Some theorems of the strong-law-of-large-numbers type

V. N. Tutubalin

Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 2, pp. 319-326

Résumé

Let $G$ be the $SL(m)$, $U$ the $S\mathscr O(m)$, $\Gamma$ the diagonal subgroup of $U$ and $X=U/\Gamma$. Consider a sequence $g_1,\dots,g_n,\dots$ of independent identically distributed random elements of $G$. Let $$ g(n)=g_1g_2\dots g_n=x(n)d(n)u(n), $$ where $x(n)\in X$, $u(n)\in U$ and $d(n)=\operatorname{diag}(e^{t_1(n)},\dots,e^{t_m(n)})$, $t_1(n)\dots$. Under some condition on the distribution of $g_i$ the following theorems are proved: 1) there exist real numbers $a_1$ such that, with probability 1, $$ \frac1nt_k(n)\to a_k,\quad k=1,\dots,m; $$ 2) with probability 1, $x(n)\to x(\infty)$, where $x(\infty)$ is a random element of $X$.