Leading Digit Laws on Linear Lie Groups

We determine the leading digit laws for the matrix components of a linear Lie group $G$. These laws generalize the observations that the normalized Haar measure of the Lie group $\mathbb{R}^+$ is $dx/x$ and that the scale invariance of $dx/x$ implies the distribution of the digits follow Benford's law, which is the probability of observing a significand base $B$ of at most $s$ is $\log_B(s)$; thus the first digit is $d$ with probability $\log_B(1 + 1/d)$). Viewing this scale invariance as left invariance of Haar measure, we determine the power laws in significands from one matrix component of various such $G$. We also determine the leading digit distribution of a fixed number of components of a unit sphere, and find periodic behavior when the dimension of the sphere tends to infinity in a certain progression.

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