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Short Communications
Exponentials and $R$-recurrent random walks on groups
M. G. Shur Moscow State Institute of Electronics and Mathematics — Higher School of Economics
Abstract:
On a locally compact group $E$ with a countable base we consider a right random walk $X$ which for some $r>0$ has a unique (up to a positive multiplier) $r$-invariant measure. If this measure obeys some weak restrictions, then the random walk $X$ corresponds to the single continuous exponential on $E$. From this we obtain that we can implement some $R$-recurrent (by Tweedie) random walk on the group $E$ only in the case when this group is recurrent and, moreover, when there exists a Harris recurrent random walk on it.
Keywords:
$r$-invariant measure, $R$-recurrent walk on a group, random walk, Harris recurrent walk, exponential.
Received: 27.04.2015
Citation:
M. G. Shur, “Exponentials and $R$-recurrent random walks on groups”, Teor. Veroyatnost. i Primenen., 61:3 (2016), 580–588; Theory Probab. Appl., 61:3 (2017), 505–513
Linking options:
https://www.mathnet.ru/eng/tvp5075https://doi.org/10.4213/tvp5075 https://www.mathnet.ru/eng/tvp/v61/i3/p580
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Abstract page: | 279 | Full-text PDF : | 139 | References: | 44 | First page: | 5 |
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