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On fluctuations of the drift in hyperbolic groups

Published 16 Sep 2026 in math.DS | (2609.18053v1)

Abstract: Let ΓΓ refer to a convex-cocompact group of isometries of a CAT(−1-1) space XX and Y→X/ΓY \to X/Γ to a Galois cover with a word-hyperbolic group of deck transformations. We show that, for almost every geodesic ξξ with respect to the Bowen-Margulis-Sullivan measure on the lift of X/ΓX/Γ, there exist $\mathfrak{m}, σ> 0$ and a standard Brownian motion BsB_s such that, for any $λ> 1/4$, [ d(p(g_s (ξ)), \mathbf{o}) = \mathfrak{m}s + σB_s + o(sλ), ] with gsg_s referring to the geodesic flow acting on the geodesics of YY and p(gs)p(g_s) to the canonical projection to YY. The result is a consequence of an almost sure invariance principle for random walks on hyperbolic groups with dependent increments, whose proof makes use of a new Ruelle operator theorem for skew products and Martin boundary techniques for random walks with dependent increments.

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