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Laurent Saloff-Coste

Publications and source records attributed to Laurent Saloff-Coste.

At least 55 records · Page 3Linked to original sources

Convolution powers of complex functions on $\mathbb{Z}^d$

The study of convolution powers of a finitely supported probability distribution $ϕ$ on the $d$-dimensional square lattice is central to random walk theory. For instance, the $n$th convolution power $ϕ^{(n)}$ is the distribution of the $n$th step of the associated random walk and is described by the classical local limit theorem. Following previous work of P. Diaconis and the authors, we explore the more general setting in which $ϕ$ takes on complex values. This problem, originally motivated by the problem of Erastus L. De Forest in data smoothing, has found applications to the theory of stability of numerical difference schemes in partial differential equations. For a complex valued function $ϕ$ on $\mathbb{Z}^d$, we ask and address four basic and fundamental questions about the convolution powers $ϕ^{(n)}$ which concern sup-norm estimates, generalized local limit theorems, pointwise estimates, and stability. This work extends one-dimensional results of I. J. Schoenberg, T. N. E. Greville, P. Diaconis and the second author and, in the context of stability theory, results by V. Thomée and M. V. Fedoryuk.

math.CA↗

Brownian motion on treebolic space: positive harmonic functions

Treebolic space HT(q,p) is a key example of a strip complex in the sense of Bendikov, Saloff-Coste, Salvatori, and Woess [Adv. Math. 226 (2011), 992-1055]. It is an analog of the Sol geometry, namely, it is a horocylic product of the hyperbolic upper half plane with a "stretching" parameter q and the homogeneous tree T with vertex degree p+1 < 2, the latter seen as a one-complex. In a previous paper [arXiv:1212.6151, Rev. Mat. Iberoamericana, in print] we have explored the metric structure and isometry group of that space. Relying on the analysis on strip complexes, a family of natural Laplacians with "vertical drift" and the escape to infinity of the associated Brownian motion were considered. Here, we undertake a potential theoretic study, investigating the positive harmonic functions associated with those Laplacians. The methodological subtleties stem from the singularites of treebolic space at its bifurcation lines. We first study harmonic functions on simply connected sets with "rectangular" shape that are unions of strips. We derive a Poisson representation and obtain a solution of the Dirichlet problem on sets of that type. This provides properties of the density of the induced random walk on the collection of all bifuraction lines. Subsequently, we prove that each positive harmonic function with respect to that random walk has a unique extension which is harmonic with respect to the Laplacian on treebolic space. Finally, we derive a decomposition theorem for positive harmonic functions on the entire space that leads to a characterisation of the weak Liouville property. We determine all minimal harmonic functions in those cases where our Laplacian arises from lifting a (smooth) hyperbolic Laplacian with drift from the hyperbolic plane to treebolic space.

math.PR↗

Isoperimetric profiles and random walks on some permutation wreath products

We study the isoperimetric profiles of certain families of finitely generated groups defined via marked Schreier graphs and permutation wreath products. The groups we study are among the "simplest" examples within a much larger class of groups, all defined via marked Schreier graphs and/or action on rooted trees, which includes such examples as the long range group, Grigorchuck group and the basillica group. The highly non-linear structure of these groups make them both interesting and difficult to study. Because of the relative simplicity of the Schreier graphs that define the groups we study here (the key fact is that they contained very large regions that are "one dimensional"), we are able to obtain sharp explicit bounds on the $L^1$ and $L^2$ isoperimetric profiles of these groups. As usual, these sharp isoperimetric profile estimates provide sharp bounds on the probability of return of simple random walk. Nevertheless, within each of the families of groups we study there are also many cases for which the existing techniques appear inadequate and this leads to a variety of open problems.

