 Location
 MSRI: Simons Auditorium
 Video

 Abstract
Consider a Markov chain on a onedimensional torus $\mathbb T$, where a moving point jumps from $x$ to $x\pm \alpha$ with probabilities $p(x)$ and $1p(x)$, respectively, for some fixed function $p\in C^{\infty}(\mathbb T, (0,1))$ and $\alpha\in\mathbb R\setminus \mathbb Q$. Such Markov chains are called random walks in a quasiperiodic environment. It was shown by Ya.~Sinai that for Diophantine $\alpha$ the corresponding random walk has an absolutely continuous invariant measure, and the distribution of any point after $n$ steps converges to this measure. Moreover, the Central Limit Theorem with linear drift and variance holds. In contrast to these results, we show that random walks with a Liouvillian frequency $\alpha$ generically exhibit an erratic statistical behaviour. In particular, for a generic $p$, the corresponding random walk does not have an absolutely continuous invariant measure, both drift and variance exhibit wild oscillations (being logarithmic at some times and almost linear at other times), Central Limit Theorem does not hold. These results are obtained in a joint work with Dmitry Dolgopyat and Bassam Fayad.
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Notes
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