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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…

Probability · Mathematics 2007-05-23 Jean Mairesse , Frédéric Mathéus

The harmonic measure $\nu$ on the boundary of the group $Sol$ associated to a discrete random walk of law $\mu$ was described by Kaimanovich. We investigate when it is absolutely continuous or singular with respect to Lebesgue measure. By…

Probability · Mathematics 2015-12-10 Jérémie Brieussel , Ryokichi Tanaka

Any Zariski dense countable subgroup of $SL(d,R)$ is shown to carry a non-degenerate finitely supported symmetric random walk such that its harmonic measure on the flag space is singular. The main ingredients of the proof are: (1) a new…

Probability · Mathematics 2008-07-08 Vadim A. Kaimanovich , Vincent Le Prince

The usual random walk on a group (homogeneous both in time and in space) is determined by a probability measure on the group. In a random walk with random transition probabilities this single measure is replaced with a stationary sequence…

Probability · Mathematics 2007-05-23 Vadim A. Kaimanovich , Yuri Kifer , Ben-Zion Rubshtein

We consider shock measures in a class of conserving stochastic particle systems on Z. These shock measures have a product structure with a step-like density profile and include a second class particle at the shock position. We show for the…

Probability · Mathematics 2010-03-26 Marton Balazs , Gyorgy Farkas , Peter Kovacs , Attila Rakos

In this paper, we consider random walks on the isometry groups of general metric spaces. Under some mild conditions, we show that if two non-elementary random walks on a discrete subgroup of the isometry group have non-singular stationary…

Geometric Topology · Mathematics 2026-01-08 Dongryul M. Kim , Andrew Zimmer

We prove results for random walks in dynamic random environments which do not require the strong uniform mixing assumptions present in the literature. We focus on the "environment seen from the walker"-process and in particular its…

Probability · Mathematics 2016-10-06 Stein Andreas Bethuelsen , Florian Völlering

We continue our study of the problem of mixing for a class of PDEs with very degenerate noise. As we established earlier, the uniqueness of stationary measure and its exponential stability in the dual-Lipschitz metric holds under the…

Analysis of PDEs · Mathematics 2019-02-04 Sergei Kuksin , Vahagn Nersesyan , Armen Shirikyan

This paper is a sequel to Chaika and Krishnan [arXiv:1612.00434]. We again consider translation invariant measures on families of nearest-neighbor semi-infinite walks on the integer lattice Z^d. We assume that once walks meet, they…

Probability · Mathematics 2021-03-19 Jon Chaika , Arjun Krishnan

This study in centered on models accounting for stochastic deformations of sample paths of random walks, embedded either in $\mathbb{Z}^2$ or in $\mathbb{Z}^3$. These models are immersed in multi-type particle systems with exclusion.…

Statistical Mechanics · Physics 2007-05-23 Guy Fayolle , Cyril Furtlehner

For a Markov chain $Y$ with values in a Polish space, consider the entrance Markov chain obtained by sampling $Y$ at the moments when it enters a fixed set $A$ from its complement $A^c$. Similarly, consider the exit Markov chain, obtained…

Probability · Mathematics 2020-05-25 Aleksandar Mijatović , Vladislav Vysotsky

We prove that for a random walk on the real line whose increments have zero mean and are either integer-valued or spread out (i.e. the distributions of the steps of the walk are eventually non-singular), the Markov chain of overshoots above…

Probability · Mathematics 2019-05-14 Aleksandar Mijatović , Vladislav Vysotsky

A switching random walk, commonly known under the misnomer `oscillating random walk', is a real-valued Markov chain whose distribution of increments is determined by the sign of the current position. We explicitly identify an invariant…

Probability · Mathematics 2025-06-10 Vladislav Vysotsky

Let $\Gamma$ act on a countable set V with only finitely many orbits. Given a $\Gamma$-invariant random environment for a Markov chain on V and a random scenery, we exhibit, under certain conditions, an equivalent stationary measure for the…

Probability · Mathematics 2008-11-26 Russell Lyons , Oded Schramm

We consider random walks on the support of a random purely atomic measure on $\mathbb{R}^d$ with random jump probability rates. The jump range can be unbounded. The purely atomic measure is reversible for the random walk and stationary for…

Probability · Mathematics 2022-04-26 Alessandra Faggionato

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

A one-dimensional confined Nonlinear Random Walk is a tuple of $N$ diffeomorphisms of the unit interval driven by a probabilistic Markov chain. For generic such walks, we obtain a geometric characterization of their ergodic stationary…

Dynamical Systems · Mathematics 2016-07-19 Victor Kleptsyn , Denis Volk

For a Markov chain $Y$ with values in a Polish space, consider the entrance chain, obtained by sampling $Y$ at the moments when it enters a fixed set $A$ from its complement $A^c$. Similarly, consider the exit chain, obtained by sampling…

Probability · Mathematics 2025-05-15 Aleksandar Mijatovic , Vladislav Vysotsky

We present a Markov chain (Dikin walk) for sampling from a convex body equipped with a self-concordant barrier, whose mixing time from a "central point" is strongly polynomial in the description of the convex set. The mixing time of this…

Data Structures and Algorithms · Computer Science 2015-11-17 Hariharan Narayanan

We consider random walks on the group of orientation-preserving homeomorphisms of the real line ${\mathbb R}$. In particular, the fundamental question of uniqueness of an invariant measure of the generated process is raised. This problem…

Probability · Mathematics 2020-08-05 Sara Brofferio , Dariusz Buraczewski , Tomasz Szarek
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