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

Abstract

Fix an irrational number $\alpha$. Let $X_1,X_2,\cdots$ be independent, identically distributed, integer-valued random variables with characteristic function $\phi$, 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 Hölder continuity of the characteristic function $\phi$ 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 $\alpha$.

accepted by the journal Stochastic Processes and their Applications