scientific article; zbMATH DE number 1303224
This essay is a braod survey on the subject of random walks on groups and its historical development. It goes from simple examples and elementary processes on to exhibit deep interconnections between probability theory and other disciplines of mathematics and mathematical physics. The historical roots of the problems and results are traced unusually widely and sometimes analogies are found surprisingly far. There are no proofs. There is an 96-item bibliography consisting of historically important works in addition to research papers and survey articles. The author starts out by discussing some classical problems and examples such as random shuffling of cards, random walks on \(Z^d\) interpreted as electrical networks, and simplified models for polymer growth. The discrete Laplacian is soon introduced to connect the probabilistic theory to harmonic analysis and potential theory. The fundamental dichotonomy of random walks into recurrent and transient ones is explored in depth. Groups carrying recurrent walks have necessarily a particular structure -- the author gives an account for the present state of the art. Other fundamental questions with a bearing on the group structure are treated. One such question is whether the only bounded harmonic functions are the constants (Liouville property). Finally, the author discusses the asymptotic growth rates of matrix products (Lyapunov exponents). For the entire collection see [Zbl 0908.00011].
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