Asymptotic entropy of transformed random walks
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Entropy and other invariants, isomorphism, classification in ergodic theory (37A35) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Stopping times; optimal stopping problems; gambling theory (60G40) Sums of independent random variables; random walks (60G50)
Abstract: We consider general transformations of random walks on groups determined by Markov stopping times and prove that the asymptotic entropy (resp., rate of escape) of the transformed random walks is equal to the asymptotic entropy (resp., rate of escape) of the original random walk multiplied by the expectation of the corresponding stopping time. This is an analogue of the well-known Abramov's formula from ergodic theory, its particular cases were established earlier by Kaimanovich [1983] and Hartman, Lima, Tamuz [2014].
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Cited in
(12)- Positive harmonic functions of transformed random walks
- Shannon's theorem for locally compact groups
- Random walks of infinite moment on free semigroups
- Isometric group actions with vanishing rate of escape on \(\mathrm{CAT}(0)\) spaces
- Analyticity of the entropy for some random walks
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- Asymptotic entropy of transformed random walks
- Asymptotic entropy of random walks on free products
- Dimension drop of harmonic measure for some finite range random walks on Fuchsian Schottky groups
- The Poisson boundary of hyperbolic groups without moment conditions
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