Range of random walks on free products (Q2137761)

Given finite or countable sets \(V_1\) and \(V_2\) with at least two elements each and with distinguished elements \(o_i \in V_i\) for \(i \in \{1, 2\}\), the free product of the sets \(V_1\) and \(V_2\) is given by \(V := V_1\ast V_2\), the set of all finite words over the alphabet \((V_1 \cup V_2) \setminus \{o_1, o_2\}\) of the form \(x_1, \dots, x_n\) such that no two consecutive letters \(x_j\), \(x_j+1\) arise from the same \(V_i\). Assume that for \(i \in \{1,2\}\), \(P_i\) is a transition matrix on \(V_i\). A transient Markov chain \((X_n)_{n \in {\mathbb N}_0}\) on \(V\) starting from the empty word \(o = (o_1, o_2)\), which arises from a convex combination of the transition matrices \(P_i\) on the sets \(V_i\), is investigated. It is shown that the asymptotic range of these random walks exists and is strictly positive. In particular, it is proven that the range varies real-analytically in terms of probability measures of constant support. It is also shown that there exists a central limit theorem associated with the range of the random walk.