Convergence of random walks in ℓp-spaces of growing dimension

We prove a limit theorem for paths of random walks with n steps in Rᵈ as n and d both go to infinity. For this, the paths are viewed as finite metric spaces equipped with the ₚ-metric for p∈ [1,∞ ). Under the assumptions that all components of each step are uncorrelated, centered, have finite $2p$-th moments, and are identically distributed, we show that such random metric space converges in probability to a deterministic limit space with respect to the Gromov-Hausdorff distance. This result generalises earlier work by Kabluchko and Marynych [Ann. Inst. H. Poincaré Probab. Statist. 60(4): 2945–2974, 2024] for $p=2$.