A Central Limit Theorem for Random Walks on the Dual of a Compact Grassmannian

Abstract. We consider compact Grassmann manifolds G/K over the real, complex or quaternionic numbers whose spherical functions are Heckman–Opdam polynomials of type BC. From an explicit integral representation of these polynomials we deduce a sharp Mehler–Heine formula, that is an approximation of the Heckman–Opdam polynomials in terms of Bessel functions, with a precise estimate on the error term. This result is used to derive a central limit theorem for random walks on the semi-lattice parametrizing the dual of G/K, which are constructed by successive decompositions of tensor powers of spherical representations of G. The limit is the distribution of a Laguerre ensemble in random matrix theory. Most results of this paper are established for a larger continuous set of multiplicity parameters beyond the group cases