Green functions for killed random walks in the Weyl chamber of Sp(4)

Kilian Raschel

Annales de l'I.H.P. Probabilités et statistiques (2011)

  • Volume: 47, Issue: 4, page 1001-1019
  • ISSN: 0246-0203

Abstract

top
We consider a family of random walks killed at the boundary of the Weyl chamber of the dual of Sp(4), which in addition satisfies the following property: for any n ≥ 3, there is in this family a walk associated with a reflection group of order 2n. Moreover, the case n = 4 corresponds to a process which appears naturally by studying quantum random walks on the dual of Sp(4). For all the processes belonging to this family, we find the exact asymptotic of the Green functions along all infinite paths of states as well as that of the absorption probabilities along the boundaries.

How to cite

top

Raschel, Kilian. "Green functions for killed random walks in the Weyl chamber of Sp(4)." Annales de l'I.H.P. Probabilités et statistiques 47.4 (2011): 1001-1019. <http://eudml.org/doc/239760>.

@article{Raschel2011,
abstract = {We consider a family of random walks killed at the boundary of the Weyl chamber of the dual of Sp(4), which in addition satisfies the following property: for any n ≥ 3, there is in this family a walk associated with a reflection group of order 2n. Moreover, the case n = 4 corresponds to a process which appears naturally by studying quantum random walks on the dual of Sp(4). For all the processes belonging to this family, we find the exact asymptotic of the Green functions along all infinite paths of states as well as that of the absorption probabilities along the boundaries.},
author = {Raschel, Kilian},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {killed random walk; Green functions; Martin boundary; absorption probabilities},
language = {eng},
number = {4},
pages = {1001-1019},
publisher = {Gauthier-Villars},
title = {Green functions for killed random walks in the Weyl chamber of Sp(4)},
url = {http://eudml.org/doc/239760},
volume = {47},
year = {2011},
}

TY - JOUR
AU - Raschel, Kilian
TI - Green functions for killed random walks in the Weyl chamber of Sp(4)
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2011
PB - Gauthier-Villars
VL - 47
IS - 4
SP - 1001
EP - 1019
AB - We consider a family of random walks killed at the boundary of the Weyl chamber of the dual of Sp(4), which in addition satisfies the following property: for any n ≥ 3, there is in this family a walk associated with a reflection group of order 2n. Moreover, the case n = 4 corresponds to a process which appears naturally by studying quantum random walks on the dual of Sp(4). For all the processes belonging to this family, we find the exact asymptotic of the Green functions along all infinite paths of states as well as that of the absorption probabilities along the boundaries.
LA - eng
KW - killed random walk; Green functions; Martin boundary; absorption probabilities
UR - http://eudml.org/doc/239760
ER -

