Related papers: Boundaries and harmonic functions for random walks…

The Poisson boundary of a group G with a probability measure \mu is the space of ergodic components of the time shift in the path space of the associated random walk. Via a generalization of the classical Poisson formula it gives an…

This paper is concerned with random walks on a family of dyadic-valued solvable matrix groups. A description of the Poisson boundary of these groups for probability measures of finite first moment and non-zero displacements (or drifts) is…

We describe a new construction of a family of measures on a group with the same Poisson boundary. Our approach is based on applying Markov stopping times to an extension of the original random walk.

A continuous-time random walk in the quarter plane with homogeneous transition rates is considered. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Since a direct derivation…

For any countable group with infinite conjugacy classes we construct a family of forests on the group. For each of them there is a random walk on the group with the property that its sample paths almost surely converge to the geometric…

A classical construction associates to a transient random walk on a discrete group $\Gamma$ a compact $\Gamma$-space $\partial_M \Gamma$ known as the Martin boundary. The resulting crossed product $C^*$-algebra $C(\partial_M \Gamma)…

In this paper, we will study the behavior of the space of positive harmonic functions associated with the random walk on a discrete group under the change of probability measure by a randomized stopping time. We show that this space remains…

A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…

We describe the full exit boundary of random walks on homogeneous trees, in particular, on the free groups. This model exhibits a phase transition, namely, the family of Markov measures under study loses ergodicity as a parameter of the…

Given a finitely generated group, the well-known Stability Problem asks whether the non-triviality of the Poisson-Furstenberg boundary (which is equivalent to the existence of non-constant bounded harmonic functions) depends on the choice…

By developing the entropy theory of random walks on equivalence relations and analyzing the asymptotic geometry of horospheric products we describe the Poisson boundary for random walks on random horospheric products of trees.

Let $(M,d,\mu)$ be a uniformly discrete metric measure space satisfying space homogeneous volume doubling condition. We consider discrete time Markov chains on $M$ symmetric with respect to $\mu$ and whose one-step transition density is…

Let G be a countable group which acts by isometries on a separable, but not necessarily proper, Gromov hyperbolic space X. We say the action of G is weakly hyperbolic if G contains two independent hyperbolic isometries. We show that a…

Our objective is to explore random walks on the general linear group, constrained to a specific domain, with a primary focus on establishing the conditioned local limit theorem. This paper marks the initial stride toward achieving this…

We study random walks on the lampshuffler group $\mathrm{FSym}(H)\rtimes H$, where $H$ is a finitely generated group and $\mathrm{FSym}(H)$ is the group of finitary permutations of $H$. We show that for any step distribution $\mu$ with a…

The Poisson boundary of a finite direct product of affine automorphism groups of homogeneous trees is considered. The Poisson boundary is shown to be a product of ends of trees with a hitting measure for spread-out, aperiodic measures of…

We describe random walk boundaries (in particular, the Poisson--Furstenberg, or PF-boundary) for a vast family of groups in terms of the hyperbolic boundary of a special free subgroup. We prove that almost all trajectories of the random…

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…

We obtain non-Gaussian limit laws for one-dimensional random walk in a random environment assuming that the environment is a function of a stationary Markov process. This is an extension of the work of Kesten, M. Kozlov and Spitzer for…

In the eighties, A. Connes and E. J. Woods made a connection between hyperfinite von Neumann algebras and Poisson boundaries of time dependent random walks. The present paper explains this connection and gives a detailed proof of two…