Spread-out Measures in Random Walks
- Spread-out measures are probability distributions on locally compact groups whose convolution power becomes absolutely continuous with respect to Haar measure, ensuring robust convergence in random walks.
- The methodology employs techniques like Doeblin minorization, continuous time embedding, and Lyapunov functions to establish mixing rates, heat kernel bounds, and limit theorems.
- Applications span finite volume spaces and quantum walks, where spread-out distributions enable rigorous analysis of ergodicity, recurrence, and sub-ballistic spreading in disordered environments.
A measure on a locally compact group is termed spread-out if some convolution power is not singular with respect to Haar measure. Spread-out measures play a central role in the long-term behavior of random walks on both groups and homogeneous spaces, yielding fundamental results on ergodicity, return probabilities, limit theorems, mixing rates, and recurrence. Spread-out distributions also appear in the study of quantum and classical walks with non-local increments and are essential for understanding convergence to equilibrium, especially in infinite groups or spaces of polynomial growth.
1. Definition and Characterizations of Spread-Out Measures
Let denote a -compact, locally compact, metrizable group, and let be a choice of left Haar measure on . A Borel probability measure on is spread-out if there exists such that the -fold convolution is absolutely continuous with respect to Haar measure: . This guarantees that the random walk can reach substantial regions of 0 with non-negligible probability. In the context of discrete groups, a typical example is a symmetric measure with a tail that decays as
1
where 2 denotes the word length with respect to a finite generating set and 3 is the associated volume growth function (Saloff-Coste et al., 2013).
A measure is adapted if the closed subgroup generated by 4 is all of 5. Aperiodicity is defined by requiring 6 to not be supported on a coset of any proper open normal subgroup containing the commutator subgroup 7.
For random walks on quotient spaces 8, a measure 9 on 0 is spread-out if one of its convolution powers is not singular with respect to Haar measure on 1, assuming such a measure exists (Prohaska, 2019).
2. Spread-Out Measures and the Markov Chain Framework
The transition operator for the random walk on 2 driven by 3 is given by
4
with the 5-step law from 6 given by 7. This Markov chain is called 8-irreducible if, for some 9-finite measure 0 on 1, every set of positive 2-measure is visited by the chain started from any 3 with positive probability.
Key equivalence:
- The random walk is a T-chain (admits a nontrivial continuous minorant) if and only if 4 is spread-out.
- For spread-out, adapted measures (or on finite volume spaces), the chain is 5-irreducible with maximal irreducibility measure equivalent to Haar measure 6 (Prohaska, 2019).
Aperiodicity of 7 on 8 implies aperiodicity on 9. Consequently, spread-out measures induce Markov chains with favorable ergodic properties, enabling a full analysis via Harris recurrence and positive recurrence theory.
3. Random Walks on Homogeneous Spaces with Spread-Out Measures
Finite Volume Case
For 0 a lattice and 1 admitting a finite 2-invariant measure, the following holds for adapted, aperiodic, spread-out 3:
- The induced Markov chain is positive Harris recurrent and aperiodic.
- There is a unique invariant probability measure, the normalized Haar measure on the orbit.
Equidistribution:
As 4,
5
for all 6, with total variation convergence to Haar measure (Prohaska, 2019).
Exponential convergence:
If there exists a Foster–Lyapunov function 7 satisfying
8
uniform convergence to equilibrium is exponentially fast on compact subsets, and uniformly in 9 for compact 0.
Limit theorems:
- SLLN: For 1, 2 almost surely.
- CLT: If 3, 4 converges in distribution to a normal law.
- LIL: Almost sure upper fluctuation limit given by
5
Infinite Volume, Polynomial Growth
For infinite volume spaces of at most quadratic growth equipped with a symmetric, adapted, spread-out, compactly supported measure, the random walk is topologically Harris recurrent: from every point and every neighborhood, the walk returns infinitely often with probability one.
