Random walks driven by low moment measures

DOI10.1214/11-AOP687MaRDI QIDQ693716zbMATH OpenOpenAlexFDO

Authors Laurent Saloff-Coste, A. Bendikov

Publication date 10 December 2012

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1210.7658, https://projecteuclid.org/euclid.aop/1351258734

functional moments group invariant random walk on a locally compact group return to origin probability asymptotics

Sums of independent random variables; random walks (60G50) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Abstract: We study the decay of convolution powers of probability measures without second moment but satisfying some weaker finite moment condition. For any locally compact unimodular group G and any positive function

h o : G i g h t a r r o w [0, + i n f t y]

, we introduce a function

P h i_{G, h o}

which describes the fastest possible decay of

n m a p s t o p h i^{(2 n)} (e)

when phi is a symmetric continuous probability density such that

i n t h o p h i

is finite. We estimate

P h i_{G, h o}

for a variety of groups G and functions ho. When ho is of the form

h o = h o c i r c d e l t a

with

h o : [0, + i n f t y) i g h t a r r o w [0, + i n f t y)

, a fixed increasing function, and

d e l t a : G i g h t a r r o w [0, + i n f t y)

, a natural word length measuring the distance to the identity element in G,

P h i_{G, h o}

can be thought of as a group invariant.

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