Boundaries and harmonic functions for random walks with random transition probabilities

DOI10.1023/B:JOTP.0000040291.80182.65MaRDI QIDQ702397zbMATH OpenOpenAlexFDO

Authors Vadim A. Kaimanovich, Yuri Kifer, Ben-Zion Rubshtein

Publication date 17 January 2005

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0403255

zbMATH Keywords

Poisson boundary

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Harmonic, subharmonic, superharmonic functions in higher dimensions (31B05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Processes in random environments (60K37)

Abstract: The usual random walk on a group (homogeneous both in time and in space) is determined by a probability measure on the group. In a random walk with random transition probabilities this single measure is replaced with a stationary sequence of measures, so that the resulting (random) Markov chains are still space homogeneous, but no longer time homogeneous. We study various notions of measure theoretical boundaries associated with this model and establish an analogue of the Poisson formula for (random) bounded harmonic functions. Under natural conditions on transition probabilities we identify these boundaries for several classes of groups with hyperbolic properties and prove the boundary triviality (i.e., the absence of non-constant random bounded harmonic functions) for groups of subexponential growth, in particular, for nilpotent groups.

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(20)

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• Random walks on Baumslag-Solitar groups
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• ``Random random matrix products
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• Harmonic measures versus quasiconformal measures for hyperbolic groups
• Space-time boundaries for random walks obtained from diffuse measures
• Phase transition in the exit boundary problem for random walks on groups
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• On the support of harmonic measure for the random walk
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• Harmonic maps on amenable groups and a diffusive lower bound for random walks
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