English

On the affine random walk on the torus

Probability 2017-02-28 v1 Dynamical Systems

Abstract

Let μ\mu be a borelian probability measure on G:=SLd(Z)Td\mathbf{G}:=\mathrm{SL}_d(\mathbb{Z}) \ltimes \mathbb{T}^d. Define, for xTdx\in \mathbb{T}^d, a random walk starting at xx denoting for nNn\in \mathbb{N}, {X0=xXn+1=an+1Xn+bn+1 \left\{\begin{array}{rcl} X_0 &=&x\\ X_{n+1} &=& a_{n+1} X_n + b_{n+1} \end{array}\right. where ((an,bn))GN((a_n,b_n))\in \mathbf{G}^\mathbb{N} is an iid sequence of law μ\mu. Then, we denote by Px\mathbb{P}_x the measure on (Td)N(\mathbb{T}^d)^\mathbb{N} that is the image of μN\mu^{\otimes \mathbb{N}} by the map ((gn)(x,g1x,g2g1x,,gng1x,))\left((g_n) \mapsto (x,g_1 x, g_2 g_1 x, \dots , g_n \dots g_1 x, \dots)\right) and for any φL1((Td)N,Px)\varphi \in \mathrm{L}^1((\mathbb{T}^d)^\mathbb{N}, \mathbb{P}_x), we set Exφ((Xn))=φ((Xn))dPx((Xn))\mathbb{E}_x \varphi((X_n)) = \int \varphi((X_n)) \mathrm{d}\mathbb{P}_x((X_n)). Bourgain, Furmann, Lindenstrauss and Mozes studied this random walk when μ\mu is concentrated on SLd(Z){0}\mathrm{SL}_d(\mathbb{Z}) \ltimes\{0\} and this allowed us to study, for any h\"older-continuous function ff on the torus, the sequence (f(Xn))(f(X_n)) when xx is not too well approximable by rational points. In this article, we are interested in the case where μ\mu is not concentrated on SLd(Z)Qd/Zd\mathrm{SL}_d(\mathbb{Z}) \ltimes \mathbb{Q}^d/\mathbb{Z}^d and we prove that, under assumptions on the group spanned by the support of μ\mu, the Lebesgue's measure ν\nu on the torus is the only stationary probability measure and that for any h\"older-continuous function ff on the torus, Exf(Xn)\mathbb{E}_x f(X_n) converges exponentially fast to fdν\int f\mathrm{d}\nu. Then, we use this to prove the law of large numbers, a non-concentration inequality, the functional central limit theorem and it's almost-sure version for the sequence (f(Xn))(f(X_n)). In the appendix, we state a non-concentration inequality for products of random matrices without any irreducibility assumption.

Keywords

Cite

@article{arxiv.1702.08387,
  title  = {On the affine random walk on the torus},
  author = {Jean-baptiste Boyer},
  journal= {arXiv preprint arXiv:1702.08387},
  year   = {2017}
}
R2 v1 2026-06-22T18:29:40.615Z