Matrix random products with singular harmonic measure

Regularity of harmonic functions for a class of singular stable-like processes

We consider the system of stochastic differential equations dX_t=A(X_{t-}) dZ_t, where Z_t^1, ..., Z^d_t are independent one-dimensional symmetric stable processes of order α, and the matrix-valued function A is bounded, continuous and everywhere non-degenerate. We show that bounded harmonic functions associated with X are Holder continuous, but a Harnack inequality need not hold. The Levy measure associated with the vector-valued process Z is highly singular.

Harmonic functions for singular quadrant walks

We consider discrete (time and space) random walks confined to the quarter plane, with jumps only in directions $(i,j)$ with $i+j \geq 0$ and small negative jumps, i.e., $i,j \geq -1$. These walks are called singular, and were recently intensively studied from a combinatorial point of view. In this paper, we show how the compensation approach introduced in the 90ies by Adan, Wessels and Zijm may be applied to compute positive harmonic functions with Dirichlet boundary conditions. In particular, in case the random walks have a drift with positive coordinates, we derive an explicit formula for t…

有限支撑随机游走的调和测度奇异性

Singularity of harmonic measure for finitely supported random walks

本文通过构造测地流并利用边界傅里叶分析，证明了余紧富克斯群上有限支撑非退化随机游走的调和测度具有奇异性。

Word length statistics for Teichmüller geodesics and singularity of harmonic measure

Given a measure on the Thurston boundary of Teichmueller space, one can pick a geodesic ray joining some basepoint to a randomly chosen point on the boundary. Different choices of measures may yield typical geodesics with different geometric properties. In particular, we consider two families of measures: the ones which belong to the Lebesgue or visual measure class, and harmonic measures for random walks on the mapping class group generated by a distribution with finite first moment in the word metric. We consider the ratio between the word metric and the relative metric of approximating mapp…

双曲空间乘积中调和测度的维数守恒

Dimension conservation of harmonic measures in products of hyperbolic spaces

本文研究双曲空间乘积上随机游走的调和测度，证明在有限一阶矩和非初等边缘分布条件下，边界乘积上的调和测度满足维数守恒。

Discrete random walks on the group Sol

The harmonic measure $ν$ on the boundary of the group $Sol$ associated to a discrete random walk of law $μ$ was described by Kaimanovich. We investigate when it is absolutely continuous or singular with respect to Lebesgue measure. By ratio entropy over speed, we show that any countable non-abelian subgroup admits a finite first moment non-degenerate $μ$ with singular harmonic measure $ν$. On the other hand, we prove that some random walks with finitely supported step distribution admit a regular harmonic measure. Finally, we construct some exceptional random walks with arbitrarily small speed…