On laws of large numbers for random walks

Abstract

We prove a general noncommutative law of large numbers. This applies in particular to random walks on any locally finite homogeneous graph, as well as to Brownian motion on Riemannian manifolds which admit a compact quotient. It also generalizes Oseledec’s multiplicative ergodic theorem. In addition, we show that ɛ-shadows of any ballistic random walk with finite moment on any group eventually intersect. Some related results concerning Coxeter groups and mapping class groups are recorded in the last section.