Random walks on the circle and Diophantine approximation

06.03.2020 15:00 - 15:50

Ivan Berkes (RI Budapest)

Abstract:

Let X1, X2, ... be i.i.d. lattice random variables with an irrational span α and let Sn =X1+...+Xn (mod 1). We show that the asymptotic properties of the random walk {Sn, n=1, 2, ...} are closely connected with the rational approximation properties of α and in particular, we point out an interesting critical phenomenon, i.e. a sudden change in the convergence speed in limit theorems for Sn as the Diophantine rank of α  passes through a certain critical value.

Organiser:
M. Beiglböck, N. Berestycki, L. Erdös, J. Maas, F. Toninelli
Location:
Rényi Institute, Budapest