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arxiv: math/0102206 · v1 · submitted 2001-02-27 · 🧮 math.PR · math.NT

Random walks with badly approximable numbers

classification 🧮 math.PR math.NT
keywords approximablebadlydiscrepancyrandomwalkconvergenced-tuplesmetric
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Using the discrepancy metric, we analyze the rate of convergence of a random walk on the circle generated by d rotations, and establish sharp rates that show that badly approximable d-tuples in R^d give rise to walks with the fastest convergence. We use the discrepancy metric because the walk does not converge in total variation. For badly approximable d-tuples, the discrepancy is bounded above and below by (constant)k^(-d/2), where k is the number of steps in the random walk. We show how the constants depend on the d-tuple.

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