Ratio limit theorem: If the walk is Harris recurrent, then for any two starting points 6 and compactly supported, nonnegative bounded functions 7,
8
With additional symmetry and aperiodicity, this extends to non-averaged limits for starting measures with bounded densities (Prohaska, 2019).
4. Analytic Techniques for Spread-Out Measures
Several technical methods underpin the study of spread-out measures:
- Doeblin Minorization and Small Sets: Spread-out implies existence of 9 so that 0 is absolutely continuous with density bounded below on a compact region, leading to small-set conditions and contractive couplings (Prohaska, 2019).
- Continuous Time Embedding and Dirichlet Forms: Continuous-time analogues permit application of analytic semigroup tools; for symmetric kernels, Dirichlet forms control the mixing and return probability asymptotics (Saloff-Coste et al., 2013).
- Davies’s Method and Meyer's Tightness: Used to derive off-diagonal heat kernel bounds and control large jumps by truncating to a ball of radius 1.
- Pseudo-Poincaré Inequalities and Two-Sided Bounds: Key for random walks with critical tails; they permit two-sided on-diagonal estimates indicating the sharp decay of return probabilities (Saloff-Coste et al., 2013).
- Lyapunov Functions for Quantitative Rates: A drift inequality 2 yields geometric ergodicity and exponential mixing (Prohaska, 2019).
- Orey–Nummelin Techniques: Enable derivation of ratio limit results under symmetry, Harris recurrence, and minorization conditions.
5. Spread-Out Measures in Groups of Polynomial Volume Growth
In finitely generated groups 3 of polynomial volume growth 4, spread-out measures with critical tail, such as
5
satisfy sharp asymptotics for the return probability:
6
Key features of the proof include controlling the kernel by truncation, log-Sobolev inequalities, Gaussian-type off-diagonal bounds, and strong two-sided control via pseudo-Poincaré inequalities (Saloff-Coste et al., 2013).
Extensions capture regularly varying perturbations, stable-like tails, and measures supported on powers of generators in nilpotent groups. For example, for stable-like tails 7, the return probability decays as 8 (Saloff-Coste et al., 2013).
6. Quantum Random Walks and Spread-Out Step Distributions
In the context of quantum walks, spread-out measures are realized via randomized step-lengths, such as quenched Poisson-distributed disorder:
- In the ordered (homogeneous) quantum walk, interference produces ballistic spreading: variance grows as 9.
- When step-lengths are i.i.d. and Poisson-distributed, the spread of the walker is inhibited: after disorder-averaging, the variance grows as 0, corresponding to 1 (Das et al., 2018).
This scaling is sub-ballistic yet super-diffusive, distinct from the standard ballistic (2) and classical diffusive (3) regimes. The observed exponent is universal for a large class of sub- and super-Poissonian jump distributions, provided the law has finite mean and variance. Thus, introducing spread-out randomness into quantum walks consistently slows but does not fully localize the spread, retaining a quantum advantage over classical random walks (Das et al., 2018).
7. Consequences and Applications
Spread-out measures underpin key phenomena in ergodic theory, probability on groups, and quantum walks:
- Mixing times: For spread-out random walks, convergence in total variation to equilibrium is typically of order 4, up to logarithmic factors, with precise behavior governed by tail regularity and group growth.
- Heat kernel decay: With critical tail measures, the decay matches that of balls of radius 5.
- Recurrence criteria: Spread-out, symmetric, adapted measures on spaces of at most quadratic growth yield Harris recurrence.
- Limit theorems: Classical results (SLLN, CLT, LIL) extend under minimal tail assumptions due to spread-outness.
- Quantum-classical contrast: Quantum walks exhibit persistent faster-than-diffusive spread even under spread-out measure-induced disorder.
These properties have deep implications in the study of random walks on groups, homogeneous spaces, and quantum systems, and remain active areas for further research (Prohaska, 2019, Saloff-Coste et al., 2013, Das et al., 2018).