We consider a nonstationary random walk on a compact metrizable abelian group. Under a classical strict aperiodicity assumption we establish a weak-* convergence to the Haar measure, Ergodic Theorem and Large Deviation Type Estimate.
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 me…
We define a random walk adic transformation associated to an aperiodic random walk on $G=\mathbb{Z}^{k}\times\mathbb{R}^{D-k}$ driven by a $β$-transformation and study its ergodic properties. In particular, this transformation is conservative, ergodic, infinite measure preserving and we prove that it is asymptotically distributionally stable and bounded rationally ergodic. Related earlier work appears in [AS] and [ANSS] for random walk adic transformations associated to an aperiodic random walk driven by a subshift of finite type.
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 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…
We consider random walks in random environments on Z^d. Under a transitivity hypothesis that is much weaker than the customary ellipticity condition, and assuming an absolutely continuous invariant measure on the space of the environments, we prove the ergodicity of the annealed process w.r.t. the dynamics "from the point of view of the particle". This implies in particular that the environment viewed from the particle is ergodic. As an example of application of this result, we give a general form of the quenched Invariance Principle for walks in doubly stochastic environments with zero local …
We determine the range of Furstenberg entropy for stationary ergodic actions of nonabelian free groups by an explicit construction involving random walks on random coset spaces.
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 present recent results about the asymptotic behavior of ergodic products of isometries of a metric space X. If we assume that the displacement is integrable, then either there is a sublinear diffusion or there is, for almost every trajectory in X, a preferred direction at the boundary. We discuss the precise statement when X is a proper metric space and compare it with classical ergodic theorems. Applications are given to ergodic theorems for nonintegrable functions, random walks on groups and Brownian motion on covering manifolds.
We begin by giving a new proof of the equivalence between the Liouville property and vanishing of the drift for symmetric random walks with finite first moments on finitely generated groups; a result which was first established by Kaimanovich-Vershik and Karlsson-Ledrappier. We then proceed to prove that the product of the Poisson boundary of any countable measured group $(G,μ)$ with any ergodic $(G,\checkμ)$-space is still ergodic, which in particular yields a new proof of weak mixing for the double Poisson boundary of $(G,μ)$ when $μ$ is symmetric. Finally, we characterize the failure of wea…
The range process $R_n$ of a random walk is the collection of sites visited by the random walk up to time $n$. In this work we deal with the question of whether the range process of a random walk or the range process of a cocycle over an ergodic transformation is almost surely a Fölner sequence and show the following results: % (a) The size of the inner boundary $|\partial R_n|$ of the range of recurrent aperiodic random walks on $\mathbb{Z}^2$ with finite variance and aperiodic random walks in $\mathbb{Z}$ in the standard domain of attraction of the Cauchy distribution, divided by $\frac{n}{\…
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 show that, in the Teichmüller metric, "thin-framed triangles are thin"---that is, under suitable hypotheses, the variation of geodesics obeys a hyperbolic-like inequality. This theorem has applications to the study of random walks on Teichmüller space. In particular, an application is worked out for the action of the mapping class group: we show that geodesics track random walks sublinearly.
We study the asymptotic behaviour of additive functionals of random walks in random scenery. We establish bounds for the moments of the local time of the Kesten and Spitzer process.These bounds combined with a previous moment convergence result (and an ergodicity result) imply the convergence in distribution of additive observables (with a normalization in n^(1/4)).When the sum of the observable is null, the previous limit vanishes and we prove the convergence in the sense of moments (with a normalization in n^(1/8)).
This paper considers 1-dimensional generalized random walks in random scenery. That is, the steps of the walk are generated by an arbitrary stationary process, and also the scenery is a priori arbitrary stationary. Under an ergodicity condition--which is satisfied in the classical case--a simple proof of the distinguishability of periodic sceneries is given.
A one-dimensional confined Nonlinear Random Walk is a tuple of $N$ diffeomorphisms of the unit interval driven by a probabilistic Markov chain. For generic such walks, we obtain a geometric characterization of their ergodic stationary measures and prove that all of them have negative Lyapunov exponents. These measures appear to be probabilistic manifestations of physical measures for certain deterministic dynamical systems. These systems are step skew products over transitive subshifts of finite type (topological Markov chains) with the unit interval fiber. For such skew products, we show ther…
In this paper we investigate generalizations of Kazhdan's property $(T)$ to the setting of uniformly convex Banach spaces. We explain the interplay between the existence of spectral gaps and that of Kazhdan projections. Our methods employ Markov operators associated to a random walk on the group, for which we provide new norm estimates and convergence results. They exhibit useful properties and flexibility, and allow to view Kazhdan projections in Banach spaces as natural objects associated to random walks on groups. We give a number of applications of these results. In particular, we address …
We introduce a family of adic transformations on diagrams that are nonstationary and nonsimple. This family includes some previously studied adic transformations. We relate the dimension group of each these diagrams to the dynamical system determined by the adic transformation on the infinite edge paths, and we explicitly compute the dimension group for a subfamily. We also determine the ergodic adic invariant probability measures for this subfamily, and show that each system of the subfamily is loosely Bernoulli. We also give examples of particular adic transformations with roots of unity as …
We consider general transformations of random walks on groups determined by Markov stopping times and prove that the asymptotic entropy (resp., rate of escape) of the transformed random walks is equal to the asymptotic entropy (resp., rate of escape) of the original random walk multiplied by the expectation of the corresponding stopping time. This is an analogue of the well-known Abramov's formula from ergodic theory, its particular cases were established earlier by Kaimanovich [1983] and Hartman, Lima, Tamuz [2014].
The main aim of the present set of notes is to give new, short and essentially self-contained proofs of some classical, as well as more recent, results about random walks on groups. For instance, we shall see that the drift characterization of Liouville groups, due to Kaimanovich-Vershik and Karlsson-Ledrappier (and to Varopoulos in some important special cases) admits a very short and quite elementary proof. Furthermore, we give a new, and rather short proof of (a weak version of) an observation of Kaimanovich (as well as a small strengthening thereof) that the Poisson boundary of any symmetr…
We classify Radon stationary measures for a random walk on $\mathbb{T}^d \times \mathbb{R}$. This walk is realised by a random action of $SL_{d}(\mathbb{Z})$ on the $\mathbb{T}^d$ component, coupled with a translation on the $\mathbb{R}$ component. We show, under assumptions of irreducibility and recurrence, the rigidity and homogeneity of Radon ergodic stationary measures.
In this work we prove the continuity and existence of large deviations for the drift of random walks on groups acting by isometries on Gromov Hyperbolic Spaces. Through the process we refine the multiplicative ergodic theorem of Karlsson and Gouëzel for such spaces. The works goes beyond what is known in the literature by allowing spaces that are not necessarily proper.
Let $G$ be a connected semisimple real Lie group with finite center, and $μ$ a probability measure on $G$ whose support generates a Zariski-dense subgroup of $G$. We consider the right $μ$-random walk on $G$ and show that each random trajectory spends most of its time at bounded distance of a well-chosen Weyl chamber. We infer that if $G$ has rank one, and $μ$ has a finite first moment, then for any discrete subgroup $Λ\subseteq G$, the $μ$-walk and the geodesic flow on $Λ\backslash G$ are either both transient, or both recurrent and ergodic, thus extending a well known theorem due to Hopf-Tsu…