Singularities of the Green function of a random walk on a discrete group (Q1207686)

Let \(X\) be a countable discrete group and let \(\mu\) be an irreducible probability on \(X\). The radius of convergence \(\rho\) of the Green function \(G(x;z)=\sum_{n=0}^ \infty \mu^{*n}(x)z^ n\) is finite, and independent of \(x\). Let \(d=\text{gcd}\{n\geq 1\): \(\mu^{*n}(e)>0\}\) be the period of \(\mu\). We show that for each \(x\in X\) the singularities of the analytic function \(z\mapsto G(x;z)\) on the circle \(\{z\in\mathbb{C}\): \(| z|=\rho\}\) are precisely the points \(\rho e^{2\pi ik/d}\), \(k=0,\dots,d-1\). In particular, \(\rho\) is the only singularity on the circle in the aperiodic case \(d=1\) (which occurs, for example, when \(\mu(e)>0\)). The result is proved in the context of discrete time Markov chains on a countable state space \(X\), provided a technical condition is imposed which, when \(d=1\), may be thought of as ``uniform aperiodicity''. When \(\mu\) is symmetric, i.e., \(\mu(x^{-1})=\mu(x)\) for all \(x\in X\), \(d\) is either 1 or 2. Also, \(T_ \mu f=\mu*f\) defines a selfadjoint operator on \(\l^ 2(X)\). As another particular case of our result, we see that \(-\rho\) is then a singularity of \(z\mapsto G(x;z)\) if and only if \(d=2\), in which case \(X\) is ``bicolored''. In terms of \(T_ \mu\), the point \(-1/\rho\) lies in the spectrum of \(T_ \mu\) if and only if \(d=2\), in which case \(-\sigma(T_ \mu)=\sigma(T_ \mu)\).