Unique ergodicity of simple symmetric random walks on the circle
Abstract
Fix an irrational number α and a smooth, positive, real function p on the circle. If current position is x∈ R/ Z then in the next step jump to x+α with probability p(x) or to x-α with probability 1-p(x). In 1999 Sinai has proven that if p is asymmetric (in certain sense) or α is Diophantine then the Markov process possesses a unique stationary distribution. Next year Conze and Guivarc'h showed the uniqueness of stationary distribution for an arbitrary irrational angle α. In this note we present a new proof of latter result.
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