Random Walks Boundaries and Spectra

Progress in Probability
Volume 64
Series Editors
Charles Newman
Sidney I. Resnick
For other volumes published in this series, go to

www.springer.com/series/4839
Random Walks, Boundaries
and Spectra
Daniel Lenz
Florian Sobieczky
Wolfgang Woess
Editors
Editors
Daniel Lenz Florian Sobieczky
Mathematisches Institut Institut für Mathematik C
Universität Jena TU Graz
Ernst-Abbe-Platz 2 Steyrergasse 30
D-07737 Jena A-8010 Graz
Germany Austria
daniel.lenz@uni-jena.de sobieczky@tugraz.at
Wolfgang Woess
Institut für Mathematik C
TU Graz
Steyrergasse 30
A-8010 Graz
Austria
woess@tugraz.at
2010 Mathematics Subject Classification: 60-06
ISBN 978-3-0346-0243-3 e-ISBN 978-3-0346-0244-0

DOI 10.1007/978-3-0346-0244-0
© Springer Basel AG 2011
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Austrian Science Fund (FWF) Project P18703
Random Walks on random subgraphs of transitive graphs
Contents
Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ix
Programme of the Workshop on “Boundaries” . . . . . . . . . . . . . . . . . . . . . . . . . . . . xi
Programme of the Alp-Workshop 2009 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xiii
Publications of D.I. Cartwright . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xv
Publications of M.A. Picardello . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xviii
Publications of V.A. Kaimanovich . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xxii
M.J. Dunwoody
An Inaccessible Graph . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
J. Parkinson and B. Schapira
A Local Limit Theorem for Random Walks on the Chambers
of Ã2 Buildings . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
A. Erschler
On Continuity of Range, Entropy and Drift for Random Walks
on Groups . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
Y. Guivarc’h and C.R.E. Raja
Polynomial Growth, Recurrence and Ergodicity for Random Walks
on Locally Compact Groups and Homogeneous Spaces . . . . . . . . . . . . . . 65
M. Björklund
Ergodic Theorems for Homogeneous Dilations . . . . . . . . . . . . . . . . . . . . . . . 75
A. Gnedin
Boundaries from Inhomogeneous Bernoulli Trials . . . . . . . . . . . . . . . . . . . . 91
P.E.T. Jorgensen and E.P.J. Pearse
Resistance Boundaries of Infinite Networks . . . . . . . . . . . . . . . . . . . . . . . . . . 111
M. Arnaudon and A. Thalmaier
Brownian Motion and Negative Curvature . . . . . . . . . . . . . . . . . . . . . . . . . . 143
R.K. Wojciechowski
Stochastically Incomplete Manifolds and Graphs . . . . . . . . . . . . . . . . . . . . 163
viii Contents
S. Haeseler and M. Keller

Generalized Solutions and Spectrum for Dirichlet Forms
on Graphs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 181
R. Froese, D. Hasler and W. Spitzer
A Geometric Approach to Absolutely Continuous Spectrum
for Discrete Schrödinger Operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 201
A. Bendikov, B. Bobikau and C. Pittet
Some Spectral and Geometric Aspects
of Countable Groups . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 227
P. Müller and P. Stollmann
Percolation Hamiltonians . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 235
T.S. Turova
Survey of Scalings for the Largest Connected Component
in Inhomogeneous Random Graphs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259
D. D’Angeli, A. Donno and T. Nagnibeda
Partition Functions of the Ising Model on Some Self-similar
Schreier Graphs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 277
I. Krasovsky
Aspects of Toeplitz Determinants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 305
Preface
This book contains the joint proceedings of the workshop on Boundaries that
took place in Graz, from June 29–July 3, and the Alp-Workshop that was held
immediately afterwards in Sankt Kathrein am Offenegg, on the weekend July 4–5,
2009.
The two events were dedicated to related subjects.
The aim of the Boundaries workshop was to bring together mathematicians
working on groups, graphs, manifolds, etc., in the context of probability (random
walks, Brownian motion), harmonic analysis, potential theory, ergodic theory, geo-
metric group theory and related topics. The title indicates a central topic but was
not to be considered the exclusive theme.
The scientific committee of the meeting consisted of Tatiana Nagnibeda-
Smirnova (Geneva), Christophe Pittet (Marseille), Hamish Short (Marseille), and
Wolfgang Woess (Graz).
The local organisation rested on the shoulders of Ecaterina Sava and Wolf-
gang Woess at Graz University of Technology in the capital of Styria, southeastern
province of Austria.
Three special guests were particularly featured in view of their “milestone
birthdays” taking place in 2009:
• Donald I. Cartwright (Sydney; 60th birthday)
• Vadim A. Kaimanovich (Bremen; 50th birthday)
• Massimo Picardello (Rome; 60th birthday)
Each of these three has given substantial contributions to the mathematical subject
of the workshop, and to each of them, a half-day session was dedicated, featuring
in particular their own (respective) invited talks. In the present volume, we display
their lists of publications (state of September, 2010).
The Alp-Workshop 2009 was devoted to “Spectral and probabilistic prop-
erties of random walks on random graphs”. The aim was a discussion between
experts from spectral theory, ergodic theory and probability theory about the spe-
cial topics of random walk theory in which the methods from group theory and
harmonic analysis fail: Discrete structures with much irregularity, such as Perco-
lation, Random Graphs, or Branching Processes were the main focus. Instead of
a detailed discussion of each talk we refer to the attached programme. During the
x Preface
first afternoon-session, there were six twenty-minutes talks by young researchers

