# Equidistribution of random walks on compact groups

## TL;DR

This paper establishes conditions under which random walks on compact groups become uniformly distributed, and proves related limit theorems including the law of large numbers, the law of the iterated logarithm, and the central limit theorem.

## Contribution

It provides necessary and sufficient conditions for equidistribution of random walks on compact groups and extends classical limit theorems to this setting.

## Key findings

- Random walks equidistribute if not supported on proper closed subgroups and have an absolutely continuous component.
- Strong law of large numbers and law of the iterated logarithm hold for sums of functions along the walk.
- Central limit theorem with remainder term is established for sums along the walk.

## Abstract

Let $X_1, X_2, \dots$ be independent, identically distributed random variables taking values from a compact metrizable group $G$. We prove that the random walk $S_k=X_1 X_2 \cdots X_k$, $k=1,2,\dots$ equidistributes in any given Borel subset of $G$ with probability $1$ if and only if $X_1$ is not supported on any proper closed subgroup of $G$, and $S_k$ has an absolutely continuous component for some $k \ge 1$. More generally, the sum $\sum_{k=1}^N f(S_k)$, where $f:G \to \mathbb{R}$ is Borel measurable, is shown to satisfy the strong law of large numbers and the law of the iterated logarithm. We also prove the central limit theorem with remainder term for the same sum, and construct an almost sure approximation of the process $\sum_{k \le t} f(S_k)$ by a Wiener process provided $S_k$ converges to the Haar measure in the total variation metric.