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Wasserstein Convergence Rates for Empirical Measures of Random Subsequence of $\{nα\}$

Published 24 Nov 2024 in math.PR | (2411.15724v1)

Abstract: 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 $\alpha$.

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