Mathematics – Probability
Scientific paper
2004-03-16
Mathematics
Probability
Scientific paper
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.
Kaimanovich Vadim A.
Kifer Yuri
Rubshtein Ben-Zion
No associations
LandOfFree
Boundaries and harmonic functions for random walks with random transition probabilities does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Boundaries and harmonic functions for random walks with random transition probabilities, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Boundaries and harmonic functions for random walks with random transition probabilities will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-574516