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arXiv · 1607.05694

Un contre-exemple \`a la dichotomie r\'ecurrence/transience sur les espaces homog\`enes

Caroline Bruère
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Abstract

Take $G$ a locally compact second-countable group, and $H$ a subgroup of $G$. Choose $\mu$ a probability measure on $G$, such that the group spanned by its support is dense in $G$, and consider the Markov chain on the homogeneous space $X=G/H$ with transition probability $P_x=\mu *\delta_x$ for $x\in X$. Under some conditions on $G$, $H$, $\mu$, we know that this Markov chain is either everywhere recurrent or everywhere transient. A natural question is whether such a dichotomy is universally true. The goal of this paper is to show it is not, even when $G$ is finitely generated, through the explicit construction of a counter example. The methods used include the study of stable laws, Gnedenko-Kolmogorov's local limit theorem for stable laws, and the study of the time of first return to equilibrium.

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Caroline Bruère. 2016-07-19. Un contre-exemple \`a la dichotomie r\'ecurrence/transience sur les espaces homog\`enes. https://arxiv.org/abs/1607.05694

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