CLT for random walks of commuting endomorphisms on compact abelian groups

DOI10.1007/S10959-015-0631-YzbMATH Open1365.60016arXiv1411.3540OpenAlexW1548912863MaRDI QIDQ521964FDOQ521964

Authors: Guy Cohen, Jean-Pierre Conze 

Publication date: 12 April 2017

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: Let $CalS$ be an abelian group of automorphisms of a probability space $(X,CalA,mu)$ with a finite system of generators $(A_1,\mathrm{...},A_d)$. Let $A^{el}$ denote $A_1^{el{l}_1}\mathrm{...}{A}_d^{el{l}_d}$, for $el=(el{l}_1,\mathrm{...},el{l}_d)$. If $(Z_k)$ is a random walk on $$, one can study the asymptotic distribution of the sums $su{m}_{k=0}^{n-1},fcirc{A}^{,Z_k(omega)}$ and $$, for a function $f$ on $X$. In particular, given a random walk on commuting matrices in $$ or in $$ acting on the torus $T^{h}o$, $hogeq1$, what is the asymptotic distribution of the associated ergodic sums along the random walk for a smooth function on $T^{h}o$ 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), $CalS$ 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 the spectral properties of the action of $CalS$, on random walks and on the variance of the associated ergodic sums.

Full work available at URL: https://arxiv.org/abs/1411.3540

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zbMATH Keywords

random walkcumulantcompact abelian groupsself-intersectionsquenched central limit theoremtoral automorphism\(\mathbb{Z}^d\)-actioncommuting endomorphisms

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Ergodicity, mixing, rates of mixing (37A25) Measure-preserving transformations (28D05) Ergodic theorems, spectral theory, Markov operators (37A30) Hermitian and normal operators (spectral measures, functional calculus, etc.) (47B15) Ergodic theory on groups (22D40)

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Cited In (7)

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• Lindeberg theorem for Gibbs–Markov dynamics
• Higher Order Correlations for Group Actions
• On the quenched functional CLT in random sceneries
• Flexibility of statistical properties for smooth systems satisfying the central limit theorem
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