Abstract
Let S be an abelian group of automorphisms of a probability space (X, A, μ) with a finite system of generators (A1, … , Ad). Let Aℓ̲ denote A1ℓ1…Adℓd, for ℓ̲=(ℓ1,…,ℓd). If (Zk) is a random walk on Zd, one can study the asymptotic distribution of the sums ∑k=0n-1f∘AZk(ω) and ∑ℓ̲∈ZdP(Zn=ℓ̲)Aℓ̲f, for a function f on X. In particular, given a random walk on commuting matrices in SL(ρ, Z) or in M∗(ρ, Z) acting on the torus Tρ, ρ≥ 1 , what is the asymptotic distribution of the associated ergodic sums along the random walk for a smooth function on Tρ after normalization? In this paper, we prove a central limit theorem when X is a compact abelian connected group G endowed with its Haar measure (e.g., a torus or a connected extension of a torus), S a totally ergodic d-dimensional group of commuting algebraic automorphisms of G and f a regular function on G. The proof is based on the cumulant method and on preliminary results on random walks.
Original language | English |
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Pages (from-to) | 143-195 |
Number of pages | 53 |
Journal | Journal of Theoretical Probability |
Volume | 30 |
Issue number | 1 |
DOIs | |
State | Published - 1 Mar 2017 |
Keywords
- Cumulant
- Mixing
- Quenched central limit theorem
- Random walk
- S-unit
- Self-intersections of a random walk
- Semigroup of endomorphisms
- Toral automorphism
- Z-action
ASJC Scopus subject areas
- Statistics and Probability
- General Mathematics
- Statistics, Probability and Uncertainty