English

Random walks driven by low moment measures

Probability 2012-10-30 v1

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 ρ:G[0,+]\rho:G \rightarrow [0,+\infty], we introduce a function ΦG,ρ\Phi_{G,\rho} which describes the fastest possible decay of nϕ(2n)(e)n \mapsto \phi^{(2n)}(e) when \phi is a symmetric continuous probability density such that ρϕ\int\rho\phi is finite. We estimate ΦG,ρ\Phi_{G,\rho} for a variety of groups G and functions \rho. When \rho is of the form ρ=ρδ\rho=\rho \circ \delta with ρ:[0,+)[0,+)\rho:[0,+\infty) \rightarrow [0,+\infty), a fixed increasing function, and δ:G[0,+)\delta:G \rightarrow [0,+\infty), a natural word length measuring the distance to the identity element in G, ΦG,ρ\Phi_{G,\rho} can be thought of as a group invariant.

Keywords

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)

R2 v1 2026-06-21T22:29:20.817Z