We investigate the Martin boundary of the space-time Markov chain associated to a finitely supported random walk $(Γ, μ)$ with spectral radius $ρ$ and relate it to several classical compactifications of $Γ$. Assuming the strong ratio-limit property, we prove that the reduced ratio-limit compactification embeds naturally into the space-time Martin boundary. We introduce the $0$-Martin boundary, which governs the behaviour of $\infty$-harmonic functions, and show that the $0$-Martin kernels arise as rescaled limits of $λ$-Martin kernels as $λ\rightarrow 0$. For symmetric random walks on hyperbolic groups, the $0$-Martin boundary naturally covers the Gromov boundary, while the cover need not be injective in general. Our main structural theorem identifies the minimal space-time Martin boundary with the disjoint union of minimal $λ$-Martin boundaries over $λ\in [0, ρ^{-1}]$ with its natural pointwise topology. As an application, we show that the noncommutative Shilov boundary of the tensor algebra of the random walk $(Γ, μ)$ coincides with its Toeplitz $C^*$-algebra.
We consider a discrete random walk on a diagonal lattice in two and three dimensions and obtain explicit solutions of absorption probabilities and probabilities of return in several domains. In three dimensions we consider both the cube and the dodecahedron variant. In two dimensions we obtain explicit formula in case of rotated barriers.
Let $\{S_n, n\geq1\}$ be a random walk wih independent and identically distributed increments and let $\{g_n,n\geq1\}$ be a sequence of real numbers. Let $T_g$ denote the first time when $S_n$ leaves $(g_n,\infty)$. Assume that the random walk is oscillating and asymptotically stable, that is, there exists a sequence $\{c_n,n\geq1\}$ such that $S_n/c_n$ converges to a stable law. In this paper we determine the tail behaviour of $T_g$ for all oscillating asymptotically stable walks and all boundary sequences satisfying $g_n=o(c_n)$. Furthermore, we prove that the rescaled random walk conditione…
We study the asymptotic tail probability of the first-passage time over a moving boundary for a random walk conditioned to return to zero, where the increments of the random walk have finite variance. Typically, the asymptotic tail behavior may be described through a regularly varying function with exponent -1/2, where the impact of the boundary is captured by the slowly varying function. Yet, the moving boundary may have a stronger effect when the tail is considered at a time close to the return point of the random walk bridge. In the latter case, a phase transition appears in the asymptotics…
The usual random walk on a group (homogeneous both in time and in space) is determined by a probability measure on the group. In a random walk with random transition probabilities this single measure is replaced with a stationary sequence of measures, so that the resulting (random) Markov chains are still space homogeneous, but no longer time homogeneous. We study various notions of measure theoretical boundaries associated with this model and establish an analogue of the Poisson formula for (random) bounded harmonic functions. Under natural conditions on transition probabilities we identify t…
We study quotients of the Toeplitz C*-algebra of a random walk, similar to those studied by the author and Markiewicz for finite stochastic matrices. We introduce a new Cuntz-type quotient C*-algebra for random walks that have convergent ratios of transition probabilities. These C*-algebras give rise to new notions of ratio limit space and boundary for such random walks, which are computed by appealing to a companion paper by Woess. Our combined results are leveraged to identify a unique smallest symmetry-equivariant quotient C*-algebra for any symmetric random walk on a hyperbolic group, shed…
We answer positively a question of Kaimanovich and Vershik from 1979, showing that the final configuration of lamps for simple random walk on the lamplighter group over ${\Bbb Z}^d$ ($d \ge 3$) is the Poisson boundary. For $d \ge 5$, this had been shown earlier by Erschler (2011). We extend this to walks of more general types on more general groups.
Consider the directed polymer in one space dimension in log-gamma environment with boundary conditions, introduced by Sepp{ä}l{ä}inen. In the equilibrium case, we prove that the end point of the polymer converges in law as the length increases, to a density proportional to the exponent of a zero-mean random walk. This holds without space normalization, and the mass concentrates in a neighborhood of the minimum of this random walk. We have analogous results out of equilibrium as well as for the middle point of the polymer with both ends fixed. The existence and the identification of the limit r…
We give conditions for the exactness of Rokhlin endomorphisms, apply these to random walks on locally compact, second countable topological groups and obtain that the action on the Poisson boundary of an adapted random walk on such a group is weakly mixing.
