Random walks on the circle and Diophantine approximation

DOI10.1112/JLMS.12749arXiv2204.00274OpenAlexW4372355007MaRDI QIDQ6134888FDOQ6134888

Authors: István Berkes, Bence Borda 

Publication date: 23 August 2023

Published in: Journal of the London Mathematical Society (Search for Journal in Brave)

Abstract: Random walks on the circle group $mathbbR/mathbbZ$ whose elementary steps are lattice variables with span $alphaotinmathbbQ$ or $p/qinmathbbQ$ taken mod $mathbbZ$ exhibit delicate behavior. In the rational case we have a random walk on the finite cyclic subgroup $mathbb{Z}_q$, and the central limit theorem and the law of the iterated logarithm follow from classical results on finite state space Markov chains. In this paper we extend these results to random walks with irrational span $alpha$, and explicitly describe the transition of these Markov chains from finite to general state space as $p/qoalpha$ along the sequence of best rational approximations. We also consider the rate of weak convergence to the stationary distribution in the Kolmogorov metric, and in the rational case observe a surprising transition from polynomial to exponential decay after $approx{q}^2$ steps; this seems to be a new phenomenon in the theory of random walks on compact groups. In contrast, the rate of weak convergence to the stationary distribution in the total variation metric is purely exponential.

Full work available at URL: https://arxiv.org/abs/2204.00274

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zbMATH Keywords

Markov chainrandom walkDiophantine approximationcompact group

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Discrete-time Markov processes on general state spaces (60J05) Irregularities of distribution, discrepancy (11K38) Diophantine approximation in probabilistic number theory (11K60)

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Cited In (4)

• On the distribution of sudler products and Birkhoff sums for the irrational rotation
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• On the Discrepancy of Random Walks on the Circle
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