Random walks driven by low moment measures
Abstract
We study the decay of convolution powers of probability measures without second moment but satisfying some weaker finite moment condition. For any locally compact unimodular group G and any positive function , we introduce a function which describes the fastest possible decay of when \phi is a symmetric continuous probability density such that is finite. We estimate for a variety of groups G and functions \rho. When \rho is of the form with , a fixed increasing function, and , a natural word length measuring the distance to the identity element in G, can be thought of as a group invariant.
Cite
@article{arxiv.1210.7658,
title = {Random walks driven by low moment measures},
author = {Alexander Bendikov and Laurent Saloff-Coste},
journal= {arXiv preprint arXiv:1210.7658},
year = {2012}
}
Comments
Published in at http://dx.doi.org/10.1214/11-AOP687 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)