On laws of large numbers for random walks

被引:26
作者
Karlsson, Anders [1 ]
Ledrappier, Francois
机构
[1] Royal Inst Technol, KTH, Dept Math, S-10044 Stockholm, Sweden
[2] Univ Notre Dame, Dept Math, Notre Dame, IN 46556 USA
关键词
law of large numbers; random walk; multiplicative ergodic theorem; horofunctions;
D O I
10.1214/009117906000000296
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We prove a general noncommutative law of large numbers. This applies in particular to random walks on any locally finite homogeneous graph, as well as to Brownian motion on Riemannian manifolds which admit a compact quotient. It also generalizes Oseledec's multiplicative ergodic theorem. In addition, we show that epsilon-shadows of any ballistic random walk with finite moment on any group eventually intersect. Some related results concerning Coxeter groups and mapping class groups are recorded in the last section.
引用
收藏
页码:1693 / 1706
页数:14
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