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On spectral properties of a family of transfer operators and convergence to stable laws for affine random walks. (English) Zbl 1154.37306

Summary: We consider a random walk on the affine group of the real line, we denote by \(P\) the corresponding Markov operator on \(\mathbb R\), and we study the Birkhoff sums associated with its trajectories. We show that, depending on the parameters of the random walk, the normalized Birkhoff sums converge in law to a stable law of exponent \(\alpha \in ]0,2[\) or to a normal law. The corresponding analysis is based on the spectral properties of two families of associated transfer operators \(P_{t},T_{t}\). The operator \(P_{t}\) is a Fourier operator and is considered here as a perturbation of the Markov operator \(P=P_{0}\) of the random walk. The operator \(T_{t}\) is related to \(P_{t}\) by a symmetry of Heisenberg type and is also considered as a perturbation of the Markov operator \(T_{0}=T\). We prove that these operators have an isolated dominant eigenvalue which has an asymptotic expansion involving fractional powers of \(t\). The parameters of this expansion have simple expressions in terms of tails and moments of the stationary measures of \(P\) and \(T\).

MSC:

37A30 Ergodic theorems, spectral theory, Markov operators
37A50 Dynamical systems and their relations with probability theory and stochastic processes
60G50 Sums of independent random variables; random walks
Full Text: DOI

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