We study asymptotic properties of the Green metric associated with transient random walks on countable groups. We prove that the rate of escape of the random walk computed in the Green metric equals its asymptotic entropy. The proof relies on integral representations of both quantities with the extended Martin kernel. In the case of finitely generated groups, where this result is known (Benjamini and Peres [Probab. Theory Related Fields 98 (1994) 91--112]), we give an alternative proof relying on a version of the so-called fundamental inequality (relating the rate of escape, the entropy and the logarithmic volume growth) extended to random walks with unbounded support.
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…
We show for very general classes of measures on locally compact second countable groups that every Borel measurable quasimorphism is at bounded distance from a quasi-biharmonic one. This allows us to deduce non-degenerate central limit theorems and laws of the iterated logarithm for such quasimorphisms along regular random walks on topological groups using classical martingale limit theorems of Billingsley and Stout. For quasi-biharmonic quasimorphism on countable groups we also obtain integral representations using martingale convergence.
It is proved that the Green's function of the simple random walk on a surface group of large genus decays exponentially at the spectral radius. It is also shown that Ancona's inequalities extend to the spectral radius R, and therefore that the Martin boundary for R-potentials coincides with the natural geometric boundary S^1. This implies that the Green's function obeys a power law with exponent 1/2 at the spectral radius.
We determine the precise asymptotic behaviour (in space) of the Green kernel of simple random walk with drift on the Diestel-Leader graph $DL(q,r)$, where $q,r \ge 2$. The latter is the horocyclic product of two homogeneous trees with respective degrees $q+1$ and $r+1$. When $q=r$, it is the Cayley graph of the wreath product (lamplighter group) ${\mathbb Z}_q \wr {\mathbb Z}$ with respect to a natural set of generators. We describe the full Martin compactification of these random walks on $DL$-graphs and, in particular, lamplighter groups. This completes and provides a better approach to prev…
This paper studies the asymptotic behavior of the Green function of a multidimensional random walk killed when leaving a convex cone with smooth boundary. Our results imply uniqueness, up to a multiplicative factor, of the positive harmonic function for the killed random walk.
In this note we derive an exact formula for the Green's function of the random walk on different subspaces of the discrete lattice (orthants, including the half space, and the strip) without killing on the boundary in terms of the Green's function of the simple random walk on $\mathbb{Z}^d$, $d\ge 3$.
We study the Doob's $h$-transform of the two-dimensional simple random walk with respect to its potential kernel, which can be thought of as the two-dimensional simple random walk conditioned on never hitting the origin. We derive an explicit formula for the Green's function of this random walk, and also prove a quantitative result on the speed of convergence of the (conditional) entrance measure to the harmonic measure (for the conditioned walk) on a finite set.
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…
We consider random walks among random conductances on $\mathbb{Z}^2$ and establish precise asymptotics for the associated potential kernel and the Green's function of the walk killed upon exiting balls. The result is proven for random walks on i.i.d. supercritical percolation clusters among ergodic degenerate conductances satisfying a moment condition. We also provide a similar result for the time-dynamic random conductance model. As an application we present a scaling limit for the variances in the Ginzburg-Landau $\nabla ϕ$-interface model.
We consider loop-erased random walk (LERW) running between two boundary points of a square grid approximation of a planar simply connected domain. The LERW Green's function is the probability that the LERW passes through a given edge in the domain. We prove that this probability, multiplied by the inverse mesh size to the power 3/4, converges in the lattice size scaling limit to (a constant times) an explicit conformally covariant quantity which coincides with the SLE(2) Green's function. The proof does not use SLE techniques and is based on a combinatorial identity which reduces the problem t…
In the context of countable groups of polynomial volume growth, we consider a large class of random walks that are allowed to take long jumps along multiple subgroups according to power law distributions. For such a random walk, we study the large time behavior of its probability of return at time $n$ in terms of the key parameters describing the driving measure and the structure of the underlying group. We obtain assorted estimates including near-diagonal two-sided estimates and the Hölder continuity of the solutions of the associated discrete parabolic difference equation. In each case, thes…
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…
We consider the random walks killed at the boundary of the quarter plane, with homogeneous non-zero jump probabilities to the eight nearest neighbors and drift zero in the interior, and which admit a positive harmonic polynomial of degree three. For these processes, we find the asymptotic of the Green functions along all infinite paths of states, and from this we deduce that the Martin compactification is the one-point compactification.
