Properties of centered random walks on locally compact groups and Lie groups

DOI10.4171/RMI/506MaRDI QIDQ2468415zbMATH OpenOpenAlexWikidataFDO

Publication date 22 January 2008

Published in Revista Matemática Iberoamericana (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0703530, https://projecteuclid.org/euclid.rmi/1190831222, https://eudml.org/doc/43606

zbMATH Keywords

amenable group convolution powers Gaussian estimates heat kernel Lie group locally compact group probability density random walk

Mathematics Subject Classification ID

General properties and structure of locally compact groups (22D05) Analysis on real and complex Lie groups (22E30) Asymptotic behavior of solutions to PDEs (35B40) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Sums of independent random variables; random walks (60G50)

Abstract: The basic aim of this paper is to study asymptotic properties of the convolution powers K^(n) = K * K * ... * K of a possibly non-symmetric probability density K on a locally compact, compactly generated group G. If K is centered, we show that the Markov operator T associated with K is analytic in L^p(G) for 1<p<infty, and establish Davies-Gaffney estimates in L^2 for the iterated operators T^n. These results enable us to obtain various Gaussian bounds on K^(n). In particular, when G is a Lie group we recover and extend some estimates of Alexopoulos and of Varopoulos for convolution powers of centered densities and for the heat kernels of centered sublaplacians. Finally, in case G is amenable, we discover that the properties of analyticity or Davies-Gaffney estimates hold only if K is centered.

Review text

Summary: The basic aim of this paper is to study asymptotic properties of the convolution powers \(K^{(n)} = K*K* \cdots *K\) of a possibly non-symmetric probability density \(K\) on a locally compact, compactly generated group \(G\). If \(K\) is centered, we show that the Markov operator \(T\) associated with \(K\) is analytic in \(L^p(G)\) for \(1 < p < \infty\), and establish Davies-Gaffney estimates in \(L^2\) for the iterated operators \(T^n\). These results enable us to obtain various Gaussian bounds on \(K^{(n)}\). In particular, when \(G\) is a Lie group we recover and extend some estimates of Alexopoulos and of Varopoulos for convolution powers of centered densities and for the heat kernels of centered sub-Laplacians. Finally, in case \(G\) is amenable, we discover that the properties of analyticity or Davies-Gaffney estimates hold only if \(K\) is centered.

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