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
来源
ANNALS OF PROBABILITY | 2006年 / 34卷 / 05期
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.
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页码:1693 / 1706
页数:14
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