The Poisson boundary of lamplighter random walks on trees

Let be the homogeneous tree with degree q + 1 ≥ 3 and a finitely generated group whose Cayley graph is . The associated lamplighter group is the wreath product , where is a finite group. For a large class of random walks on this group, we prove almost sure convergence to a natural geometric boundary. If the probability law governing the random walk has finite first moment, then the probability space formed by this geometric boundary together with the limit distribution of the random walk is proved to be maximal, that is, the Poisson boundary. We also prove that the Dirichlet problem at infinity is solvable for continuous functions on the active part of the boundary, if the lamplighter “operates at bounded range”. Supported by ESF program RDSES and by Austrian Science Fund (FWF) P15577.     

A note on the Poisson boundary of lamplighter random walks

The main goal of this paper is to determine the Poisson boundary of lamplighter random walks over a general class of discrete groups Γ endowed with a “rich” boundary. The starting point is the Strip Criterion of identification of the Poisson boundary for random walks on discrete groups due to Kaimanovich (Ann. Math. 152:659–692, 2000). A geometrical method for constructing the strip as a subset of the lamplighter group ${\mathbb {Z}_{2}\wr \Gamma}$ starting with a “smaller” strip in the group Γ is developed. Then, this method is applied to several classes of base groups Γ: groups with infinitely many ends, hyperbolic groups in the sense of Gromov, and Euclidean lattices. We show that under suitable hypothesis the Poisson boundary for a class of random walks on lamplighter groups is the space of infinite limit configurations.     

A note on the Poisson boundary of lamplighter random walks

The main goal of this paper is to determine the Poisson boundary of lamplighter random walks over a general class of discrete groups Γ endowed with a “rich” boundary. The starting point is the Strip Criterion of identification of the Poisson boundary for random walks on discrete groups due to Kaimanovich (Ann. Math. 152:659–692, 2000). A geometrical method for constructing the strip as a subset of the lamplighter group \mathbb Z₂\wr G{\mathbb {Z}_{2}\wr \Gamma} starting with a “smaller” strip in the group Γ is developed. Then, this method is applied to several classes of base groups Γ: groups with infinitely many ends, hyperbolic groups in the sense of Gromov, and Euclidean lattices. We show that under suitable hypothesis the Poisson boundary for a class of random walks on lamplighter groups is the space of infinite limit configurations.     

Green kernel estimates and the full Martin boundary for random walks on lamplighter groups and Diestel–Leader graphs

We determine the precise asymptotic behaviour (in space) of the Green kernel of simple random walk with drift on the Diestel–Leader graph , where q,r2. The latter is the horocyclic product of two homogeneous trees with respective degrees q+1 and r+1. When q=r, it is the Cayley graph of the wreath product (lamplighter group) with respect to a natural set of generators. We describe the full Martin compactification of these random walks on -graphs and, in particular, lamplighter groups. This completes previous results of Woess, who has determined all minimal positive harmonic functions.     

Radon transforms and finite type conditions

We prove regularity of Radon type integral operators in -Sobolev spaces.

     

Delayed random walks

A delayed random walk $\text{{S}{}^1{}_{\mathrm{n}}\text{, n ≥ 0}}$ is defined here as a partial sum process of independent random variables in which the first N summands (N optional) are distributed F¹,…,F_N, respectively, while all remaining summands are distributed F₀, where {F_k, _k ≥ 0} is a sequence of proper distribution functions on the real line. Delayed random walks arise naturally in the study of certain generalized single server queues. This paper examines optional times of the process such as $\text{π = inf {n: n ≥ 1 and S}{}^1{}_{\mathrm{n}}\text{≥ 0}}$. Conditions insuring the finiteness of E {π} and E {π²} are obtained, generating functions calculated, and illustrative examples given. The bivariate functions $\text{E{r}{}^{\mathrm{\pi }}\text{explsqbitS}{}^1{}_{\mathrm{\pi }}\text{rsqb}}$ and $\text{E {}\text{∑}\text{n=0}\text{π?1}\text{explsqbitS}{}^1{}_{\mathrm{n}}\text{rsqb}}$ are studied for the case where N ≡ 1.     

Maxima of branching random walks vs. independent random walks

In recent years several authors have obtained limit theorems for the location of the right most particle in a supercritical branching random walk. In this paper we will consider analogous problems for an exponentially growing number of independent random walks. A comparison of our results with the known results of branching random walk then identifies the limit behaviors which are due to the number of particles and those which are determined by the branching structure.     

Biased random walks

How much can an imperfect source of randomness affect an algorithm? We examine several simple questions of this type concerning the long-term behavior of a random walk on a finite graph. In our setup, at each step of the random walk a “controller” can, with a certain small probability, fix the next step, thus introducing a bias. We analyze the extent to which the bias can affect the limit behavior of the walk. The controller is assumed to associate a real, nonnegative, “benefit” with each state, and to strive to maximize the long-term expected benefit. We derive tight bounds on the maximum of this objective function over all controller's strategies, and present polynomial time algorithms for computing the optimal controller strategy.     

Radon transforms on affine Grassmannians

We develop an analytic approach to the Radon transform , where is a function on the affine Grassmann manifold of -dimensional planes in , and is a -dimensional plane in the similar manifold k$">. For , we prove that this transform is finite almost everywhere on if and only if , and obtain explicit inversion formulas. We establish correspondence between Radon transforms on affine Grassmann manifolds and similar transforms on standard Grassmann manifolds of linear subspaces of . It is proved that the dual Radon transform can be explicitly inverted for , and interpreted as a direct, ``quasi-orthogonal" Radon transform for another pair of affine Grassmannians. As a consequence we obtain that the Radon transform and the dual Radon transform are injective simultaneously if and only if . The investigation is carried out for locally integrable and continuous functions satisfying natural weak conditions at infinity.

     

Persistent random walks in random environment

Summary Weak convergence of a class of functionals of PRWRE is proved. As a consequence CLT is obtained for the normed trajectory.Work supported by the Central Research Fund of the Hungarian Academy of Sciences (Grant No. 476/82).     

Helgason-Marchaud inversion formulas for Radon transforms

Let be either the hyperbolic space or the unit sphere , and let be the set of all -dimensional totally geodesic submanifolds of . For and , the totally geodesic Radon transform is studied. By averaging over all at a distance from , and applying Riemann-Liouville fractional differentiation in , S. Helgason has recovered . We show that in the hyperbolic case this method blows up if does not decrease sufficiently fast. The situation can be saved if one employs Marchaud's fractional derivatives instead of the Riemann-Liouville ones. New inversion formulas for , are obtained.

     

Snakes and perturbed random walks

We study some properties of random walks perturbed at extrema, which are generalizations of the walks considered, e.g., by Davis (1999) and Tóth (1996). This process can also be viewed as a version of an excited random walk, recently studied by many authors. We obtain several properties related to the range of the process with infinite memory and prove the strong law, the central limit theorem, and the criterion for the recurrence of the perturbed walk with finite memory. We also state some open problems. Our methods are predominantly combinatorial and do not involve complicated analytic techniques.     

Branching random walks II

A general method is developed with which various theorems on the mean square convergence of functionals of branching random walks are proven. The results cover extensions and generalizations of classical central limit analogues as well as a result of a different type.     

p-Sets for random walks

Summary Let (,,P) be a probability space and let {itX _n ()} _n=1 be a sequence of i.i.d. random vectors whose state space isZ ^m for some positive integerm, where Z denotes the integers. Forn = 1, 2,... letS _n () be the random walk defined by . ForxZ ^m andU ^m, them-dimensional torus, let . Finally let be the characteristic function of the X's.In this paper we show that, under mild restrictions, there exists a set withP{ ₀ } = 1 such that for ₀ we have for all aU ^m,le0.As a consequence of this theorem, we obtain two corollaries. One is concerned with occupancy sets form-dimensional random walks, and the other is a mean ergodic theorem.Research supported by N.S.F. Grant # MCS 77-26809     

Branching random walks I

A general method is developed with which various theorems on the mean square convergence of functionals of branching random walks are proven. The results cover extensions and generalizations of classical central limit analogues as well as a result of a different type.