Let $Γ$ be a countable discrete group, $H$ a lcsc totally disconnected group and $ρ: Γ\rightarrow H$ a homomorphism with dense image. We develop a general and explicit technique which provides, for every compact open subgroup $L < H$ and bi-$L$-invariant probability measure $θ$ on $H$, a Furstenberg discretization $τ$ of $θ$ such that the Poisson boundary of $(H,θ)$ is a $τ$-boundary. Among other things, this technique allows us to construct examples of finitely supported random walks on certain lamplighter groups and solvable Baumslag-Solitar groups, whose Poisson boundaries are prime, but no…
We consider an asymptotically stable multidimensional random walk $S(n)=(S_1(n),\ldots, S_d(n) )$. Let $τ_x:=\min\{n>0: x_{1}+S_1(n)\le 0\}$ be the first time the random walk $S(n)$ leaves the upper half-space. We obtain the asymptotics of $p_n(x,y):= P(x+S(n) \in y+Δ, τ_x>n)$ as $n$ tends to infinity, where $Δ$ is a fixed cube. From that we obtain the local asymptotics for the Green function $G(x,y):=\sum_n p_n(x,y)$, as $|y|$ and/or $|x|$ tend to infinity.
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…
On a locally compact group $E$ with countable base, we consider a random walk $X$ that has a unique (up to a positive factor) $r$-invariant measure for some $r>0$. Under some weak conditions on the measure, there is a unique continuous exponential on $E$ naturally associated with $X$. It follows that there exists an $R$-recurrent random walk in the sense of Tweedie on $E$ if and only if $E$ is a recurrent group and there exists a Harris random walk on~$E$.
The entropy, the spectral radius and the drift are important numerical quantities associated to random walks on countable groups. We prove sharp inequalities relating those quantities for walks with a finite second moment, improving upon previous results of Avez, Varopoulos, Carne, Ledrappier. We also deduce inequalities between these quantities and the volume growth of the group. Finally, we show that the equality case in our inequality is rather rigid.
Let $Γ$ be a non-elementary relatively hyperbolic group with a finite generating set. Consider a finitely supported admissible and symmetric probability measure $μ$ on $Γ$ and a probability measure $ν$ on $\mathbb{N}$ with mean $r$. Let $\mathrm{BRW}(Γ,ν,μ)$ be the branching random walk on $Γ$ with offspring distribution $ν$ and base motion given by the random walk with step distribution $μ$. It is known that for $1 < r \leq R$ with $R$ the radius of convergence for the Green function of the random walk, the population of $\mathrm{BRW}(Γ,ν,μ)$ survives forever, but eventually vacates every fin…
This is the second of two papers on the end-to-end distance of a weakly self-repelling walk on a four dimensional hierarchical lattice. It completes the proof that the expected value grows as a constant times \sqrt{T} log^{1/8}T (1+O((log log T)/log T)), which is the same law as has been conjectured for self-avoiding walks on the simple cubic lattice Z^4. - Apart from completing the program in the first paper, the main result is that the Green's function is almost equal to the Green's function for the Markov process with no self-repulsion, but at a different value of the killing rate βwhich ca…
Let $Γ$ act on a countable set V with only finitely many orbits. Given a $Γ$-invariant random environment for a Markov chain on V and a random scenery, we exhibit, under certain conditions, an equivalent stationary measure for the environment and scenery from the viewpoint of the random walker. Such theorems have been very useful in investigations of percolation on quasi-transitive graphs.
In this paper, we consider a large class of subordinate random walks $X$ on integer lattice $\mathbb{Z}^d$ via subordinators with Laplace exponents which are complete Bernstein functions satisfying a certain lower scaling condition at zero. We establish estimates for one-step transition probabilities, the Green function and the Green function of a ball, and prove the Harnack inequality for non-negative harmonic functions.
We consider a random walk on a second countable locally compact topological space endowed with an invariant Radon measure. We show that if the walk is symmetric and if every subset which is invariant by the walk has zero or infinite measure, then one has escape of mass for almost every starting point. We then apply this result in the context of homogeneous random walks on infinite volume spaces, and deduce a converse to Eskin-Margulis recurrence theorem.
We study some spectral properties of random walks on infinite countable amenable groups with an emphasis on locally finite groups, e.g. the infinite symmetric group. On locally finite groups, the random walks under consideration are driven by infinite divisible distributions. This allows us to embed our random walks into continuous time Lévy processes whose heat kernels have shapes similar to the ones of alpha-stable processes. We obtain examples of fast/slow decays of return probabilities, a recurrence criterion, exact values and estimates of isospectral profiles and spectral distributions, f…
Let $Γ$ be a countable group acting on a geodesic hyperbolic metric space $X$ and $μ$ a probability measure on $Γ$ which generates a non elementary semi-group. Under the necessary assumption that $μ$ has a finite exponential moment, we establish large deviations results for the distance of a random walk with driving measure $μ$.