of whom several have contributed to the proceedings.
The Alp-Workshop was organised by Florian Sobieczky with the budget of
project P18703 (“Random Subgraphs of Transitive Graphs”) of the Austrian Sci-
ence Foundation (FWF). Furthermore, the main part of the publication cost of
these proceedings was carried by the budget of this research project.
The “Almenland” in the mountains east of Graz provided a picturesque en-
vironment for the interdisciplinary discussion about random walks. Its remoteness
allowed inviting more people with the given budget while keeping a high standard
of the venue.
The editing of the proceedings contributed by the Alp-Workshop’s partici-
pants was undertaken by Daniel Lenz and Florian Sobieczky. The contributions
from the Boundaries-Workshop were edited by Wolgang Woess. All articles under-
went anonymous refereeing by experts from the respective field.
We would like to thank everyone who was directly or indirectly involved in
helping to organise these meetings.
This volume is dedicated to
Donald I. Cartwright Massimo A. Picardello Vadim A. Kaimanovich
October 2010, Daniel Lenz

Florian Sobieczky
Wolfgang Woess
Programme of the Workshop on “Boundaries”
June 29th (Mon.)
09:00–09:10 Opening
09:10–10:10 Francois Ledrappier, University of Notre Dame
Linear drift for the Brownian motion on covers
10:10–10:40 Coffee & Registration
10:40–11:10 Martin Dunwoody, University of Southampton
An inaccessible graph
11:20–1150 Panos Papazoglou, University of Athens
Topology of boundaries and splittings
12:00–12:20 Barbara Bobikau, University of Wroclaw
Spectral properties of a class of random walks
on locally finite groups
12:20–14:30 Lunch
14:30–15:20 Massimo Picardello, Tor Vergata University in Rome
Harmonic functions on homogeneous trees and buildings
15:30–16:00 Sara Brofferio, University of Paris-Sud 11
Poisson boundary of matrix groups with rational coefficients
16:10–16:40 Coffee
16:40–17:30 Yves Guivarc’h, University of Rennes
Random walk in a random medium on Z, and random walks
on homogeneous spaces
17:40–18:00 Daniele D’Angeli, University of Geneva
The boundary action of the Basilica group
June 30th (Tue.)

09:30–09:50 Tim Riley, Cornell University
How wild can a group with a quadratic Dehn function be?
10:00–10:30 Coffee
10:40–11:11 Anton Thalmaier, University of Luxembourg
The Poisson boundary of certain Cartan-Hadamard
manifolds of unbounded curvature
11:20–11:50 Alexander Gnedin, Utrecht University
Boundaries of the generalised Pascal triangles
and larger graded graphs
12:00–12:20 Jeremy Macdonald, McGill University
Compressed words and automorphisms in fully
residually free groups
12:20–14:30 Lunch
14:30–15:20 Tim Steger, University of Sassari
Background on fake planes
15:30–16:00 Jean Lécureux, Claude Bernard University Lyon 1
Combinatorial boundaries of buildings
xii Programme: Workshop on “Boundaries”
16:10–16:40 Coffee
16:40–17:30 Donald Cartwright, University of Sidney
The 50 fake projective planes
17:40–18:00 Bernhard Krön, University of Vienna
Vertex cuts, ends and group splittings
July 1st (Wed.)

09:00–09:50 Anna Erschler, University of Paris-Sud 11
Boundaries of amenable groups
10:00–10:50 Poster Session & Coffee
Poster: Elisabetta Candellero, Lorenz Gilch, Motoko Kotani,
Jeremy Macdonald, Sebastian Müller, Svetla Vassileva
10:50–11:20 Matthias Keller, Universität Jena
Heat transfer to the boundary on discrete graphs
11:30–12:00 Erin Pearse, University of Iowa & University of Oklahoma
Resistance analysis of infinite networks
Afternoon Excursion
July 2nd (Thu.)

09:00–09:50 James Parkinson, University of Sydney
Random walks on p-adic groups and affine buildings
10:00–10:30 Coffee
10:40–11:10 Agelos Georgakopoulos, Graz University of Technology
Uniqueness of currents in an electrical network of finite
total resistance
11:20–11:50 Jörg Schmeling, Lund University
Large dimension of limit sets of Kleinian groups and
transience of critical random walks
12:00–12:20 Riddhi Shah, Jawaharlal Nehru University
Distal actions on locally compact groups
12:20–14:30 Lunch
14:30–15:20 Vadim Kaimanovich, University of Ottawa
Random graphs, stochastic homogenization and
equivalence relations
15:30–16:00 Alexander Bendikov, University of Wroclaw
On a class of random walks on groups with infinite
number of generators
16:00–16:40 Coffee
16:40–17:30 Volodymyr Nekrashevych, Texas A& M University
Hyperbolic duality
17:40–18:00 Fréderic Mathéus, LMAM University of South-Brittany
Poisson boundary of free-by-cyclic groups
Programme: Alp-Workshop 2009 xiii
July 3rd, (Fri.)

