Wasserstein Convergence Rates for Empirical Measures of Random Subsequence of $\{n\alpha\}$
| Autor: | Wu, Bingyao, Zhu, Jie-Xiang |
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| Rok vydání: | 2024 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | Fix an irrational number $\alpha$. Let $X_1,X_2,\cdots$ be independent, identically distributed, integer-valued random variables with characteristic function $\varphi$, and let $S_n=\sum_{i=1}^n X_i$ be the partial sums. Consider the random walk $\{S_n \alpha\}_{n\ge 1}$ on the torus, where $\{\cdot\}$ denotes the fractional part. We study the long time asymptotic behaviour of the empirical measure of this random walk to the uniform distribution under the general $p$-Wasserstein distance. Our results show that the Wasserstein convergence rate depends on the Diophantine properties of $\alpha$ and the H\"older continuity of the characteristic function $\varphi$ at the origin, and there is an interesting critical phenomenon that will occur. The proof is based on the PDE approach developed by L. Ambrosio, F. Stra and D. Trevisan in [2] and the continued fraction representation of the irrational number $\alpha$. Comment: accepted by the journal Stochastic Processes and their Applications |
| Databáze: | arXiv |
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