L2-lower bounds for a special class of random walks

Ursula Porod

doi:10.1007/BF01375829

L₂-lower bounds for a special class of random walks

Ursula Porod^*

^*Corresponding author for this work

Mathematics

Research output: Contribution to journal › Article › peer-review

6 Scopus citations

Abstract

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.

Original language	English (US)
Pages (from-to)	277-289
Number of pages	13
Journal	Probability Theory and Related Fields
Volume	101
Issue number	2
DOIs	https://doi.org/10.1007/BF01375829
State	Published - Jun 1995

Keywords

Mathematics Subject Classification: 60J15, 60B15, 43A80

ASJC Scopus subject areas

Analysis
Statistics and Probability
Statistics, Probability and Uncertainty

Access to Document

10.1007/BF01375829

Cite this

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KW - Mathematics Subject Classification: 60J15, 60B15, 43A80

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