09:00–09:50 Klaus Schmidt, University of Vienna
Sandpiles and the harmonic model
10:00–10:40 Coffee
10:40–11:10 Tatiana Smirnova-Nagnibeda, University of Geneva
Sandpiles and self-similar groups
11:20–11:50 Markus Neuhauser, RWTH Aachen
Further examples to a question of Atiyah
11:50–13:30 Lunch
13:30–14:00 Michael Björklund, Hebrew University
Sharp sumset inequalities for Bohr sets
14:10–15:00 Anatoly Vershik, St.Petersburg State University
Adjoint dynamics to a question of Atiyah
Programme of the Alp-Workshop 2009

July 4th (Sat.)
09:15–09:30 Welcome
09:30–10:15 Christoph Pittet, University of Aix-Marseille 1
Return probabilities and spectral distribution
of Laplace operators
10:20–11:05 Peter Müller, Ludwigs Maximilians University Munich
Ergodic properties of randomly coloured aperiodic point sets
11:05–11:20 Coffee
11:20–12:05 Tatyana Turova, Lund University
Asymptotic size of the largest cluster in inhomogeneous
random graphs: sub-critical and critical phases
12:10–12:55 Vadim Kaimanovich, Jacobs University Bremen
Stochastic homogenization of graphs: case studies
12:55–14:00 Lunch
14:00–16:30 Short Talks-Session & Coffee
Wolfgang Spitzer, Bernt Metzger, Radoslaw Wojciechowski,
Matthias Keller, Sebastian Müller, Erin Pearse
Evening Hike and Dinner at Mountain Cabin
July 5th (Sun.)

10:00–10:45 Daniel Lenz, Universität Jena
Amenability of Horocyclic Products of
uniformly growing trees
10:45–11:00 Coffee
11:00–11:45 Tatiana Smirnova-Nagnibeda, Geneva University
Amenability and percolation
xiv Programme: Alp-Workshop 2009
11:50–12:35 Jörg Schmeling, Lund University

Random trees generated by a dynamical system
and the structure of typical orbits
12:35–14:00 Lunch
14:00–14:45 Franz Lehner, Graz University of Technology
On the Eigenspaces of Lamplighter Random Walks and
Percolation Clusters on Graphs
14:50–15:55 Poster-Session & Coffee
Erin Pearse, Lorenz Gilch, Ecaterina Sava,
Wilfried Huss, Seon Hee Lim, Michael Matter,
Uta Freiberg, Elisabetta Candellero
16:00–16:45 Peter Mörters, University of Bath
Simultaneous multifractal analysis of branching and
visibility measure on a Galton-Watson tree
17:00–17:45 Ivan Veselić, TU Chemnitz
Percolation clusters on Caley graphs and their spectra
18:00–18:45 Tyll Krüger, Rainer Siegmund-Schultze, TU Berlin
Epidemic processes on networks and generalisations
A Steyr 480a “Postbus” waiting for its passengers to board before

