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Random walks on projective spaces

Part of: Markov processes Lie groups

Published online by Cambridge University Press:  17 July 2014

Yves Benoist  and
Jean-François Quint
Yves Benoist
Affiliation:
CNRS – Université Paris-Sud, Bat. 425, 91405 Orsay, France email yves.benoist@math.u-psud.fr
Jean-François Quint
Affiliation:
CNRS – Université Paris-Nord, LAGA, 93430 Villetaneuse, France email quint@math.univ-paris13.fr
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Abstract

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Let $\def \xmlpi #1{}\def \mathsfbi #1{\boldsymbol {\mathsf {#1}}}\let \le =\leqslant \let \leq =\leqslant \let \ge =\geqslant \let \geq =\geqslant \def \Pr {\mathit {Pr}}\def \Fr {\mathit {Fr}}\def \Rey {\mathit {Re}}G$ be a connected real semisimple Lie group, $V$ be a finite-dimensional representation of $G$ and $\mu $ be a probability measure on $G$ whose support spans a Zariski-dense subgroup. We prove that the set of ergodic $\mu $-stationary probability measures on the projective space $\mathbb{P}(V)$ is in one-to-one correspondence with the set of compact $G$-orbits in $\mathbb{P}(V)$. When $V$ is strongly irreducible, we prove the existence of limits for the empirical measures. We prove related results over local fields as the finiteness of the set of ergodic $\mu $-stationary measures on the flag variety of $G$.

Keywords

semisimple groupflag varietystationary measureMarkov chain

MSC classification

Secondary: 22E40: Discrete subgroups of Lie groups 60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)

Information

Type
Research Article
Information
Compositio Mathematica , Volume 150 , Issue 9 , September 2014 , pp. 1579 - 1606
Copyright
© The Author(s) 2014 

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