Abstract:
In this paper, we prove inequalities for the mean square deviation $\delta_{N,n}$
of the $N$ step transition matrix from the equiprobable matrix
for certain random affine walk in the residue ring modulo $n$ with dependent
linear and drift components.
It is proved that the relation
$$
\lim_{n\to \infty} \delta_{N,n}=0
$$ is true if and only if $N/n^2\to \infty$ as $n\to\infty$. Under this condition,
$$
\delta^2_{N,n}\sim \varepsilon_n \exp\{-\pi^2 N/l_n^2\},
$$
as $n\to\infty, $ where $\varepsilon_n=2$ if $n$ is even and $\varepsilon_n=1$ if
$n$ is odd,
$l_n=n/2$
if $n$ is even and $l_n=n$ if $n$ is odd.
This research was supported by the program of the President of Russian Federation for
support of leading scientific schools, grant 2358.2003.9.