taking them to St. Kathrein am Offenegg, the venue of the Alp-
Workshop 2009.
Donald I. Cartwright
Research Publications
[1] The order completeness of some spaces of vector-valued functions. Bull. Austral.
Math. Soc. 11 (1974), 57–61. MR50#14207.
[2] Extensions of positive operators between Banach lattices. Mem. Amer. Math. Soc.
3 (1975), no. 164, iv + 48 pp. MR52#3913.
[3] (with Lotz, Heinrich P.) Some characterizations of AM - and AL-spaces. Math. Z.
142 (1975), 97–103. MR52#3912.
[4] (with Lotz, Heinrich P.) Disjunkte Folgen in Banachverbänden und Kegel-absolut-
summierende Operatoren. Arch. Math. (Basel) 28 (1977), 525–532. MR58#2442.
[5] (with McMullen, John R.) A note on the fractional calculus. Proc. Edinburgh Math.
Soc. (2) 21 (1978/79), 79–80. MR57#16488.
[6] (with Field, M.J.) A refinement of the arithmetic mean–geometric mean inequality.
Proc. Amer. Math. Soc. 71 (1978), 36–38. MR57#16516.
[7] (with Howlett, Robert B.; McMullen, John R.) Extreme values for the Sidon con-
stant. Proc. Amer. Math. Soc. 81 (1981), 531–537. MR#82c:43005.
[8] (with McMullen, John R.) A structural criterion for the existence of infinite Sidon
sets. Pacific J. Math. 96 (1981), 301–317. MR#83c:43009.
[9] (with McMullen, John R.) A generalized universal complexification for compact
groups. J. Reine Angew. Math. 331 (1982), 1–15. MR#84d:22009.
[10] Lp -norms of characters on the exceptional compact Lie groups. Boll. Un. Mat. Ital.
B (6) 2 (1983), 339–351. MR#84i:22014.
[11] (with Soardi, Paolo M.) Best conditions for the norm convergence of Fourier series.
J. Approx. Theory 38 (1983), 344–353. MR#85a:42017.
[12] Lebesgue constants for Jacobi series. Proc. Amer. Math. Soc. 87 (1983), 427–433.
MR#84b:42019.
[13] (with Brown, Timothy C.; Eagleson, G.K.) Characterizations of invariant distribu-
tions. Math. Proc. Cambridge Philos. Soc. 97 (1985), 349–355. MR#86i:60023.
[14] (with Barbour, A.D.; Donnelly, J.B.; Eagleson, G.K.) A new rank test for the k-
sample problem. Comm. Statist. A – Theory Methods. 14 (1985), 1471–1484.
[15] (with Brown, Timothy C.; Eagleson, G.K.) Correlations and characterizations of
the uniform distribution. Austral. J. Statist. 28 (1986), 89–96. MR#87i:62032.
[16] (with Soardi, Paolo M.) Harmonic analysis on the free product of two cyclic groups.
J. Funct. Anal. 65 (1986), 147–171. MR#87m:22015.
[17] (with Soardi, Paolo M.) Random walks on free products, quotients and amalgams.
Nagoya Math. J. 102 (1986), 163–180. MR#88i:60120a.
[18] (with Soardi, Paolo M.) A local limit theorem for random walks on the carte-
sian product of discrete groups. Boll. Un. Mat. Ital. (7) 1-A (1987), 107–115.
MR#89a:60159.
[19] Some examples of random walks on free products of discrete groups. Annali di
Matematica pura ed applicata 106 (1988), 1–15. MR#90f:60018.
[20] (with Kucharski, Krzysztof) Jackson’s theorem for compact connected Lie groups.
J. Approx. Theory 55 (1988), 352–359. MR#89j:43008.
xvi Publications of D.I. Cartwright
[21] Random walks on direct sums of discrete groups. J. Theoretical Probability 1 (1988),
341–356. MR#89j:60013.
[22] (with P.M. Soardi) Convergence to ends for random walks on the automorphism
group of a tree. Proc. Amer. Math. Soc. 107 (1989), 817–823. MR#90f:60137.
[23] On the asymptotic behaviour of convolution powers of probabilities on discrete
groups. Monatshefte für Mathematik 107 (1989), 287–290. MR#91a:60024.
[24] (with S. Sawyer) The Martin boundary for general isotropic random walks on a
tree. J. Theoretical Probability 4 (1991), 111–136.
[25] (with Wolfgang Woess) Infinite graphs with nonconstant Dirichlet finite harmonic
functions. SIAM J. Discrete Math. 5 (1992), 380–385.
[26] Singularities of the Green function of a random walk on a discrete group. Monats-
hefte für Mathematik 113 (1992), 183–188.
[27] (with P.M. Soardi, Wolfgang Woess) Martin and end compactifications of non lo-
cally finite graphs. Trans. Amer. Math. Soc. 338 (1993), 679–693.
[28] (with Anna Maria Mantero, Tim Steger and Anna Zappa) Groups acting simply
transitively on the vertices of a building of type Ã2 I, Geom. Ded. 47 (1993), 143–
166.
[29] (with Anna Maria Mantero, Tim Steger and Anna Zappa) Groups acting simply
transitively on the vertices of a building of type Ã2 II: the cases q = 2 and q = 3,
Geom. Ded. 47 (1993), 167–226.
[30] (with Wojciech Mlotkowski and Tim Steger) Property (T ) and A 2 -groups. Annales
de l’Institut Fourier 44 (1994), 213–248.
[31] (with Wojciech Mlotkowski) Harmonic analysis for groups acting on triangle build-
ings. J. Aust. Math. Soc. 56 (1994), 345–383.
[32] (with Vadim A. Kaimanovich and Wolfgang Woess) Random walks on the affine
group of local fields and homogeneous trees. Annales de l’Institut Fourier 44 (1994),
1243–1288.
[33] Groups acting simply transitively on the vertices of a building of type Ãn . Proceed-
ings of the 1993 Como conference “Groups of Lie type and their geometries”, pp.
43–76, W.M. Kantor, L. Di Martino, editors, London Mathematical Society Lecture
