CLT for random walks of commuting endomorphisms on compact abelian groups
Abstract
Let be an abelian group of automorphisms of a probability space with a finite system of generators . Let denote , for . If is a random walk on , one can study the asymptotic distribution of the sums and , for a function on . In particular, given a random walk on commuting matrices in or in acting on the torus , , what is the asymptotic distribution of the associated ergodic sums along the random walk for a smooth function on after normalization? In this paper, we prove a central limit theorem when is a compact abelian connected group endowed with its Haar measure (e.g. a torus or a connected extension of a torus), a totally ergodic -dimensional group of commuting algebraic automorphisms of and a regular function on . The proof is based on the cumulant method and on preliminary results on the spectral properties of the action of , 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}
}