In [BEI] we introduced a Levy process on a hierarchical lattice which is four dimensional, in the sense that the Green's function for the process equals 1/x^2. If the process is modified so as to be weakly self-repelling, it was shown that at the critical killing rate (mass-squared) β^c, the Green's function behaves like the free one. - Now we analyze the end-to-end distance of the model and show that its expected value grows as a constant times \sqrt{T} log^{1/8}T (1+O((log log T)/log T)), which is the same law as has been conjectured for self-avoiding walks on the simple cubic lattice Z^4. T…
Suppose we are given the free product V of a finite family of finite or countable sets. We consider a transient random walk on the free product arising naturally from a convex combination of random walks on the free factors. We prove the existence of the asymptotic entropy and present three different, equivalent formulas, which are derived by three different techniques. In particular, we will show that the entropy is the rate of escape with respect to the Greenian metric. Moreover, we link asymptotic entropy with the rate of escape and volume growth resulting in two inequalities.
The Martin boundary associated with the simple random walk on an example of partially oriented lattice is shown to be trivial by computing fine estimates of the Green kernel.
Let $Γ$ be a countable group acting on a geodesic Gromov-hyperbolic metric space $X$ and $μ$ a probability measure on $Γ$ whose support generates a non-elementary subsemigroup. Under the assumption that $μ$ has a finite exponential moment, we establish large deviations results for the distance and the translation length of a random walk with driving measure $μ$. From our results, we deduce a special case of a conjecture regarding large deviations of spectral radii of random matrix products.
We obtain upper bounds for the rates of convergence for the simple random walk Green's function in the domains $D_α= D_α(n)=\{re^{iθ}\in \mathbb{C}:0 <θ<2π-α, 0<r<2n\}-z_0,$ where $z_0\in\mathbb{Z}^2$ is a point closest to $ne^{i(π-α/2)}$. The rate depends on the angle of the wedge and is what was suggested by the sharpest available results in the extreme cases $α=0$ and $α=π$. Our proof uses the KMT coupling between random walk and Brownian motion.
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, it is proved that this implies a local limit theorem for the transition probabilities.
The rotor walk is a derandomized version of the random walk on a graph. On successive visits to any given vertex, the walker is routed to each of the neighboring vertices in some fixed cyclic order, rather than to a random sequence of neighbors. The concept generalizes naturally to Markov chains on a countable state space. Subject to general conditions, we prove that many natural quantities associated with the rotor walk (including normalized hitting frequencies, hitting times and occupation frequencies) concentrate around their expected values for the random walk. Furthermore, the concentrati…
We investigate harmonic functions and the convergence of the sequence of ratios $(P_x(τ_\vartheta {>} n)/P_e(τ_\vartheta {>} n))$ for a random walk on a countable group killed up on the time $τ_\vartheta$ of the first exit from some semi-group with an identity element $e$. Several results of classical renewal theory for one dimensional random walk killed at the first exit from the positive half-line are extended to a multi-dimensional setting. For this purpose, an analogue of the ladder height process and the corresponding renewal function $V$ are introduced. The results are applied to multidi…
The goal of this note is to prove a law of large numbers for the empirical speed of a green particle that performs a random walk on top of a field of red particles which themselves perform independent simple random walks on $\Z^d$, $d \geq 1$. The red particles jump at rate 1 and are in a Poisson equilibrium with density $μ$. The green particle also jumps at rate 1, but uses different transition kernels $p'$ and $p''$ depending on whether it sees a red particle or not. It is shown that, in the limit as $μ\to\infty$, the speed of the green particle tends to the average jump under $p'$. This res…
We prove that if $(X_n)_{n\geq 0}$ is a random walk on a transient graph such that the Green's function decays at least polynomially along the random walk, then $(X_n)_{n\geq 0}$ has infinitely many cut times almost surely. This condition applies in particular to any graph of spectral dimension strictly larger than $2$. In fact, our proof applies to general (possibly nonreversible) Markov chains satisfying a similar decay condition for the Green's function that is sharp for birth-death chains. We deduce that a conjecture of Diaconis and Freedman (Ann. Probab. 1980) holds for the same class of …
Suppose we are given the free product $V$ of a finite family of finite or countable sets $(V_i)_{i\in\mathcal{I}}$ and probability measures on each $V_i$, which govern random walks on it. We consider a transient random walk on the free product arising naturally from the random walks on the $V_i$. We prove the existence of the rate of escape with respect to the block length, that is, the speed, at which the random walk escapes to infinity, and furthermore we compute formulas for it. For this purpose, we present three different techniques providing three different, equivalent formulas.