Note Series 207, Cambridge University Press, 1995.
[34] (with Michael Shapiro) Hyperbolic buildings, affine buildings and automatic groups.
Mich. Math. J., 42 (1995), 511–523.
[35] A brief introduction to buildings, Contemp. Math. 206 (1997), 45–77.
[36] (with Tim Steger) A family of Ãn -groups. Israel J. Math., 103 (1998), 125–140.
[37] (with Tim Steger) Application of the Bruhat-Tits tree of SU3 (h) to some Ã2 groups.
J. Aust. Math. Soc., 64 (1998), 329–344.
[38] Harmonic functions on buildings of type Ãn . Proceedings of the 1997 Cortona
conference “Random Walks and Discrete Potential Theory”, pp. 104–138, Mas-
simo Picardello and Wolfgang Woess, editors, Symposia Mathematica, vol XXXIX,
Cambridge University Press, 1999.
[39] (with Gabriella Kuhn and Paolo M. Soardi) A product formula for spherical rep-
resentations of a group of automorphisms of a homogeneous tree, I. Trans. Amer.
Math. Soc., 353 (2001), 349–364.
Publications of D.I. Cartwright xvii
[40] (with Gabriella Kuhn) A product formula for spherical representations of a group
of automorphisms of a homogeneous tree, II. Trans. Amer. Math. Soc. 353 (2001),
2073–2090.
[41] Spherical harmonic analysis on buildings of type Ãn . Monatshefte für Mathematik
133 (2001), 93–109.
[42] (with Tim Steger) Elementary symmetric polynomials in numbers of modulus 1.
Canadian J. Math. 54 (2002), 239–262.
[43] (with Joseph Kupka) When factorial quotients are integers. Gazette Aust. Math.
Soc. 29 (2002), 19–26.
[44] (with Gabriella Kuhn) Restricting cuspidal representations of the group of auto-
morphisms of a homogeneous tree. Boll. Un. Mat. Ital. (8) 6-B (2003), 353–379.
[45] (with Patrick Solé and Andrzej Żuk) Ramanujan geometries of type Ãn . Discrete
Mathematics 269 (2003), 35–43.
[46] (with Wolfgang Woess) Isotropic random walks in a building of type Ãd . Math.
Zeitschrift. 247 (2004), 101–135.
[47] (with Bernhard Krön) On Stallings’ unique factorization groups. Bulletin Austral.
Math. Soc. 73 (2006), 27–36.
[48] (with Wolfgang Woess) The spectrum of the averaging operator on a network (met-
ric graph). Illinois J. Math. 51 (2007), 805–830.
[49] (with Tim Steger) Enumeration of the 50 fake projective planes. C. R. Acad. Sci.
Paris, Ser. I 348 (2010), 11–13.
Massimo A. Picardello
[1] A. Figà-Talamanca, M.A. Picardello, Multiplicateurs de A(G) qui ne sont pas dans
B(G), C. R. Acad. Sci. Paris 277 (1973), 117–119.
[2] M.A. Picardello, Lacunary sets in discrete noncommutative groups, Boll. Un. Mat.
It. 8 (1973), 494–508.
[3] M.A. Picardello, Random Fourier series on compact noncommutative groups,
Canad. J. Math. 27 (1975), 1400–1407.
[4] A. Figà-Talamanca, M.A. Picardello, Functions that operate on the algebra B0 (G),
Pacific J. Math. 74 (1978), 57–61.
[5] M.A. Picardello, Locally compact unimodular groups with atomic dual, Rend. Sem.
Mat. Fis. Milano 48 (1978), 197–216.
[6] M.A. Picardello, A unimodular non-type I group with purely atomic regular repre-
sentation, Boll. Un. Mat. It. 16-A (1979), 331–334.
[7] G. Mauceri, M.A. Picardello, Noncompact unimodular groups with purely atomic
Plancherel measures, Proc. Amer. Math. Soc. 78 (1980), 77–84.
[8] M.A. Picardello, Unimodular Lie groups without discrete series, Boll. Un. Mat. It.
1-C (1980), 61–80.
[9] G. Mauceri, M.A. Picardello, F. Ricci, Hardy spaces associated with twisted convo-
lution, Advances Math. 39 (1981), 270–288.
[10] G. Mauceri, M.A. Picardello, F. Ricci, Twisted convolution, Hardy spaces and
Hörmander multipliers, Rend. Circ. Mat. Palermo (Suppl. 1) (1981), 191–203.
[11] A. Figà-Talamanca, M.A. Picardello, Spherical functions and harmonic analysis
on free groups, J. Functional Anal. 47 (1982), 281–304.
[12] M.A. Picardello, Spherical functions and local limit theorems on free groups, Ann.
Mat. Pura Appl. 133 (1983), 177–191.
[13] A. Iozzi, M.A. Picardello, Graphs and convolution operators, in “Topics in Modern
Harmonic Analysis” 1, Ist. Naz. Alta Matem., Roma (1983), 187–208.
[14] A. Iozzi, M.A. Picardello, Spherical functions on symmetric graphs, Lecture Notes
in Math. 993, Springer, New York–Berlin (1983), 344–386.
[15] A. Figà-Talamanca, M.A. Picardello, Restriction of spherical representations of
P GL2 (Qp ) to a discrete subgroup, Proc. Amer. Math. Soc. 91 (1984), 405–408.
[16] J. Faraut, M.A. Picardello, The Plancherel measures for symmetric graphs, Ann.
Mat. Pura Appl. 138 (1984), 151–155.
[17] M.A. Picardello, W. Woess, Random walks on amalgams, Monatshefte Math. 100
(1985), 21–33.
[18] M.A. Picardello, Positive definite functions and Lp -convolution operators on amal-
gams, Pacific J. Math. 123 (1986), 209–221.
[19] A. Korányi, M.A. Picardello, Boundary behaviour of eigenfunctions of the Laplace
operator on trees, Ann. Sci. Sc. Norm. Sup. Pisa 13 (1986), 389–399.
[20] M.A. Picardello, W. Woess, Martin boundaries of random walks: ends of trees and
groups, Trans. Amer. Math. Soc. 302 (1987), 285–305.
Publications of M.A. Picardello xix
[21] A. Korányi, M.A. Picardello, M.H. Taibleson, Hardy spaces on non–homogeneous

