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We develop entropy and variance results for the product of independent identically distributed random variables on Lie groups. Our results apply to the study of stationary measures in various contexts.

Probability · Mathematics 2026-02-03 Samuel Kittle , Constantin Kogler

We consider general transformations of random walks on groups determined by Markov stopping times and prove that the asymptotic entropy (resp., rate of escape) of the transformed random walks is equal to the asymptotic entropy (resp., rate…

Dynamical Systems · Mathematics 2019-08-12 Behrang Forghani

We show that the asymptotic entropy of a random walk on a nonelementary hyperbolic group, with symmetric and bounded increments, is differentiable and we identify its derivative as a correlation. We also prove similar results for the rate…

Probability · Mathematics 2015-01-12 P. Mathieu

We study tree-indexed random walks as introduced by Benjamini, H\"aggstr\"om, and Mossel, i.e. labelings of a tree for which adjacent vertices have labels differing by 1. It is a conjecture of those authors that the distribution of the…

Combinatorics · Mathematics 2019-01-29 Aaron Berger , Caleb Ji , Erik Metz

Let $G$ be a countable group and $\mu$ a probability measure on $G$. We build a new framework to compute asymptotic quantities associated with the $\mu$-random walk on $G$, using methods from harmonic analysis on groups and Banach space…

Dynamical Systems · Mathematics 2026-03-24 Benjamin Anderson-Sackaney , Tim de Laat , Ebrahim Samei , Matthew Wiersma

Given a random walk on a free group, we study the random walks it induces on the group's quotients. We show that the spectrum of asymptotic entropies of the induced random walks has no isolated points, except perhaps its maximum.

Group Theory · Mathematics 2023-10-05 Omer Tamuz , Tianyi Zheng

In this article we prove existence of the asymptotic entropy for isotropic random walks on regular Fuchsian buildings. Moreover, we give formulae for the asymptotic entropy, and prove that it is equal to the rate of escape of the random…

Probability · Mathematics 2016-03-10 Lorenz A. Gilch , Sebastian Müller , James Parkinson

This article investigates the behavior of the continuous-time simple random walk on $\mathbb{Z}^d$, $d \geq 3$. We derive an asymptotic lower bound on the principal exponential rate of decay for the probability that the average value over a…

Probability · Mathematics 2025-07-24 Alberto Chiarini , Maximilian Nitzschner

We show that the edges crossed by a random walk in a network form a recurrent graph a.s. In fact, the same is true when those edges are weighted by the number of crossings.

Probability · Mathematics 2009-09-29 Itai Benjamini , Ori Gurel-Gurevich , Russell Lyons

In [3] the radius of convergence of the generating function of the collision local time of two independent copies of an irreducible, symmetric and transient random walk on Zd, d \geq 1, was studied. Two versions were considered: z1, the…

Probability · Mathematics 2012-06-11 Frank den Hollander , Alex A. Opoku

A simple random walk on a graph is a sequence of movements from one vertex to another where at each step an edge is chosen uniformly at random from the set of edges incident on the current vertex, and then transitioned to next vertex.…

Probability · Mathematics 2012-02-28 Mohammed Abdullah

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…

Probability · Mathematics 2014-02-11 Sébastien Gouëzel , Frédéric Mathéus , François Maucourant

We introduce random walks in a sparse random environment on $\mathbb Z$ and investigate basic asymptotic properties of this model, such as recurrence-transience, asymptotic speed, and limit theorems in both the transient and recurrent…

Probability · Mathematics 2016-12-01 Anastasios Matzavinos , Alexander Roitershtein , Youngsoo Seol

In \cite{SzT}, D. Sz\'asz and A. Telcs have shown that for the diffusively scaled, simple symmetric random walk, weak convergence to the Brownian motion holds even in the case of local impurities if $d \ge 2$. The extension of their result…

Probability · Mathematics 2015-05-20 Daniel Paulin , Domokos Szász

In this paper we introduce the notion of Random Walk in Changing Environment - a random walk in which each step is performed in a different graph on the same set of vertices, or more generally, a weighted random walk on the same vertex and…

Probability · Mathematics 2017-07-05 Gideon Amir , Itai Benjamini , Ori Gurel-Gurevich , Gady Kozma

The random walk in Dirichlet environment is a random walk in random environment where the transition probabilities are independent Dirichlet random variables. This random walk exhibits a property of statistical invariance by time-reversal…

Probability · Mathematics 2019-11-07 Rémy Poudevigne

Random walk on changing graphs is considered. For sequences of finite graphs increasing monotonically towards a limiting infinite graph, we establish transition probability upper bounds. It yields sufficient transience criteria for simple…

Probability · Mathematics 2018-10-09 Ruojun Huang

This note contains old instead of new results about random walks on groups, which may serve as a small supplement to the author's monograph ``Random Walks on Infinite Graphs and Groups'' (Cambridge Univ. Press 2000/2009). First, we exhibit…

Probability · Mathematics 2026-02-03 Wolfgang Woess

On a transient weighted graph, there are two models of random walk which continue after reaching infinity: random interlacements, and random walk reflected off of infinity, recently introduced in arXiv:2506.18827 [math.PR]. We prove these…

Probability · Mathematics 2025-12-10 Yao Yu

We give criteria for ergodicity, transience and null recurrence for the random walk in random environment on {0,1,2,...}, with reflection at the origin, where the random environment is subject to a vanishing perturbation. Our results…

Probability · Mathematics 2011-10-18 M. V. Menshikov , Andrew R. Wade