The boundary problem is considered for inhomogeneous increasing random walks on the square lattice ${\mathbb Z}_+^2$ with weighted edges. Explicit solutions are given for some instances related to the classical and generalized number triangles.
Ergodicity of probabilistic cellular automata is a very important issue in the PCA theory. In particular, the question about the ergodicity of all PCA with two-size neighbourhood, two letters alphabet and positive rates is still open. In this article, we do not try to improve this issue, but we show a new kind of proof (to the best knowledge of the author) about the ergodicity of some of those PCA, including also some CA with errors. The proof is based on the study of the boundaries of islands where the PCA is totally decorrelated from its initial condition. The behaviours of these boundaries …
We consider Metropolis-based systematic scan algorithms for generating Birman-Murakami-Wenzl (BMW) monoid basis elements of the BMW algebra. As the BMW monoid consists of tangle diagrams, these scanning strategies can be rephrased as random walks on links and tangles. We translate these walks into left multiplication operators in the corresponding BMW algebra. Taking this algebraic perspective enables the use of tools from representation theory to analyze the walks; in particular, we develop a norm arising from a trace function on the BMW algebra to analyze the time to stationarity of the walk…
We consider random walks with independent but not necessarily identical distributed increments. Assuming that the increments satisfy the well-known Lindeberg condition, we investigate the asymptotic behaviour of first-passage times over moving boundaries. Furthermore, we prove that a properly rescaled random walk conditioned to stay above the boundary up to time $n$ converges, as $n\to\infty$, towards the Brownian meander.
Kigami showed that a transient random walk on a deterministic infinite tree $T$ induces its trace process on the Martin boundary of $T$. In this paper, we will deal with trace processes on Martin boundaries of random trees instead of deterministic ones, and prove short time log-asymptotic of on-diagonal heat kernel estimates and estimates of mean displacements.
For any countable group with infinite conjugacy classes we construct a family of forests on the group. For each of them there is a random walk on the group with the property that its sample paths almost surely converge to the geometric boundary of the forest in a way that resembles the simple random walks on trees. It allows us to identify the Poisson boundary of the random walk with the boundary of the forest and to show that the group action on the Poisson boundary is free (which, in particular, implies non-triviality of the Poisson boundary). As a consequence we obtain that any countable gr…
For a given pcf self-similar fractal, a certain network (weighted graph) is constructed whose ideal boundary is (homeomorphic to) the fractal. This construction is the first representation of a connected self-similar fractal as the boundary of a reversible Markov chain (i.e., a simple random walk on a network). The boundary construction is effected using certain functions of finite energy which behave like bump functions on the boundary. The random walk is shown to converge to the boundary almost surely, with respect to the standard measure on its trajectory space.
We consider the approximation of the performance of random walks in the quarter-plane. The approximation is in terms of a random walk with a product-form stationary distribution, which is obtained by perturbing the transition probabilities along the boundaries of the state space. A Markov reward approach is used to bound the approximation error. The main contribution of the work is the formulation of a linear program that provides the approximation error.
We consider the random walk loop soup on the discrete half-plane corresponding to a central charge c in (0, 1]. We look at the clusters of discrete loops and show that the scaling limit of the outer boundaries of outermost clusters is the CLE(kappa) loop ensemble, with the same relation between kappa and c as in the continuum Brownian setting.
Initial steps are presented towards understanding which finitely generated groups are almost surely generated as semigroups by the path of a random walk on the group.
