Central limit theorems for random walks associated with hypergeometric functions of type BC
Volume 163 / 2021
Abstract
Consider the non-compact Grassmann manifolds $G/K$ over the fields $\mathbb R, \mathbb C, \mathbb H$ with rank $q\ge 1$ and dimension parameter $p \gt q$. The associated spherical functions are Heckman–Opdam hypergeometric functions of type $BC$, where the double coset spaces $G/\!/K$ are identified with the Weyl chambers $ C_q^B\subset \mathbb R^q$ of type $B$. The associated double coset hypergroups on $ C_q^B$ can be embedded into a continuous family of commutative hypergroups $(C_q^B,*_p)$ with $p\in [2q-1,\infty [$ associated with these hypergeometric functions by Rösler (2010). Several limit theorems for random walks on these hypergroups were recently derived by Voit (2017). We here present further limit theorems when the time as well as $p$ tend to $\infty $. For integers $p$, this admits interpretations for group-invariant random walks on the Grassmannians $G/K$.