References

top
  1. [1] A. Ancona. Principe de Harnack à la frontière et théorème de Fatou pour un opérateur elliptique dans un domaine lipschitzien. Ann. Inst. Fourier (Grenoble) 28 (1978) 169–213. Zbl0377.31001MR513885
  2. [2] R. Bañuelos and R. Smits. Brownian motion in cones. Probab. Theory Related Fields 108 (1997) 299–319. Zbl0884.60037MR1465162
  3. [3] P. Biane. Quantum random walk on the dual of SU (n). Probab. Theory Related Fields 89 (1991) 117–129. Zbl0746.46058MR1109477
  4. [4] P. Biane. Minuscule weights and random walks on lattices. In Quantum Probability and Related Topics 51–65. World Sci. Publ., River Edge, NJ, 1992. Zbl0787.60089MR1186654
  5. [5] N. Bourbaki. Éléments de mathématique. Fasc. XXXVIII: Groupes et algèbres de Lie. Chapitre VII: Sous-algèbres de Cartan, éléments réguliers. Chapitre VIII: Algèbres de Lie semi-simples déployées. Hermann, Paris, 1975. Zbl0329.17002MR453824
  6. [6] M. Bousquet-Mélou and M. Mishna. Walks with small steps in the quarter plane. In Algorithmic Probability and Combinatorics 1–40. Amer. Math. Soc., Providence, RI, 2010. Zbl1209.05008MR2681853
  7. [7] B. Collins. Martin boundary theory of some quantum random walks. Ann. Inst. H. Poincaré Probab. Statist. 40 (2004) 367–384. Zbl1051.31005MR2060458
  8. [8] D. Denisov and V. Wachtel. Conditional limit theorems for ordered random walks. Electron. J. Probab. 15 (2010) 292–322. Zbl1201.60040MR2609589
  9. [9] Y. Doumerc and N. O’Connell. Exit problems associated with finite reflection groups. Probab. Theory Related Fields 132 (2005) 501–538. Zbl1087.60061MR2198200
  10. [10] E. Dynkin. The boundary theory of Markov processes (discrete case). Uspehi Mat. Nauk 24 (1969) 3–42. Zbl0222.60048MR245096
  11. [11] F. Dyson. A Brownian-motion model for the eigenvalues of a random matrix. J. Math. Phys. 3 (1962) 1191–1198. Zbl0111.32703MR148397
  12. [12] P. Eichelsbacher and W. König. Ordered random walks. Electron. J. Probab. 13 (2008) 1307–1336. Zbl1189.60092MR2430709
  13. [13] G. Fayolle, R. Iasnogorodski and V. Malyshev. Random Walks in the Quarter-Plane. Springer, Berlin, 1999. Zbl0932.60002MR1691900
  14. [14] I. Ignatiouk-Robert. Martin boundary of a killed random walk on ℤ+d. Preprint, UMR CNRS 8088, Universite de Cergy-Pontoise, 2009. 
  15. [15] I. Ignatiouk-Robert. Martin boundary of a reflected random walk on a half-space. Probab. Theory Related Fields 148 (2010) 197–245. Zbl1205.60140MR2653227
  16. [16] I. Ignatiouk-Robert and C. Loree. Martin boundary of a killed random walk on a quadrant. Ann. Probab. 38 (2010) 1106–1142. Zbl1205.60057MR2674995
  17. [17] G. Jones and D. Singerman. Complex Functions. Cambridge Univ. Press, Cambridge, 1987. Zbl0608.30001MR890746
  18. [18] H. Kesten. Hitting probabilities of random walks on ℤd. Stochastic Process. Appl. 25 (1987) 165–184. Zbl0626.60067MR915132
  19. [19] J. Komlós, P. Major and G. Tusnády. An approximation of partial sums of independent RV ’s and the sample DF . I. Z. Wahrsch. Verw. Gebiete 32 (1975) 111–131. Zbl0308.60029MR375412
  20. [20] J. Komlós, P. Major and G. Tusnády. An approximation of partial sums of independent RV’s, and the sample DF. II. Z. Wahrsch. Verw. Gebiete 34 (1976) 33–58. Zbl0307.60045MR402883
  21. [21] W. König and P. Schmid. Random walks conditioned to stay in Weyl chambers of type C and D. Electron. Comm. Probab. 15 (2010) 286–296. Zbl1226.60067MR2670195
  22. [22] M. Kozdron and G. Lawler. Estimates of random walk exit probabilities and application to loop-erased random walk. Electron. J. Probab. 10 (2005) 1442–1467. Zbl1110.60046MR2191635
  23. [23] I. Kurkova and K. Raschel. Random walks in ℤ+2 with non-zero drift absorbed at the axes. Bull. Soc. Math. France. To appear. Zbl1243.60042
  24. [24] G. Lawler and V. Limic. The Beurling estimate for a class of random walks. Electron. J. Probab. 9 (2004) 846–861. Zbl1063.60066MR2110020
  25. [25] G. Lawler and V. Limic. Random Walk: A Modern Introduction. Cambridge Univ. Press, Cambridge, 2010. Zbl1210.60002MR2677157
  26. [26] M. Picardello and W. Woess. Martin boundaries of cartesian products of Markov chains. Nagoya Math. J. 128 (1992) 153–169. Zbl0766.60096MR1197035
  27. [27] K. Raschel. Chemins confinés dans un quadrant. Thèse de doctorat de l’Université Pierre et Marie Curie, 2010. 
  28. [28] K. Raschel. Green functions and Martin compactification for killed random walks related to SU(3). Electron. Comm. Probab. 15 (2010) 176–190. Zbl1226.60068MR2651549
  29. [29] K. Uchiyama. The Green functions of two dimensional random walks killed on a line and their higher dimensional analogues. Electron. J. Probab. 15 (2010) 1161–1189. Zbl1226.60069MR2659761
  30. [30] K. Uchiyama. Random walks on the upper half plane. Preprint, Tokyo Institute of Technology, 2010. 

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.