorial structures (20B25) Nilpotent and solvable Lie groups (22E25) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) (L^p)-limit theorems (60F25)

Abstract: We introduce a new method for proving central limit theorems for random walk on nilpotent groups. The method is illustrated in a local central limit theorem on the Heisenberg group, weakening the necessary conditions on the driving measure. As a second illustration, the method is used to study walks on the $nimesn$ uni-upper triangular group with entries taken modulo $p$. The method allows sharp answers to the behavior of individual coordinates: coordinates immediately above the diagonal require order $p^2$ steps for randomness, coordinates on the second diagonal require order $p$ steps; coordinates on the $k$th diagonal require order $p^{frac2k}$ steps.

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Cited in

(8)

• Winding of geodesic rays chosen by a harmonic measure
• The random walk on upper triangular matrices over \(\mathbb{Z} / m\mathbb{Z}\)
• A Gaussian central limit theorem for trimmed products on simply connected step 2-nilpotent Lie groups
• The local limit theorem on nilpotent Lie groups
• Complexity and randomness in the Heisenberg groups (and beyond)
• Local limit theorems and equidistribution of random walks on the Heisenberg group
• An exercise(?) in Fourier analysis on the Heisenberg group
• On a uniformly distributed phenomenon in matrix groups

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