Extreme value theory for random walks on homogeneous spaces

TL;DR

This paper applies extreme value theory to analyze rare events in random walks on homogeneous spaces, deriving limiting distributions and bounds for various geometric and dynamical quantities.

Contribution

It extends extreme value theory to three different settings of random walks on homogeneous spaces, providing new limiting laws and bounds.

Findings

Exact limiting distribution for returns on the torus

Upper and lower bounds for shortest vector lengths in lattices

Logarithm law for maximal distance in all cases

Abstract

In this paper we study extreme events for random walks on homogeneous spaces. We consider the following three cases. On the torus we study closest returns of a random walk to a fixed point in the space. For a random walk on the space of unimod- ular lattices we study extreme values for lengths of the shortest vector in a lattice. For a random walk on a homogeneous space we study the maximal distance a random walk gets away from an arbitrary fixed point in the space. We prove an exact limiting distribution on the torus and upper and lower bounds for sparse subsequences of random walks in the two other cases. In all three settings we obtain a logarithm law.