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 theoremrandom walk on a groupunipotent group

Mathematics Subject Classification ID

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) Characteristic functions; other transforms (60E10) Central limit and other weak theorems (60F05) (L^p)-limit theorems (60F25) Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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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• Random walks on the groups of upper triangular matrices
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Cited in

(12)

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

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