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Transformed Random Walks

We consider transformations of a given random walk on a countable group determined by Markov stopping times. We prove that these transformations preserve the Poisson boundary. Moreover, under some mild conditions, the asymptotic entropy (resp., rate of escape) of the transformed random walks is equal to the asymptotic entropy (resp., rate of escape) of the original random walk multiplied by the expectation of the corresponding stopping time. This is an analogue of the well-known Abramov's formula from ergodic theory.

Identiferoai:union.ndltd.org:uottawa.ca/oai:ruor.uottawa.ca:10393/32538
Date January 2015
CreatorsForghani, Behrang
ContributorsKaimanovich, Vadim
PublisherUniversité d'Ottawa / University of Ottawa
Source SetsUniversité d’Ottawa
LanguageEnglish
Detected LanguageEnglish
TypeThesis

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