We consider a general discrete-time branching random walk on a countable set X. We relate local, strong local and global survival with suitable inequalities involving the first-moment matrix M of the process. In particular we prove that, while the local behavior is characterized by M, the global behavior cannot be completely described in terms of properties involving M alone. Moreover we show that locally surviving branching random walks can be approximated by sequences of spatially confined and stochastically dominated branching random walks which eventually survive locally if the (possibly f…
The discrete Green's function (without boundary) $\mathbb{G}$ is a pseudo-inverse of the combinatorial Laplace operator of a graph $G=(V,E)$. We reveal the intimate connection between Green's function and the theory of exact stopping rules for random walks on graphs. We give an elementary formula for Green's function in terms of state-to-state hitting times of the underlying graph. Namely, $\mathbb{G}(i,j) = π_j \left( \sum_{k \in V} π_k H(k,j) - H(i,j) \right)$ where $π_i$ is the stationary distribution at vertex $i$ and $H(i,j)$ is the expected hitting time for a random walk starting from ve…
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.
We introduce a family of two-dimensional reflected random walks in the positive quadrant and study their Martin boundary. While the minimal boundary is systematically equal to a union of two points, the full Martin boundary exhibits an instability phenomenon, in the following sense: if some parameter associated to the model is rational (resp.\ non-rational), then the Martin boundary is countable, homeomorphic to $\mathbb Z\cup\{\pm\infty\}$ (resp.\ uncountable, homeomorphic to $\mathbb R\cup\{\pm\infty\}$). Such instability phenomena are very rare in the literature. Along the way of proving th…
We consider the discrete time quantum random walks on a Sierpinski gasket. We study the hitting probability as the level of fractal goes to infinity in terms of their localization exponents $β_w$ , total variation exponents $δ_w$ and relative entropy exponents $η_w$ . We define and solve the amplitude Green functions recursively when the level of the fractal graph goes to infinity. We obtain exact recursive formulas for the amplitude Green functions, based on which the hitting probabilities and expectation of the first-passage time are calculated. Using the recursive formula with the aid of Mo…
In this note, we study the Martin boundary of the simple random walk on an example of directed graph. More precisely, the Martin boundary is shown to be trivial, i.e. there is no non-constant positive harmonic functions. The proof involves fine estimates of the Green function which are summarized in this note.
This is the first of a series of two papers dealing with local limit theorems in relatively hyperbolic groups. In this first paper, we prove rough estimates for the Green function. Along the way, we introduce the notion of relative automaticity which will be useful in both papers and we show that relatively hyperbolic groups are relatively automatic. We also define the notion of spectral positive-recurrence for random walks on relatively hy-perbolic groups. We then use our estimates for the Green function to prove that $p_n \asymp R^n n^{-3/2}$ for spectrally positive-recurrent random walks, w…
By introducing a new measure for the infinite Galton-Watson process and providing estimates for (discrete) Green's functions on trees, we establish the asymptotic behavior of the capacity of critical branching random walks: in high dimensions $d\ge 7$, the capacity grows linearly; and in the critical dimension $d=6$, it grows asymptotically proportional to $\frac{n}{\log n}$.
In this note we prove convergence of Green functions with Neumann boundary conditions for the random walk to their continuous counterparts. Also a few Beurling type hitting estimates are obtained for the random walk on discretizations of smooth domains. These have been used recently in the study of a two dimensional competing aggregation system known as $Competitive\, Erosion$. Some of the statements appearing in this note are classical for ${\mathbb{Z}}^2$. However additional arguments are needed for the proofs in the bounded geometry setting.
We study the transition probability, say $p_A^n(x,y)$, of a one-dimensional random walk on the integer lattice killed when entering into a non-empty finite set $A$. The random walk is assumed to be irreducible and have zero mean and a finite variance $σ^2$. We derive the asymptotic form of $p_A^n(x, y)$ for large $n$ valid uniformly in the regime characterized by the conditions $|x|\vee |y| =O(\sqrt n)$ and $|x|\wedge |y|= o(\sqrt n)$, in which $p^A_t({\bf x},{\bf y})$ behaves for large $n$ like $[g_A^{+}(x)\hat g_{A}^{\,+}(y) + g_A^-(x)\hat g_{A}^{\,-}(y)] (σ^{2}/2n) p^n(y-x)$. Here $p^n(y-x)…
We study the range of a planar random walk on a randomly oriented lattice, already known to be transient. We prove that the expectation of the range grows linearly, in both the quenched (for a.e. orientation) and annealed ("averaged") cases. We also express the rate of growth in terms of the quenched Green function and eventually prove a weak law of large numbers in the (non-Markovian) annealed case.
