Abstract
Let SN, N = 1, 2,.. be a random walk on the integers, let α be an irrational number and let ZN = {SNα}, where {·} denotes fractional part. Then ZN, N = 1, 2,.. is a random walk on the circle, and from classical results of probability theory it follows that the distribution of ZN converges weakly to the uniform distribution. We determine the precise speed of convergence, which, in addition to the distribution of the elementary step X of the random walk SN, depends sensitively on the rational approximation properties of α.
Original language | English |
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Pages (from-to) | 149-161 |
Number of pages | 13 |
Journal | Analysis Mathematica |
Volume | 44 |
Issue number | 2 |
DOIs | |
Publication status | Published - 1 Jun 2018 |
Externally published | Yes |
Keywords
- convergence speed
- Diophantine approximation
- i.i.d. sums mod 1
- weak convergence
ASJC Scopus subject areas
- Mathematics(all)