Limit theorems for projections of random walk on a hypersphere

DOI10.1016/J.SPL.2010.01.009zbMATH Open1193.60047arXiv0908.3536OpenAlexW2031965899MaRDI QIDQ968462FDOQ968462

Authors: Max Skipper 

Publication date: 5 May 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: We show that almost any one-dimensional projection of a suitably scaled random walk on a hypercube, inscribed in a hypersphere, converges weakly to an Ornstein-Uhlenbeck process as the dimension of the sphere tends to infinity. We also observe that the same result holds when the random walk is replaced with spherical Brownian motion. This latter result can be viewed as a "functional" generalisation of Poincar'e's observation for projections of uniform measure on high dimensional spheres; the former result is an analogous generalisation of the Bernoulli-Laplace central limit theorem. Given the relation of these two classic results to the central limit theorem for convex bodies, the modest results provided here would appear to motivate a functional generalisation.

Full work available at URL: https://arxiv.org/abs/0908.3536

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zbMATH Keywords

Bernoulli-Laplace central limit theoremcentral limit theorem for convex bodies[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Poincar%EF%BF%BD%EF%BF%BD%27s+observation+for+projections&go=Go Poincar��'s observation for projections]

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)

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Cited In (9)

• A central limit theorem for a sequence of Brownian motions in the unit sphere in \(\mathbb R^{n}\)
• A central limit theorem for isotropic random walks on \(n\)-spheres for \(n\to \infty\)
• Limit theorems for random walks on the double coset spaces \(U(n)//U(n-1)\) for \(n\to \infty\)
• Title not available (Why is that?)
• When a random walk of fixed length can lead uniformly anywhere inside a hypersphere
• A Pólya approximation to the Poisson-binomial law
• Limit theorems for radial random walks on Euclidean spaces of high dimensions
• Space-time continuous limit of random walks with hyperbolic scaling
• Random walks on hyperspheres of arbitrary dimensions

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