Central-limit theorems on groups

Publisher Website
Google Scholar
Abstract
The probability density pN of the product of N statistically independent (and identically distributed, each with probability density p1) elements of a group is studied in the limit N→∞. It is shown, for the compact groups R(2) and R(3), that pN→1 as N→∞, independently of p1. It is made plausible that a similar behavior is to be expected for other compact groups. For noncompact groups, the case of SU(1,1)which is of interest to the physics of disordered conductors, is studied. The case in which p1 is isotropic, i.e., independent of the phases, is analyzed in detail. When p1 is fixed and N≫1, a Gaussian distribution in the appropriate variable is found. When the original variables are rescaled by 1/N and the limit N→∞ is taken, keeping the ratio of the length of the conductor to the localization length fixed, an explicit integral representation for the resulting probability density is found. It is also exhibited that the latter satisfies a ‘‘diffusion’’ equation on the group manifold.

This publication has 7 references indexed in Scilit: