On the asymptotic and invariant \(\sigma\)-algebras of random walks on locally compact groups (Q1346968): Difference between revisions

The asymptotic (or, tail) \(\sigma\)-algebra of a Markov chain describes its behaviour at infinity. The time shift in the path space acts on the asymptotic \(\sigma\)-algebra, and invariant (or, stationary) \(\sigma\)- algebra consists of shift invariant asymptotic events. One can ask about a description of the action of the time shift on the asymptotic \(\sigma\)- algebra (this question is non-trivial only if this action is aperiodic). Measure-theoretic boundaries provide a convenient language for dealing with this problem; see the reviewer's article [in: Harmonic analysis and discrete potential theory (Frascati, 1991), Plenum, New York, 1992, 145- 189] for this approach and for examples of such actions for general Markov chains. Note that using this language would significantly simplify arguments of the present paper. For the random walk on a locally compact group \(G\) determined by a probability measure \(\mu\) the asymptotic and invariant \(\sigma\)-algebras coincide with respect to a single point initial distribution (loc. cit.). If the initial distribution is equivalent to the Haar measure on \(G\) and the invariant \(\sigma\)-algebra is trivial, the problem of describing the asymptotic \(\sigma\)-algebra was treated by \textit{Y. Derriennic} and \textit{M. Lin} [J. Funct. Anal. 85, No. 1, 86-102 (1989; Zbl 0712.22008)]. The main result of the present paper is that the action of the time shift on the asymptotic \(\sigma\)-algebra of a random walk is completely dissipative (any invariant event is a disjoint union of translations of an asymptotic set) with respect to an initial distribution equivalent to the Haar measure in the following two cases: if there is a group homomorphism \(\pi : G \to \mathbb{Z}\) with closed kernel such that the measure \(\mu\) is concentrated on \(\pi^{-1}(1)\) (Theorem 1.4), and if the measure \(\mu\) is spread out with all its \(n\)-fold convolutions being pairwise singular (Theorem 1.6).