trees, Symp. Math. 29 ( 1987), 205–265.
[22] M.A. Picardello, P. Sjögren, The minimal Martin boundary of a cartesian product
of trees, Proc. Centre Math. Anal. Austral. Nat. Univ. 16 (1988), 226–246.
[23] M.A. Picardello, W. Woess, Harmonic functions and ends of graphs, Proc. Edin-
burgh Math. Soc. 31 (1988), 457–461.
[24] M.A. Picardello, T. Pytlik, Norms of free operators, Proc. Amer. Math. Soc. 104
(1988), 257–261.
[25] J.M. Cohen, M.A. Picardello, The 2-circles and 2-discs problems on trees, Israel J.
Math. 64 (1988), 73–86.
[26] M.A. Picardello, W. Woess, A converse to the mean value property on homogeneous
trees, Trans. Amer. Math. Soc. 311 (1989), 209–225.
[27] M.A. Picardello, W. Woess, Ends of graphs, potential theory and electric networks,
in “Cycles and Rays”, NATO ASI Ser. C, Kluwer Academic Publishers, Dordrecht
(1990), 181–196.
[28] C.A. Berenstein, E. Casadio Tarabusi, J.M. Cohen, M.A. Picardello, Integral geom-
etry on trees, Amer. J. Math. 113 (1991), 441–470.
[29] M.A. Picardello, M.H. Taibleson, Substochastic transition operators on trees and
their associated Poisson integrals, Coll. Math. 59 (1990), 279–296.
[30] M.A. Picardello, M.H. Taibleson, Degeneracy of Hardy spaces on a two-sheeted
graph: a sandwich of trees, Ars Combinatoria 29B (1990), 161–174.
[31] M.A. Picardello, W. Woess, Examples of stable Martin boundaries of Markov chains
in “Potential Theory”, De Gruyter & Co., Berlin – New York (1991), 261–270.
[32] M.A. Picardello, M.H. Taibleson, W. Woess, Harmonic functions on cartesian
products of trees with finite graphs, J. Functional Anal 102 (1991), 379–400.
[33] M.A. Picardello, P. Sjögren, Boundary behaviour of eigenfunctions of the Laplacian
in a bi-tree, J. Reine Angew. Math. 424 (1992), 133–144.
[34] M.A. Picardello, M.H. Taibleson, W. Woess, Harmonic measure on the planar
Cantor set from the viewpoint of graph theory, Discrete Math. 109 (1992), 193–202.
[35] C.A. Berenstein, E. Casadio Tarabusi, M.A. Picardello, Radon transforms on hy-
perbolic spaces and their discrete counterparts, in “Proceedings of the Conference
in Radon Transforms”, Rende (1991).
[36] M.A. Picardello, W. Woess, Martin boundaries of Cartesian products of Markov
chains, Nagoya Math. J. 128 (1992), 153–169.
[37] E. Casadio Tarabusi, J.M. Cohen, M.A. Picardello, The horocyclical Radon trans-
form on trees, Israel J. Math. 78 (1992), 363–380.
[38] M. Bozejko, M.A. Picardello, Weakly amenable groups and amalgamated products,
Proc. Amer. Math. Soc. 117 (1993), 1039–1046.
[39] E. Casadio Tarabusi, J.M. Cohen, F. Colonna, M.A. Picardello, Characterization
of the range and functional analysis of the X-ray transform on trees, C. R. Acad.
Sci. Paris 316 (1993), 559–564.
[40] E. Casadio Tarabusi, J.M. Cohen, M.A. Picardello, The range of the X-ray trans-
form on trees, Adv. Math 109 (1994), 143–156.
xx Publications of M.A. Picardello
[41] M.A. Picardello, W. Woess, The full Martin boundary of the bi-tree, Ann. Prob. 22
(1994), 2203–2222.
[42] F. Di Biase, M.A. Picardello, The Green formula and H p spaces on trees, Math.
Zeitsch. 218 (1995), 253–272.
[43] M. Pagliacci, M.A. Picardello, Heat diffusion on homogeneous trees, Adv. Math 100
(1995), 175–190.
[44] J. Cohen, F. Colonna, M.A. Picardello, Image reconstruction from exponential blur-
ring, Circuits, Systems, Signal Process. 15 (1996), 261–274.
[45] M.A. Picardello, Characterizing harmonic functions by mean value properties on
trees and symmetric spaces, Contemp. Math. 206 (1997), 161–163.
[46] E. Casadio-Tarabusi, J.M. Cohen, A. Korányi, M.A. Picardello, Converse mean
value theorems on trees and symmetric spaces, Jour. Lie Theory 8 (1998), 229–254.
[47] M.A. Picardello, The geodesic Radon transform on trees, in “Harmonic Analysis
and Integral Geometry”, CRC/Chapman Hall (2000).
[48] E. Casadio-Tarabusi, S.G. Gindikin, M.A. Picardello, The circle Radon transform
on trees, Diff. Geom. and Applications 19 (2003), 295–305.
[49] N. Arcozzi, E. Casadio-Tarabusi, F. Di Biase, M.A. Picardello, A potential theoretic
approach to twisting, in “New Trends in Potential Theory”, The Theta Foundation,
Bucharest (2005), 3–15.
[50] N. Arcozzi, E. Casadio-Tarabusi, F. Di Biase, M.A. Picardello, Twist points of
planar domains, Trans. Amer. Math. Soc. 358 (2006), 2781–2798.
[51] E. Casadio-Tarabusi, M.A. Picardello, The algebras generated by the Laplace oper-
ators in a semi-homogeneous tree, preprint.
[52] L. Atanasi, M.A. Picardello, The Lusin area function and local admissible conver-
gence of harmonic functions on homogeneous trees, Trans. Amer. Math. Soc. 360
(2008), 3327–3343.
[53] J.M. Cohen, M. Pagliacci, M.A. Picardello, Radial heat diffusion from the root of
a semi-homogeneous tree and the combinatorics of paths, Boll. Un. Mat. It. 1 (3)
(2008), 619–628.
[54] F. Andreano, M.A. Picardello, Approximate identities on some homogeneous Ba-
nach spaces, Monashefte Math. 158 (2009), 235–246.
[55] M.A. Picardello, Local admissible convergence of harmonic functions on non-homo-
geneous trees, in print in Colloquium Math.
Books
[1] A. Figà-Talamanca, M.A. Picardello, “Harmonic Analysis on Free Groups ”, Lecture
Notes in Pure and Appl. Math. 87, M. Dekker, New York–Basel, 1983.
[2] S. Campi, M.A. Picardello, G. Talenti, “ Analisi Matematica e Calcolatori”, Bor-
inghieri, Torino, 1990.
[3] M.A. Picardello (ed.), “Harmonic Analysis and Discrete Potential Theory”, Plenum
Publishing Co. 1992.
[4] W. Baldoni, M.A. Picardello (eds.), “Representation Theory of Lie Groups and
Quantum Groups”, Pitman Research Notes in Math. 311, Longman, Harlow, Essex,
1994.
Publications of M.A. Picardello xxi
[5] E. Casadio Tarabusi, M.A. Picardello, G. Zampieri (eds.), “Integral Geometry,

