Related papers: On some random walks driven by spread-out measures

Let $G$ be a real Lie group, $\Lambda<G$ a lattice and $H<G$ a connected semisimple subgroup without compact factors and with finite center. We define the notion of $H$-expanding measures $\mu$ on $H$ and, applying recent work of…

Given $n$ independent random marked $d$-vectors $X_i$ with a common density, define the measure $\nu_n = \sum_i \xi_i $, where $\xi_i$ is a measure (not necessarily a point measure) determined by the (suitably rescaled) set of points near…

Let $X_1,\ldots,X_n$ be a standard normal sample in $\mathbb R^d$. We compute exactly the expected volume of the Gaussian polytope $\mathrm{conv}[X_1,\ldots,X_n]$, the symmetric Gaussian polytope $\mathrm{conv}[\pm X_1,\ldots,\pm X_n]$, and…

We prove existence of (at most denumerable many) absolutely continuous invariant probability measures for random one-dimensional dynamical systems with asymptotic expansion. If the rate of expansion (Lyapunov exponents) is bounded away from…

Given the variable-speed random walk on a weighted graph and a metric adapted to the structure of the random walk, we construct a Brownian motion on a closely related metric graph which behaves similarly to the VSRW and for which the…

Let $K$ be a convex body in $\mathbb{R}^d$ which slides freely in a ball. Let $K^{(n)}$ denote the intersection of $n$ closed half-spaces containing $K$ whose bounding hyperplanes are independent and identically distributed according to a…

We consider homogeneous random walks in the quarter-plane. The necessary conditions which characterize random walks of which the invariant measure is a sum of geometric terms are provided in [2,3]. Based on these results, we first develop…

In this paper we propose a method to construct probability measures on the space of convex bodies with a given pushforward distribution. Concretely we show that there is a measure on the metric space of centrally symmetric convex bodies,…

Let $\{X, X_{n}; n \geq 1\}$ be a sequence of i.i.d. non-degenerate real-valued random variables with $\mathbb{E}X^{2} < \infty$. Let $S_{n} = \sum_{i=1}^{n} X_{i}$, $n \geq 1$. Let $g(\cdot): ~[0, \infty) \rightarrow [0, \infty)$ be a…

We develop a new method for studying the asymptotics of symmetric polynomials of representation-theoretic origin as the number of variables tends to infinity. Several applications of our method are presented: We prove a number of theorems…

We study the expected volume of random polytopes generated by taking the convex hull of independent identically distributed points from a given distribution. We show that for log-concave distributions supported on convex bodies, we need at…

Let G be a free product of a finite family of finite groups, with the set of generators being formed by the union of the finite groups. We consider a transient nearest-neighbour random walk on G. We give a new proof of the fact that the…

A probability measure $P_n$ on the symmetric group ${\mathfrak S}_n$ is said to be record-dependent if $P_n(\sigma)$ depends only on the set of records of a permutation $\sigma\in{\mathfrak S}_n$. A sequence $P=(P_n)_{n\in{\mathbb N}}$ of…

We build a new probability measure on closed space and plane polygons. The key construction is a map, given by Knutson and Hausmann using the Hopf map on quaternions, from the complex Stiefel manifold of 2-frames in n-space to the space of…

We prove Gaussian concentration inequalities for maximal displacement of compactly supported random walks on a compactly generated locally compact group with polynomial growth. Concentration inequalities with different exponents hold for…

Let $\Gamma$ be a nonelementary hyperbolic group with a word metric $d$ and $\partial\Gamma$ its hyperbolic boundary equipped with a visual metric $d_a$ for some parameter $a>1$. Fix a superexponential symmetric probability $\mu$ on…

We study word metrics on Z^d by developing tools that are fine enough to measure dependence on the generating set. We obtain counting and distribution results for the words of length n. With this, we show that counting measure on spheres…

We consider harmonic functions of polynomial growth of some order $d$ on Cayley graphs of groups of polynomial volume growth of order $D$ w.r.t. the word metric and prove the optimal estimate for the dimension of the space of such harmonic…

We prove a quantitative refinement of the statement that groups of polynomial growth are finitely presented. Let $G$ be a group with finite generating set $S$ and let $\operatorname{Gr}(r)$ be the volume of the ball of radius $r$ in the…

Let $k \ge 1$ be an integer and $f$ a holomorphic endomorphism of $\mathbb P^k (\mathbb C)$ of algebraic degree $d\geq 2$. We introduce a volume dimension for ergodic $f$-invariant probability measures with strictly positive Lyapunov…