Given a $1$-cocycle $b$ with coefficients in an orthogonal representation, we show that any finite dimensional summand of $b$ is cohomologically trivial if and only if $\| b(X_n) \|^2/n$ tends to a constant in probability, where $X_n$ is the trajectory of the random walk $(G,μ)$. As a corollary, we obtain sufficient conditions for $G$ to satisfy Shalom's property $H_{\mathrm{FD}}$. Another application is a convergence to a constant in probability of $μ^{*n}(e) -μ^{*n}(g)$, $n\gg m$, normalized by its average with respect to $μ^{*m}$, for any finitely generated amenable group without infinite virtually Abelian quotients. Finally, we show that the harmonic equivariant mapping of $G$ to a Hilbert space obtained as an $U$-ultralimit of normalized $μ^{*n}- g μ^{*n}$ can depend on the ultrafilter $U$ for some groups.