math.PR↗

Transition probability estimates for long range random walks

Let $(M,d,μ)$ be a uniformly discrete metric measure space satisfying space homogeneous volume doubling condition. We consider discrete time Markov chains on $M$ symmetric with respect to $μ$ and whose one-step transition density is comparable to $ (V_h(d(x,y)) ϕ(d(x,y))^{-1}$, where $ϕ$ is a positive continuous regularly varying function with index $β\in (0,2)$ and $V_h$ is the homogeneous volume growth function. Extending several existing work by other authors, we prove global upper and lower bounds for $n$-step transition probability density that are sharp up to constants.

math.PR↗

Anomalous threshold behavior of long range random walks

We consider weighted graphs satisfying sub-Gaussian estimate for the natural random walk. On such graphs, we study symmetric Markov chains with heavy tailed jumps. We establish a threshold behavior of such Markov chains when the index governing the tail heaviness (or jump index) equals the escape time exponent (or walk dimension) of the sub-Gaussian estimate. In a certain sense, this generalizes the classical threshold corresponding to the second moment condition.

math.PR↗

Random walks under slowly varying moment conditions on groups of polynomial volume growth

Let $G$ be a finitely generated group of polynomial volume growth equipped with a word-length $|\cdot|$. The goal of this paper is to develop techniques to study the behavior of random walks driven by symmetric measures $μ$ such that, for any $ε>0$, $\sum|\cdot|^εμ=\infty$. In particular, we provide a sharp lower bound for the return probability in the case when $μ$ has a finite weak-logarithmic moment.

math.PR↗

Harnack inequalities and Gaussian estimates for random walks on metric measure spaces

We characterize Gaussian estimates for transition probability of a discrete time Markov chain in terms of geometric properties of the underlying state space. In particular, we show that the following are equivalent: (1) Two sided Gaussian bounds on heat kernel (2) A scale invariant Parabolic Harnack inequality (3) Volume doubling property and a scale invariant Poincaré inequality. The underlying state space is a metric measure space, a setting that includes both manifolds and graphs as special cases. An important feature of our work is that our techniques are robust to small perturbations of the underlying space and the Markov kernel. In particular, we show the stability of the above properties under quasi-isometries. We discuss various applications and examples.

math.PR↗

Computing cutoff times of birth and death chains

Earlier work by Diaconis and Saloff-Coste gives a spectral criterion for a maximum separation cutoff to occur for birth and death chains. Ding, Lubetzky and Peres gave a related criterion for a maximum total variation cutoff to occur in the same setting. Here, we provide complementary results which allow us to compute the cutoff times and windows in a variety of examples.

math.PR↗

Random walks and isoperimetric profiles under moment conditions

Let $G$ be a finitely generated group equipped with a finite symmetric generating set and the associated word length function $|\cdot |$. We study the behavior of the probability of return for random walks driven by symmetric measures $μ$ that are such that $\sum ρ(|x|)μ(x)<\infty$ for increasing regularly varying or slowly varying functions $ρ$, for instance, $s\mapsto (1+s)^α$, $α\in (0,2]$, or $s\mapsto (1+\log (1+s))^ε$, $ε>0$. For this purpose we develop new relations between the isoperimetric profiles associated with different symmetric probability measures. These techniques allow us to obtain a sharp $L^2$-version of Erschler's inequality concerning the Følner functions of wreath products. Examples and assorted applications are included.

math.PR↗

On the convolution powers of complex functions on Z

The local limit theorem describes the behavior of the convolution powers of a probability distribution supported on Z. In this work, we explore the role played by positivity in this classical result and study the convolution powers of the general class of complex valued functions finitely supported on Z. This is discussed as de Forest's problem in the literature and was studied by Schoenberg and Greville. Extending these earlier works and using techniques of Fourier analysis, we establish asymptotic bounds for the sup-norm of the convolution powers and prove extended local limit theorems pertaining to this entire class. As the heat kernel is the attractor of probability distributions on Z, we show that the convolution powers of the general class are similarly attracted to a certain class of analytic functions which includes the Airy function and the heat kernel evaluated at purely imaginary time.

