CLT for random walks of commuting endomorphisms on compact abelian groups

DOI10.1007/S10959-015-0631-YMaRDI QIDQ521964zbMATH OpenOpenAlexFDO

Authors Guy Cohen, Jean-Pierre Conze

Publication date 12 April 2017

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

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

zbMATH Keywords

\(\mathbb{Z}^d\)-actioncommuting endomorphismscompact abelian groupscumulantquenched central limit theoremrandom walkself-intersectionstoral automorphism

Mathematics Subject Classification ID

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

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.

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