Entropy Theory for Random Walks on Lie Groups

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Constantin Kogler, Samuel Kittle

Published: 23 Nov 2025, Last Modified: 26 Jan 2026Journal of Theoretical ProbabilityEveryoneRevisionsCC BY 4.0
Abstract: We develop entropy and variance results for the product of independent identically distributed random variables on Lie groups. Our results apply to the study of stationary measures in various contexts.