Random walks driven by low moment measures

DOI10.1214/11-AOP687zbMATH Open1262.60005arXiv1210.7658OpenAlexW3098833124MaRDI QIDQ693716FDOQ693716

Authors: Laurent Saloff-Coste, A. Bendikov 

Publication date: 10 December 2012

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

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 $ho:Gightarrow[0,+infty]$, we introduce a function $Ph{i}_{G,ho}$ which describes the fastest possible decay of $nmapstoph{i}^{(2n)}(e)$ when phi is a symmetric continuous probability density such that $inthophi$ is finite. We estimate $Ph{i}_{G,ho}$ for a variety of groups G and functions ho. When ho is of the form $ho=hocircdelta$ with $ho:[0,+infty)ightarrow[0,+infty)$, a fixed increasing function, and $delta:Gightarrow[0,+infty)$, a natural word length measuring the distance to the identity element in G, $Ph{i}_{G,ho}$ can be thought of as a group invariant.

Full work available at URL: https://arxiv.org/abs/1210.7658

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zbMATH Keywords

functional momentsgroup invariantrandom walk on a locally compact groupreturn to origin probability asymptotics

Mathematics Subject Classification ID

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

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Cited In (11)

• Information functionals with applications to random walk and statistics
• Random walks on some countable groups
• Invariance of return probabilities on locally compact groups
• Random walks on groups and discrete subordination
• Asymptotic behaviors of random walks on countable groups
• Random walks on nilpotent groups driven by measures supported on powers of generators
• Random walks on unimodular \(p\)-adic groups
• Invariance of return probabilities on locally compact groups. (Invariance des probabilités de retour sur des groupes localement compacts).
• Random walks on free solvable groups
• Random walks under slowly varying moment conditions on groups of polynomial volume growth
• Properties of random walks on discrete groups: time regularity and off-diagonal estimates

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