We discuss recurrence and ergodicity properties of random walks and associated skew products for large classes of locally compact groups and homogeneous spaces. In particular we show that a closed subgroup of a product of finitely many linear groups over local fields supports a recurrent random walk if and only if it has at most quadratic growth. We give also a detailed analysis of ergodicity properties for special classes of random walks on homogeneous spaces. The structure of closed subgroups of linear groups over local fields and the properties of group actions with respect to stationary measures play an important role in the proofs.
This work focuses on recurrence and ergodicity of switching diffusions consisting of continuous and discrete components, in which the discrete component takes values in a countably infinite set and the rates of switching at current time depend on the value of the continuous component over an interval including certain past history. Sufficient conditions for recurrence and ergodicity are given. Moreover, the relationship between systems of partial differential equations and recurrence when the switching is past-independent is established under suitable conditions.
In this paper, we consider generalized wind-tree models and $\Z^d$-covers over compact translation surfaces. Under suitable hypothesis, we prove recurrence of the linear flow in a generic direction and non-ergodicity of Lebesgue measure.
We study the recurrence and ergodicity for the billiard on noncompact polygonal surfaces with a free, cocompact action of $\Z$ or $\Z^2$. In the $\Z$-periodic case, we establish criteria for recurrence. In the more difficult $\Z^2$-periodic case, we establish some general results. For a particular family of $\Z^2$-periodic polygonal surfaces, known in the physics literature as the wind-tree model, assuming certain restrictions of geometric nature, we obtain the ergodic decomposition of directional billiard dynamics for a dense, countable set of directions. This is a consequence of our results …
Results concerning recurrence and ergodicity are proved in an abstract Hilbert space setting based on the proof of Khintchine's recurrence theorem for sets, and on the Hilbert space characterization of ergodicity. These results are carried over to a non-commutative *-algebraic setting using the GNS-construction. This generalizes the corresponding measure theoretic results, in particular a variation of Khintchine's Theorem for ergodic systems, where the image of one set overlaps with another set, instead of with itself.
We prove that any generic (i.e., possibly aperiodic) Lorenz gas in two dimensions, with finite horizon and non-degenerate geometrical features, is ergodic if it is recurrent. We also give examples of aperiodic recurrent gases.
We survey distributional properties of $\mathbb{R}^d$-valued cocycles of finite measure preserving ergodic transformations (or, equivalently, of stationary random walks in $\mathbb{R}^d$) which determine recurrence or transience.
We prove the annealed Central Limit Theorem for random walks in bistochastic random environments on $Z^d$ with zero local drift. The proof is based on a "dynamicist's interpretation" of the system, and requires a much weaker condition than the customary uniform ellipticity. Moreover, recurrence is derived for $d \le 2$.
We show that the "twisted" planar random walk - which results by summing up stationary increments rotated by multiples of a fixed angle - is recurrent under diverse assumptions on the increment process. For example, if the increment process is alpha-mixing and of finite second moment, then the twisted random walk is recurrent for every angle fixed choice of the angle out of a set of full Lebesgue measure, no matter how slow the mixing coefficients decay.
A Lindley process arises from classical studies in queueing theory and it usually reflects waiting times of customers in single server models. In this note we study recurrence of its higher dimensional counterpart under some mild assumptions on the tail behaviour of the underlying random walk. There are several links between the Lindley process and the associated random walk and we build upon such relations. We apply a method related to discrete subordination for random walks on the integer lattice together with various facts from the theory of fluctuations of random walks.
We discuss conditions for unique ergodicity of a collective random walk on a continuous circle. Individual particles in this collective motion perform independent (and different in general) random walks conditioned by the assumption that the particles cannot overrun each other. Additionally to sufficient conditions for the unique ergodicity we discover a new and unexpected way for its violation due to excessively large local jumps. Necessary and sufficient conditions for the unique ergodicity of the deterministic version of this system are obtained as well. Technically our approach is based on…
Let $(X, \cal B, ν)$ be a probability space and let $Γ$ be a countable group of $ν$-preserving invertible maps of $X$ into itself. To a probability measure $μ$ on $Γ$ corresponds a random walk on $X$ with Markov operator $P$ given by $Pψ(x) = \sum_{a} ψ(ax) \, μ(a)$. A powerful tool is the spectral gap property for the operator $P$ when it holds. We consider various examples of ergodic $Γ$-actions and random walks and their extensions by a vector space: groups of automorphisms or affine transformations on compact nilmanifolds, random walk in random scenery on non amenable groups, translations …
We discuss multiple versions of rational ergodicity and rational weak mixing for "nice" transformations, including Markov shifts, certain interval maps and hyperbolic geodesic flows. These properties entail multiple recurrence.
