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 $\alpha$.

Categories: math.PR

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