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Random walk on a building of type Ãr and brownian motion of the Weyl chamber

Bruno Schapira (2009)

Annales de l'I.H.P. Probabilités et statistiques

In this paper we study a random walk on an affine building of type Ãr, whose radial part, when suitably normalized, converges toward the brownian motion of the Weyl chamber. This gives a new discrete approximation of this process, alternative to the one of Biane (Probab. Theory Related Fields89 (1991) 117–129). This extends also the link at the probabilistic level between riemannian symmetric spaces of the noncompact type and their discrete counterpart, which had been previously discovered by Bougerol...

Random walks on co-compact fuchsian groups

Sébastien Gouëzel, Steven P. Lalley (2013)

Annales scientifiques de l'École Normale Supérieure

It is proved that the Green’s function of a symmetric finite range random walk on a co-compact Fuchsian group decays exponentially in distance at the radius of convergence R . It is also shown that Ancona’s inequalities extend to  R , and therefore that the Martin boundary for  R -potentials coincides with the natural geometric boundary S 1 , and that the Martin kernel is uniformly Hölder continuous. Finally, this implies a local limit theorem for the transition probabilities: in the aperiodic case, p n ( x , y ) C x , y R - n n - 3 / 2 .

Random walks on finite rank solvable groups

Ch. Pittet, Laurent Saloff-Coste (2003)

Journal of the European Mathematical Society

We establish the lower bound p 2 t ( e , e ) exp ( t 1 / 3 ) , for the large times asymptotic behaviours of the probabilities p 2 t ( e , e ) of return to the origin at even times 2 t , for random walks associated with finite symmetric generating sets of solvable groups of finite Prüfer rank. (A group has finite Prüfer rank if there is an integer r , such that any of its finitely generated subgroup admits a generating set of cardinality less or equal to r .)

Random walks on free products

M. Gabriella Kuhn (1991)

Annales de l'institut Fourier

Let G = * j = 1 q + 1 G n j + 1 be the product of q + 1 finite groups each having order n j + 1 and let μ be the probability measure which takes the value p j / n j on each element of G n j + 1 { e } . In this paper we shall describe the point spectrum of μ in C reg * ( G ) and the corresponding eigenspaces. In particular we shall see that the point spectrum occurs only for suitable choices of the numbers n j . We also compute the continuous spectrum of μ in C reg * ( G ) in several cases. A family of irreducible representations of G , parametrized on the continuous spectrum of μ ,...

Random walks on the affine group of local fields and of homogeneous trees

Donald I. Cartwright, Vadim A. Kaimanovich, Wolfgang Woess (1994)

Annales de l'institut Fourier

The affine group of a local field acts on the tree 𝕋 ( 𝔉 ) (the Bruhat-Tits building of GL ( 2 , 𝔉 ) ) with a fixed point in the space of ends 𝕋 ( F ) . More generally, we define the affine group Aff ( 𝔉 ) of any homogeneous tree 𝕋 as the group of all automorphisms of 𝕋 with a common fixed point in 𝕋 , and establish main asymptotic properties of random products in Aff ( 𝔉 ) : (1) law of large numbers and central limit theorem; (2) convergence to 𝕋 and solvability of the Dirichlet problem at infinity; (3) identification of the Poisson boundary...

Regular behavior at infinity of stationary measures of stochastic recursion on NA groups

Dariusz Buraczewski, Ewa Damek (2010)

Colloquium Mathematicae

Let N be a simply connected nilpotent Lie group and let S = N ( ) d be a semidirect product, ( ) d acting on N by diagonal automorphisms. Let (Qₙ,Mₙ) be a sequence of i.i.d. random variables with values in S. Under natural conditions, including contractivity in the mean, there is a unique stationary measure ν on N for the Markov process Xₙ = MₙXn-1 + Qₙ. We prove that for an appropriate homogeneous norm on N there is χ₀ such that l i m t t χ ν x : | x | > t = C > 0 . In particular, this applies to classical Poisson kernels on symmetric spaces,...

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