CLT for random walks of commuting endomorphisms on compact abelian groups

preprint2014arXivOpen access

Abstract

Let $\Cal S$ be an abelian group of automorphisms of a probability space $(X, {\Cal A}, μ)$ with a finite system of generators (A1,...,Ad)(A_1, ..., A_d). Let $A^{\el}$ denote A1ℓ1...AdℓdA_1^{\ell_1} ... A_d^{\ell_d}, for ${\el}= (\ell_1, ..., \ell_d)$. If (Zk)(Z_k) is a random walk on Zd\Z^d, one can study the asymptotic distribution of the sums ∑k=0n−1 f∘A Zk(ω)\sum_{k=0}^{n-1} \, f \circ A^{\,{Z_k(ω)}} and $\sum_{\el \in \Z^d} \PP(Z_n= \el) \, A^\el f$, for a function ff on XX. In particular, given a random walk on commuting matrices in SL(ρ,Z)SL(ρ, \Z) or in ${\Cal M}^*(ρ, \Z)$ acting on the torus $\T^ρ$, ρ≥1ρ\geq 1, what is the asymptotic distribution of the associated ergodic sums along the random walk for a smooth function on $\T^ρ$ after normalization? In this paper, we prove a central limit theorem when XX is a compact abelian connected group GG endowed with its Haar measure (e.g. a torus or a connected extension of a torus), $\Cal S$ a totally ergodic dd-dimensional group of commuting algebraic automorphisms of GG and ff a regular function on GG. The proof is based on the cumulant method and on preliminary results on the spectral properties of the action of $\Cal S$, on random walks and on the variance of the associated ergodic sums.

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