The random walk loop soup is a Poissonian ensemble of lattice loops; it has been extensively studied because of its connections to the discrete Gaussian free field, but was originally introduced by Lawler and Trujillo Ferreras as a discrete version of the Brownian loop soup of Lawler and Werner, a conformally invariant Poissonian ensemble of planar loops with deep connections to conformal loop ensembles (CLEs) and the Schramm-Loewner evolution (SLE). Lawler and Trujillo Ferreras showed that, roughly speaking, in the continuum scaling limit, ``large'' lattice loops from the random walk loop sou…
Let $R_n=\max_{0\leq j\leq n}S_j-S_n$ be a random walk $S_n$ reflected in its maximum. Except in the trivial case when $P(X\ge0)=1$, $R_n$ will pass over a horizontal boundary of any height in a finite time, with probability 1. We extend this by giving necessary and sufficient conditions for finiteness of passage times of $R_n$ above certain curved (power law) boundaries, as well. The intuition that a degree of heaviness of the negative tail of the distribution of the increments of $S_n$ is necessary for passage of $R_n$ above a high level is correct in most, but not all, cases, as we show. Co…
An estimate of Beurling states that if K is a curve from 0 to the unit circle in the complex plane, then the probability that a Brownian motion starting at -eps reaches the unit circle without hitting the curve is bounded above by c eps^{1/2}. This estimate is very useful in analysis of boundary behavior of conformal maps, especially for connected but rough boundaries. The corresponding estimate for simple random walk was first proved by Kesten. In this note we extend this estimate to random walks with zero mean, and finite (3+delta) moment.
Given a free unitary quantum group $G=A_u(F)$, with $F$ not a unitary $2$-by-$2$ matrix, we show that the Martin boundary of the dual of $G$ with respect to any $G$-$\hat G$-invariant, irreducible, finite range quantum random walk coincides with the topological boundary defined by Vaes and Vander Vennet. This can be thought of as a quantum analogue of the fact that the Martin boundary of a free group coincides with the space of ends of its Cayley tree.
In this paper we show that a variety of interacting particle systems with multiple species can be viewed as random walks on Hecke algebras. This class of systems includes the asymmetric simple exclusion process (ASEP), M-exclusion TASEP, ASEP(q,j), stochastic vertex models, and many others. As an application, we study the asymptotic behavior of second class particles in some of these systems.
We consider random walks on finitely or countably generated free semigroups, and identify their Poisson boundaries for classes of measures which fail to meet the classical entropy criteria. In particular, we introduce the notion of w-logarithmic moment, and we show that if a random walk on a free semigroup has either finite entropy or finite w-logarithmic moment for some word w, then the space of infinite words with the resulting hitting measure is the Poisson boundary.
We prove that random walks on Thompson's group $F$ driven by strictly non-degenerate finitely supported probability measures $μ$ have a non-trivial Poisson boundary. The proof consists in an explicit construction of two different non-trivial $μ$-boundaries. Both of them are defined in terms of the Schreier graph $Γ$ on the dyadic-rational orbit of the canonical action of $F$ on the unit interval (actually, we consider a natural embedding of $F$ into the group $PLF({\mathbb R})$ of piecewise linear homeomorphisms of the real line, and realize $Γ$ on the dyadic-rational orbit in ${\mathbb R}$). …
In operator algebra, the linearization trick is a technique that reduces the study of a non-commutative polynomial evaluated at elements of an algebra A to the study of a polynomial of degree one, evaluated on the enlarged algebra A x M r (C), for some integer r. We introduce a new instance of the linearization trick which is tailored to study a finitely supported random walk on a group G by studying instead a nearest-neighbor colored random walk on G x {1,. .. , r}, which is much simpler to analyze. As an application we extend well-known results for nearest-neighbor walks on free groups and f…
We consider the branching random walk $\{\mathcal R^N_z: z\in V_N\}$ with Gaussian increments indexed over a two-dimensional box $V_N$ of side length $N$, and we study the first passage percolation where each vertex is assigned weight $e^{γ\mathcal R^N_z}$ for $γ>0$. We show that for $γ>0$ sufficiently small but fixed, the expected FPP distance between the left and right boundaries is at most $O(N^{1 - γ^2/10})$.
