We investigate the L2-speed of convergence to stationarity for a certain class of random walks on a compact connected Lie group. We give a lower bound on the number of steps k necessary such that the k-fold convolution power of the original step distribution has an L2-density. Our method uses work by Heckman on the asymptotics of multiplicities along a ray of representations. Several examples are presented.
- Mathematics Subject Classification: 60J15, 60B15, 43A80
ASJC Scopus subject areas
- Statistics and Probability