On the affine random walk on the torus
Abstract
Let be a borelian probability measure on . Define, for , a random walk starting at denoting for , where is an iid sequence of law . Then, we denote by the measure on that is the image of by the map and for any , we set . Bourgain, Furmann, Lindenstrauss and Mozes studied this random walk when is concentrated on and this allowed us to study, for any h\"older-continuous function on the torus, the sequence when is not too well approximable by rational points. In this article, we are interested in the case where is not concentrated on and we prove that, under assumptions on the group spanned by the support of , the Lebesgue's measure on the torus is the only stationary probability measure and that for any h\"older-continuous function on the torus, converges exponentially fast to . 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 . In the appendix, we state a non-concentration inequality for products of random matrices without any irreducibility assumption.
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}
}