Random walks on almost connected locally compact groups: Boundary and convergence

被引:0
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作者
Wojciech Jaworski
机构
[1] Carleton University,Department of Mathematics and Statistics
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Probability Measure; Random Walk; Homogeneous Space; Borel Function; Iwasawa Decomposition;
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摘要
We prove that, given an arbitrary spread out probability measure μ on an almost connected locally compact second countable groupG, there exists a homogeneous spaceG/H, called the μ-boundary, such that the space of bounded μ-harmonic functions can be identified withL∞ (G/H). The μ-boundary is an amenable contractive homogeneous space. We also establish that the canonical projection onto the μ-boundary of the right random walk of law μ always converges in probability and, whenG is amenable, it converges almost surely. The μ-boundary can be characterised as the largest homogeneous space among those homogeneous spaces in which the canonical projection of the random walk converges in probability.
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页码:235 / 273
页数:38
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