Boundaries and harmonic functions for random walks with random transition probabilities

DOI10.1023/B:JOTP.0000040291.80182.65zbMATH Open1069.60007arXivmath/0403255OpenAlexW2964060880MaRDI QIDQ702397FDOQ702397

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)

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.

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

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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)

Cited In (20)

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• Random walks on Baumslag-Solitar groups
• Martin boundary of random walks on certain \(d\)-dimensional hypergroups
• Positive harmonic functions of transformed random walks
• Hyperbolic and parabolic unimodular random maps
• Equidistribution, ergodicity and irreducibility associated with Gibbs measures
• Liouville property for groups and manifolds
• The Poisson boundary for homogeneous random walks
• ``Random random matrix products
• The strong Liouville property for a class of random walks
• 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
• Harmonic analysis of finite lamplighter random walks
• On the support of harmonic measure for the random walk
• Title not available (Why is that?)
• Linear drift and Poisson boundary for random walks
• Amenability and the Liouville property
• Harmonic maps on amenable groups and a diffusive lower bound for random walks
• Poisson representation and Furstenberg entropy of hypergroups

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