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Boundaries and Harmonic Functions for Random Walks with Random Transition Probabilities (2001)
| Citations: | 2 - 1 self |
BibTeX
@MISC{Kaimanovich01boundariesand,
author = {Vadim A. Kaimanovich and Yuri Kifer and Ben-Zion Rubshtein},
title = { Boundaries and Harmonic Functions for Random Walks with Random Transition Probabilities },
year = {2001}
}
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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, establish an analogue of the Poisson formula for (random) bounded harmonic functions, and identify these boundaries for several classes of groups.