We classify extremal traces on the seven direct limit algebras of noncrossing partitions arising from the classification of free partition quantum groups of Banica-Speicher (arXiv:0808.2628) and Weber (arXiv:1201.4723). For the infinite-dimensional Temperley-Lieb-algebra (corresponding to the quantum group $O^+_N$) and the Motzkin algebra ($B^+_N$), the classification of extremal traces implies a classification result for well-known types of central random lattice paths. For the $2$-Fuss-Catalan algebra ($H_N^+$) we solve the classification problem by computing the \emph{minimal or exit bounda…
We study the asymptotic probability that a random walk with heavy-tailed increments crosses a high boundary on a random time interval. We use new techniques to extend results of Asmussen [Ann. Appl. Probab. 8 (1998) 354-374] to completely general stopping times, uniformity of convergence over all stopping times and a wide class of nonlinear boundaries. We also give some examples and counterexamples.
Bessel-type convolution algebras of bounded Borel measures on the matrix cones of positive semidefinite $q\times q$-matrices over $\mathbb R, \mathbb C, \mathbb H$ were introduced recently by Rösler. These convolutions depend on some continuous parameter, generate commutative hypergroup structures and have Bessel functions of matrix argument as characters. Here, we first study the rich algebraic structure of these hypergroups. In particular, the subhypergroups and automorphisms are classified, and we show that each quotient by a subhypergroup carries a hypergroup structure of the same type. Th…
Foss and Zachary (2003) and Foss, Palmowski and Zachary (2005) studied the probability of achieving a receding boundary on a time interval of random length by a random walk with a heavy-tailed jump distribution. They have proposed and developed a new approach that allows to generalise results of Asmussen (1998) onto the case of arbitrary stopping times and a wide class of nonlinear boundaries, and to obtain uniform results over all stopping times. In this paper, we consider a class of branching random walks with fading branching and obtain results on the tail asymptotics for the maximum of a b…
We consider a family of random walks killed at the boundary of the Weyl chamber of the dual of $\rm{Sp}(4)$, which in addition satisfies the following property: for any $n\geq 3$, 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 $\rm{Sp}(4)$. 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…
In a number of recent papers, the idea of generalized boundaries has found use in fractal and in multiresolution analysis; many of the papers having a focus on specific examples. Parallel with this new insight, and motivated by quantum probability, there has also been much research which seeks to study fractal and multiresolution structures with the use of certain systems of non-commutative operators; non-commutative harmonic/stochastic analysis. This in turn entails combinatorial, graph operations, and branching laws. The most versatile, of these non-commutative algebras are the Cuntz algebra…
Let $X$ be a nonelementary CAT(0) cubical complex. We prove that if $X$ is essential and irreducible, then the contact graph of $X$ (introduced in \cite{Hagen}) is unbounded and its boundary is homeomorphic to the regular boundary of $X$ (defined in \cite{Fernos}, \cite{KarSageev}). Using this, we reformulate the Caprace-Sageev's Rank-Rigidity Theorem in terms of the action on the contact graph. Let $G$ be a group with a nonelementary action on $X$, and $(Z_n)$ a random walk corresponding to a generating probability measure on $G$ with finite second moment. Using this identification of the bou…
Random walks on general graphs play an important role in the understanding of the general theory of stochastic processes. Beyond their fundamental interest in probability theory, they arise also as simple models of physical systems. A brief survey of the physical relevance of the notion of random walk on both undirected and directed graphs is given followed by the exposition of some recent results on random walks on randomly oriented lattices. It is worth noticing that general undirected graphs are associated with (not necessarily Abelian) groups while directed graphs are associated with (not …
We study the transience of algebraic varieties in linear groups. In particular, we show that a "non elementary" random walk in SL_2(R) escapes exponentially fast from every proper algebraic subvariety. We also treat the case where the random walk is on the real points of a semi-simple split algebraic group and show such a result for a wide family of random walks. As an application, we prove that generic subgroups (in some sense) of linear groups are Zariski dense.
The lamplighter group over $\mathbb Z$ is the wreath product $\mathbb Z_q \wr \mathbb Z$. With respect to a natural generating set, its Cayley graph is the Diestel-Leader graph $DL(q,q)$. We study harmonic functions for the "simple" Laplacian on this graph, and more generally, for a class of random walks on $DL(q,r)$, where $q,r \ge 2$. The DL-graphs are horocyclic products of two trees, and we give a full description of all positive harmonic functions in terms of the boundaries of these two trees. In particular, we determine the minimal Martin boundary, that is, the set of minimal positive ha…
