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Simple random walks on semi-groups of nilpotency class two
Published online by Cambridge University Press: 14 July 2016
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One of the earliest known distributions is that of the Binomial distribution which arises from a Bernoulli sequence defined on two symbols (or generators) a and b. The corresponding limit theorem is that of Demoivre and Laplace and states (in an obvious notation) that (r – np)/√npq converges to the standard Normal distribution N(0,1). If the generators do not commute the situation is a good deal more complicated and in order to say very much about the sequences generated we must be able to put them in some simple canonical form. One case in which this can certainly be done is when the two symbols generate a semi-group of nilpotency class two. This means that although ba ≠ ab, we do have ba = ab (b,a) where (b, a) is a symbol which commutes with both a and b. Each sequence can then be expressed in the form aαbβ(b,a)γ. In this paper we examine first the conditional distribution of γ given α and β for Bernoulli sequences in the symbols a and b and obtain central limit theorems when γ is appropriately normed. We then consider the more general problem of the m-generator semi-group of nilpotency class two and obtain the corresponding multi-dimensional central limit theorem in the case where the probability measure is discrete and is distributed over the generators.
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- Copyright © Sheffield: Applied Probability Trust