We prove bounded rational ergodicity for some discrepancy skew products whose rotation number has bad rational approximation. This is done by considering the asymptotics of associated affine random walks.
We study rational step function skew products over certain rotations of the circle proving ergodicity and bounded rational ergodicity when rotation number is a quadratic irrational. The latter arises from a consideration of the asymptotic temporal statistics of an orbit as modelled by an associated affine random walk.
Riesz space (non-pointwise) generalizations for iterative processes are given for the concepts of recurrence, first recurrence and conditional ergodicity. Riesz space conditional versions of the Poincaré Recurrence Theorem and the Kac formula are developed. Under mild assumptions, it is shown that every conditional expectation preserving process is conditionally ergodic with respect to the conditional expectation generated by the Cesàro mean associated with the iterates of the process. Applied to processes in $L^1(Ω,{\mathcal A},μ)$, where $μ$ is a probability measure, new conditional versions…
In the present paper we find necessary and sufficient conditions for recurrence of random walks on arbitrary subgroups of the group of rational numbers $\mathbb{Q}$.
Considering homogeneous and oscillating random walks on the integers, we simplify classical works on recurrence of Spitzer and Kemperman, respectively. Some links with renewal theory are discussed.
We study the recurrence of inhomogeneous Markov chains in the plane, when the environment is horizontally stratified and the heterogeneity of quasi-periodic type.
The Furstenberg recurrence theorem (or equivalently, Szemerédi's theorem) can be formulated in the language of von Neumann algebras as follows: given an integer $k \geq 2$, an abelian finite von Neumann algebra $(\M,τ)$ with an automorphism $α: \M \to \M$, and a non-negative $a \in \M$ with $τ(a)>0$, one has $\liminf_{N \to \infty} \frac{1}{N} \sum_{n=1}^N \Re τ(a α^n (a) ... α^{(k-1)n} (a)) > 0$; a subsequent result of Host and Kra shows that this limit exists. In particular, $\Re τ(a α^n (a) >... α^{(k-1)n} (a)) > 0$ for all $n$ in a set of positive density. From the von Neumann algebra pers…
The use of higher-order stochastic processes such as nonlinear Markov chains or vertex-reinforced random walks is significantly growing in recent years as they are much better at modeling high dimensional data and nonlinear dynamics in numerous application settings. In many cases of practical interest, these processes are identified with a stochastic tensor and their stationary distribution is a tensor $Z$-eigenvector. However, fundamental questions such as the convergence of the process towards a limiting distribution and the uniqueness of such a limit are still not well understood and are th…
Under some mild condition, a random walk in the plane is recurrent. In particular each trajectory is dense, and a natural question is how much time one needs to approach a given small neighborhood of the origin. We address this question in the case of some extended dynamical systems similar to planar random walks, including $\ZZ^2$-extension of hyperbolic dynamics. We define a pointwise recurrence rate and relate it to the dimension of the process, and establish a convergence in distribution of the rescaled return times near the origin.
In this paper we show how polynomial walks can be used to establish a twisted recurrence for sets of positive density in $\mathbb{Z}^d$. In particular, we prove that if $Γ\leq \operatorname{GL}_d(\mathbb{Z})$ is finitely generated by unipotents and acts irreducibly on $\mathbb{R}^d$, then for any set $B \subset \mathbb{Z}^d$ of positive density, there exists $k \geq 1$ such that for any $v \in k \mathbb{Z}^d$ one can find $γ\in Γ$ with $γv \in B - B$. Our method does not require the linearity of the action, and we prove a twisted recurrence for semigroups of maps from $\mathbb{Z}^d$ to $\mathb…
