GAUSSIAN ESTIMATES FOR MARKOV-CHAINS AND RANDOM-WALKS ON GROUPS

被引:168
作者
HEBISCH, W
SALOFFCOSTE, L
机构
[1] UNIV PARIS 06,ANAL COMPLEXE & GEOMETRIE LAB,CNRS,F-75252 PARIS 05,FRANCE
[2] UNIV WROCLAW,PL-50137 WROCLAW,POLAND
关键词
MARKOV CHAIN; RANDOM WALK; CONVOLUTION; GROUPS; GAUSSIAN ESTIMATES;
D O I
10.1214/aop/1176989263
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
A Gaussian upper bound for the iterated kernels of Markov chains is obtained under some natural conditions. This result applies in particular to simple random walks on any locally compact unimodular group G which is compactly generated. Moreover, if G has polynomial volume growth, the Gaussian upper bound can be complemented with a similar lower bound. Various applications are presented. In the process, we offer a new proof of Varopoulos' results relating the uniform decay of convolution powers to the volume growth of G.
引用
收藏
页码:673 / 709
页数:37
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