English

CLT for random walks of commuting endomorphisms on compact abelian groups

Probability 2014-11-14 v1

Abstract

Let \CalS\Cal S be an abelian group of automorphisms of a probability space (X,\CalA,μ)(X, {\Cal A}, \mu) with a finite system of generators (A1,...,Ad)(A_1, ..., A_d). Let A\elA^{\el} denote A11...AddA_1^{\ell_1} ... A_d^{\ell_d}, for \el=(1,...,d){\el}= (\ell_1, ..., \ell_d). If (Zk)(Z_k) is a random walk on Zd\Z^d, one can study the asymptotic distribution of the sums k=0n1fAZk(ω)\sum_{k=0}^{n-1} \, f \circ A^{\,{Z_k(\omega)}} and \elZd\PP(Zn=\el)A\elf\sum_{\el \in \Z^d} \PP(Z_n= \el) \, A^\el f, for a function ff on XX. In particular, given a random walk on commuting matrices in SL(ρ,Z)SL(\rho, \Z) or in \CalM(ρ,Z){\Cal M}^*(\rho, \Z) acting on the torus \Tρ\T^\rho, ρ1\rho \geq 1, what is the asymptotic distribution of the associated ergodic sums along the random walk for a smooth function on \Tρ\T^\rho after normalization? In this paper, we prove a central limit theorem when XX is a compact abelian connected group GG endowed with its Haar measure (e.g. a torus or a connected extension of a torus), \CalS\Cal S a totally ergodic dd-dimensional group of commuting algebraic automorphisms of GG and ff a regular function on GG. The proof is based on the cumulant method and on preliminary results on the spectral properties of the action of \CalS\Cal S, on random walks and on the variance of the associated ergodic sums.

Keywords

Cite

@article{arxiv.1411.3540,
  title  = {CLT for random walks of commuting endomorphisms on compact abelian groups},
  author = {Jean-Pierre Conze and Guy Cohen},
  journal= {arXiv preprint arXiv:1411.3540},
  year   = {2014}
}