Radon Transforms and Complex Analysis”, Lecture Notes in Math. 1684, Springer,
Berlin, Heidelberg, New York, 1998.
[6] M.A. Picardello, W. Woess (eds.), “Random Walks and Discrete Potential Theory”,
Cambridge University Press Symp. Math., Cambridge University Press, Cambridge,
1999.
[7] M.A. Picardello (ed.), “Harmonic Analysis and Integral Geometry ”, CRC/Chap-
man Hall, 2000.
[8] A. D’Agnolo, E. Casadio Tarabusi, M.A. Picardello (eds.), “ Representation Theory
and Complex Analysis”, Lecture Notes in Math. 1931 (2006), Springer, Berlin,
Heidelberg, New York.
[9] M.A. Picardello, “Analisi di Fourier e trattamento numerico dei segnali”,
www.mat.uniroma2.it/ picard/SMC/
didattica/materiali did/An.Arm./LIBRO.pdf
[10] M.A. Picardello, L. Zsidó, “Appunti di Algebra Lineare”,
http://www.mat.uniroma2.it/ picard/SMC/
didattica/materiali did/Alg.Lin./AlgLin.pdf
[11] M.A. Picardello, “Algoritmi e metodi numerici, analitici e statistici
in Computer Graphics”,
www.mat.uniroma2.it/∼picard/SMC/
didattica/materiali did/Comp.Graph./Note di Computer Graphics.pdf
[12] M.A. Picardello, “Elaborazione digitale di immagini con Adobe Photoshop”,
www.mat.uniroma2.it/∼picard/SMC/didattica/materiali did/Photoshop/
Libro Photoshop.pdf
[13] M.A. Picardello, “Il linguaggio Java”,
www.mat.uniroma2.it/∼picard/SMC/
didattica/materiali did/Java/Matematica Computazionale/
Matem Computazionale.pdf
[14] A. Pantano, M.A. Picardello, “Rappresentazioni di SL2 (R)”, in preparation.
Vadim A. Kaimanovich
[1] A.M. Vershik, V.A. Kaimanovich, Random walks on groups: boundary, entropy and
uniform distribution, Dokl. Akad. Nauk SSSR, 249 (1979), 15–18 (Russian); English
translation: Soviet Math. Dokl., 20 (1979), 1170–1173.
[2] V.A. Kaimanovich, Spectral measure of the transition operator and harmonic func-
tions connected with random walks on discrete groups, Zapiski Nauchn. Sem. LOMI,
97 (1980), 102–109 (Russian); English translation; J. Soviet Math., 24 (1984), 550–
555.
[3] V.A. Kaimanovich, Boundaries of random walks on discrete groups, Diploma (MSc)
Thesis, Leningrad University, 1980 (Russian).
[4] V.A. Kaimanovich, Boundaries of random walks on discrete groups, Teoriya Veroy-
atn. i ee Prim., 26:3(1981), 637–639 (Russian); English translation: Theory Probab.
Appl., 26:3(1981), 624–625.
[5] V.A. Kaimanovich, A topological model of the boundary for random walks on groups,
VINITI publ. 5052–81, 1981 (Russian).
[6] V.A. Dymshits, V.A. Kaimanovich, On the problem of the genetic code structure,
Proceedings of the Annual Conference of Young Scientists, Tartu University, 1981
(Russian).
[7] V.A. Kaimanovich, Examples of non-commutative groups with non-trivial exit
boundary, Zapiski Nauchn. Sem. LOMI, 123 (1983), 167–184 (Russian); English
translation: J. Soviet Math., 28 (1985), 579–591.
[8] V.A. Kaimanovich, The differential entropy of the boundary of a random walk on
a group, Uspekhi Mat. Nauk, 38:5(1983), 187–188 (Russian); English translation:
Russian Math. Surveys, 38:5(1983), 142–143.
[9] V.A. Kaimanovich, A.M. Vershik, Random walks on discrete groups: boundary and
entropy, Ann. Probab., 11 (1983), 457–490.
[10] V.A. Kaimanovich, A complete description of the tail sigma-algebra of random walks
and related problems, Teoriya Veroyatn. i ee Prim., 30:1(1985), 189–190 (Russian);
English translation: Theory Probab. Appl., 30:1(1985), 207–208.
[11] V.A. Kaimanovich, An entropy criterion for maximality of the boundary of random
walks on discrete groups, Dokl. Akad. Nauk SSSR, 280 (1985), 1051–1054 (Russian);
English translation: Soviet Math. Dokl., 31 (1985), 193–197.
[12] V.A. Kaimanovich, The uniform distribution on compact homogeneous spaces and
the Kantorovich-Rubinshtein metric, Teoriya Veroyatn. i ee Prim., 30:4(1985), 779–
782 (Russian); English translation: Theory Probab. Appl., 30:4(1985), 828–831.
[13] V.A. Kaimanovich, A global law of large numbers for the Lie groups, Fourth In-
ternational Vilnius Conference on Probability Theory and Mathematical Statistics,
Abstracts of Communications, Akad. Nauk Litovsk. SSR, Vilnius, 1985, 2, 9–11
(Russian).
[14] V.A. Kaimanovich, Boundaries of random walks on discrete groups, Candidate of
Sciences (Ph. D.) Thesis, Leningrad University, 1985 (Russian).
[15] V.A. Kaimanovich, Brownian motion and harmonic functions on covering mani-
folds. An entropy approach, Dokl. Akad. Nauk SSSR, 288 (1986), 1045–1049 (Rus-