math.PR↗

Brownian motion on treebolic space: escape to infinity

Treebolic space is an analog of the Sol geometry, namely, it is the horocylic product of the hyperbolic upper half plane H and the homogeneous tree T with degree p+1 > 2, the latter seen as a one-complex. Let h be the Busemann function of T with respect to a fixed boundary point. Then for real q > 1 and integer p > 1, treebolic space HT(q,p) consists of all pairs (z=x+i y,w) in H x T with h(w) = log_{q} y. It can also be obtained by glueing together horziontal strips of H in a tree-like fashion. We explain the geometry and metric of HT and exhibit a locally compact group of isometries (a horocyclic product of affine groups) that acts with compact quotient. When q=p, that group contains the amenable Baumslag-Solitar group BS(p)$ as a co-compact lattice, while when q and p are distinct, it is amenable, but non-unimodular. HT(q,p) is a key example of a strip complex in the sense of our previous paper in Advances in Mathematics 226 (2011) 992-1055. Relying on the analysis of strip complexes developed in that paper, we consider a family of natural Laplacians with "vertical drift" and describe the associated Brownian motion. The main difficulties come from the singularites which treebolic space (as any strip complex) has along its bifurcation lines. In this first part, we obtain the rate of escape and a central limit theorem, and describe how Brownian motion converges to the natural geometric boundary at infinity. Forthcoming work will be dedicated to positive harmonic functions.

math.PR↗

The Dirichlet heat kernel in inner uniform domains: local results, compact domains and non-symmetric forms

This paper provides sharp Dirichlet heat kernel estimates in inner uniform domains, including bounded inner uniform domains, in the context of certain (possibly non-symmetric) bilinear forms resembling Dirichlet forms. For instance, the results apply to the Dirichlet heat kernel associated with a uniformly elliptic divergence form operator with symmetric second order part and bounded measurable coefficients in inner uniform domains in $\mathbb R^n$. The results are applicable to any convex domain, to the complement of any convex domain, and to more exotic examples such as the interior and exterior of the snowflake.

math.FA↗

On some random walks driven by spread-out measures

Let $G$ be a finitely generated group equipped with a symmetric generating $% k $-tuple $S$. Let $|\cdot|$ and $V$ be the associated word length and volume growth function. Let $ν$ be a probability measure such that $% ν(g)\simeq [(1+|g|)^2V(|g|)]^{-1}$. We prove that if $G$ has polynomial volume growth then $ν^{(n)}(e) \simeq V(\sqrt{n\log n})^{-1}$. We also obtain assorted estimates for other spread-out probability measures.

math.PR↗

Random walks on free solvable groups

For any finitely generated group G, let n ---> Φ_G(n) be the function that describes the rough asymptotic behavior of the probability of return to the identity element at time 2n of a symmetric simple random walk on G (this is an invariant of quasi-isometry). We determine this function when G is the free solvable group S_{d,r} of derived length d on r generators and some other related groups.

math.PR↗

Spectral computations for birth and death chains

We consider the spectrum of birth and death chains on a $n$-path. An iterative scheme is proposed to compute any eigenvalue with exponential convergence rate independent of $n$. This allows one to determine the whole spectrum in order $n^2$ elementary operations. Using the same idea, we also provide a lower bound on the spectral gap, which is of the correct order on some classes of examples.

math.PR↗

On the mixing time and spectral gap for birth and death chains

For birth and death chains, we derive bounds on the spectral gap and mixing time in terms of birth and death rates. Together with the results of Ding et al. in 2010, this provides a criterion for the existence of a cutoff in terms of the birth and death rates. A variety of illustrative examples are treated.

math.PR↗

Comparison of cutoffs between lazy walks and Markovian semigroups

We make a connection between the continuous time and lazy discrete time Markov chains through the comparison of cutoffs and mixing time in total variation distance. For illustration, we consider finite birth and death chains and provide a criterion on cutoffs using eigenvalues of the transition matrix.

math.PR↗