Dynamic Random Walks on Heisenberg Groups

Nadine Guillotin-Plantard () and René Schott ()
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Nadine Guillotin-Plantard: Université Claude Bernard Lyon 1
René Schott: IECN and LORIA, Université Henri Poincaré-Nancy 1

Journal of Theoretical Probability, 2006, vol. 19, issue 2, 377-395

Abstract: We prove a Guivarc’h law of large numbers and a central limit theorem for dynamic random walks on Heisenberg groups. The limiting distribution is explicitely given. To our knowledge this is the first study of dynamic random walks on non-commutative Lie groups.

Keywords: Dynamic random walks; group theory; dynamical systems; Lévy stochastic area; 60G50; 60J15 (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/s10959-006-0021-6

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