On uniqueness of invariant measures for random walks on

2021 ◽  
pp. 1-32
Author(s):  
SARA BROFFERIO ◽  
DARIUSZ BURACZEWSKI ◽  
TOMASZ SZAREK

Abstract We consider random walks on the group of orientation-preserving homeomorphisms of the real line ${\mathbb R}$ . In particular, the fundamental question of uniqueness of an invariant measure of the generated process is raised. This problem was studied by Choquet and Deny [Sur l’équation de convolution $\mu = \mu * \sigma $ . C. R. Acad. Sci. Paris250 (1960), 799–801] in the context of random walks generated by translations of the line. Nowadays the answer is quite well understood in general settings of strongly contractive systems. Here we focus on a broader class of systems satisfying the conditions of recurrence, contraction and unbounded action. We prove that under these conditions the random process possesses a unique invariant Radon measure on ${\mathbb R}$ . Our work can be viewed as following on from Babillot et al [The random difference equation $X_n=A_n X_{n-1}+B_n$ in the critical case. Ann. Probab.25(1) (1997), 478–493] and Deroin et al [Symmetric random walk on $\mathrm {HOMEO}^{+}(\mathbb {R})$ . Ann. Probab.41(3B) (2013), 2066–2089].

1997 ◽  
Vol 25 (1) ◽  
pp. 478-493 ◽  
Author(s):  
Martine Babillot ◽  
Philippe Bougerol ◽  
Laure Elie

1997 ◽  
Vol 34 (02) ◽  
pp. 508-513 ◽  
Author(s):  
J. Preater

We relate the equilibrium size of an M/M/8 type queue having an intermittent arrival stream to a perpetuity, the solution of a random difference equation. One consequence is a classical result for ranked server systems, previously obtained by generating function methods.


1997 ◽  
Vol 29 (1) ◽  
pp. 138-164 ◽  
Author(s):  
Roland Perfekt

We consider extreme value theory for a class of stationary Markov chains with values in ℝd. The asymptotic distribution of Mn, the vector of componentwise maxima, is determined under mild dependence restrictions and suitable assumptions on the marginal distribution and the transition probabilities of the chain. This is achieved through computation of a multivariate extremal index of the sequence, extending results of Smith [26] and Perfekt [21] to a multivariate setting. As a by-product, we obtain results on extremes of higher-order, real-valued Markov chains. The results are applied to a frequently studied random difference equation.


2017 ◽  
Vol 69 (1) ◽  
pp. 110-128
Author(s):  
Jyotirmoy Sarkar ◽  
Saran Ishika Maiti

We study a symmetric random walk on the vertices of three regular polyhedra. Starting from the origin, at each step the random walk moves, independently of all previous moves, to one of the vertices adjacent to the current vertex with equal probability. We find the distributions, or at least the means and the standard deviations, of the number of steps needed (a) to return to origin, (b) to visit all vertices, and (c) to return to origin after visiting all vertices. We also find the distributions of (i) the number of vertices visited before return to origin, (ii) the last vertex visited, and (iii) the number of vertices visited during return to origin after visiting all vertices.


2013 ◽  
Vol 50 (4) ◽  
pp. 1117-1130
Author(s):  
Stephen Connor

The problem of constructing an optimal coadapted coupling for a pair of symmetric random walks on Z2d was considered by Connor and Jacka (2008), and the existence of a coupling which is stochastically fastest in the class of all such coadapted couplings was demonstrated. In this paper we show how to generalise this construction to an optimal coadapted coupling for the continuous-time symmetric random walk on Knd, where Kn is the complete graph with n vertices. Moreover, we show that although this coupling is not maximal for any n (i.e. it does not achieve equality in the coupling inequality), it does tend to a maximal coupling as n → ∞.


1997 ◽  
Vol 34 (2) ◽  
pp. 508-513 ◽  
Author(s):  
J. Preater

We relate the equilibrium size of an M/M/8 type queue having an intermittent arrival stream to a perpetuity, the solution of a random difference equation. One consequence is a classical result for ranked server systems, previously obtained by generating function methods.


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