Limit theorems for compact two-point homogeneous spaces of large dimensions

Let be the field , , or of real dimension . For each dimensiond2, we study isotropic random walks(Y ₁)₁0 on the projective space with natural metricD where the random walk starts at some with jumps at each step of a size depending ond. Then the random variablesX ₁ ^d :=cosD(Y ₁ ^d ,x ₀ ^d ) form a Markov chain on –1, 1] whose transition probabilities are related to Jacobi convolutions on –1, 1]. We prove that, ford, the random variables (vd/2)(X _l(d) ^d +1) tend in distribution to a noncentral ²-distribution where the noncentrality parameter depends on relations between the numbers of steps and the jump sizes. We also derive another limit theorem for as well as thed-spheresS ^d ford.