sian); English translation: Soviet Math. Dokl., 33 (1986), 812–816.
Publications of V.A. Kaimanovich xxiii
[16] V.A. Kaimanovich, Boundaries of random walks on polycyclic groups and the law
of large numbers for solvable Lie groups, Vestnik Leningrad. Univ. Mat. Mekh.
Astronom., 1987, vyp. 4, 93–95 (Russian); English translation: Vestnik Leningrad
University: Mathematics, 20:4(1987), 49–52.
[17] V.A. Kaimanovich, Lyapunov exponents, symmetric spaces and a multiplicative er-
godic theorem for semi-simple Lie groups, Zapiski Nauchn. Sem. LOMI, 164 (1987),
30–46 (Russian); English translation: J. Soviet Math., 47 (1989), 2387–2398.
[18] V.A. Kaimanovich, Brownian motion on manifolds and Markov chains, Abstracts
of Communications at the Leningrad Probability Seminar, 1987 (Russian).
[19] V.A. Kaimanovich, Brownian motion on foliations: entropy, invariant measures,
mixing, Funktsional. Anal. i Prilozhen., 22:4(1988), 82–83 (Russian); English trans-
lation: Funct. Anal. Appl., 22:4(1988), 326–328.
[20] V.A. Kaimanovich, Boundary and entropy of random walks in random environment,
Fifth International Vilnius Conference on Probability Theory and Mathematical
Statistics, Abstracts of Communications, Akad. Nauk Litovsk. SSR, Vilnius, 1989,
1, 234–235.
[21] V.A. Kaimanovich, The entropy and the Liouville property of Riemannian mani-
folds, Uspekhi Mat. Nauk, 44:4(1989), 225–226 (Russian); English translation: Rus-
sian Math. Surveys, 44:4(1989), 195–196.
[22] V.A. Kaimanovich, Harmonic and holomorphic functions on coverings of complex
manifolds, Mat. Zametki, 46:5(1989), 94–96 (Russian).
[23] V.A. Kaimanovich, E.M. Krupitski, A.V. Spirov, The possible contribution of in-
tracellular electric fields to oriented assemblage of microtubules, Journal of Bioelec-
tricity, 8 (1989), 243–245.
[24] V.A. Kaimanovich, Boundary and entropy of random walks in random environment,
Probability Theory and Mathematical Statistics, Fifth International Conference,
Vilnius, 1989 (B. Grigelionis, Yu.V. Prohorov, V.V. Sazonov, V. Statulivicius eds.),
Mokslas-VSP, Vilnius-Utrecht, 1990, 1, 573–579.
[25] V.A. Kaimanovich, Invariant measures of the geodesic flow and measures at infinity
on negatively curved manifolds, Ann. Inst. H. Poincaré, Phys. Théor., 53 (1990),
361–393.
[26] V.A. Kaimanovich, E.M. Krupitski, A.V. Spirov, Possible role of intracellular elec-
tric fields in microtubule assembly orientation, Biofizika, 35 (1990), 603–604 (Rus-
sian).
[27] V.A. Kaimanovich, Bowen-Margulis and Patterson measures on negatively curved
compact manifolds, Dynamical Systems and Related Topics, Nagoya, 1990 (K. Shi-
raiwa ed.), World Sci. Publishing, River Edge, NJ, 1991, 223–232.
[28] V.A. Kaimanovich, Poisson boundaries of random walks on discrete solvable groups,
Probability Measures on Groups X, Oberwolfach, 1990 (H. Heyer ed.), Plenum, New
York, 1991, 205–238.
[29] V.A. Kaimanovich, Dirichlet norms, capacities and generalized isoperimetric in-
equalities for Markov operators, Potential Anal., 1 (1992), 61–82.
[30] V.A. Kaimanovich, W. Woess, The Dirichlet problem at infinity for random walks
on graphs with a strong isoperimetric inequality, Probab. Theory Related Fields,
91 (1992), 445–466.
xxiv Publications of V.A. Kaimanovich
[31] V.A. Kaimanovich, Bi-harmonic functions on groups, C. R. Acad. Sci. Paris Sér. I
Math., 314 (1992), 259–264.
[32] V.A. Kaimanovich, Discretization of bounded harmonic functions on Riemannian
manifolds and entropy, Potential Theory, Nagoya, 1990 (M. Kishi ed.), de Gruyter,
Berlin, 1992, 213–223.
[33] V.A. Kaimanovich, Measure-theoretic boundaries of Markov chains, 0-2 laws and
entropy, Harmonic Analysis and Discrete Potential Theory, Frascati, 1991 (M.A.
Picardello ed.), Plenum, New York, 1992, 145–180.
[34] V.A. Kaimanovich, O.V. Narvskaya, V.V. Babkov, L.A. Kaftyreva, Computer-aided
statistical analysis of the biological properties of Salmonella Typhimurium, J. Mi-
crobiol., 1992, no. 1, 70 (Russian).
[35] V.A. Kaimanovich, The Poisson boundary of hyperbolic groups, C. R. Acad. Sci.
Paris Sér. I Math., 318 (1994), 59–64.
[36] V.A. Kaimanovich, E.M. Krupitski, A.V. Spirov, Electrical activity of biomem-
branes and vectorization of intracellular processes, Electro- and Magnetobiology, 13
(1994), 149–158.
[37] V.A. Kaimanovich, Ergodicity of harmonic invariant measures for the geodesic flow
on hyperbolic spaces, J. Reine Angew. Math., 455 (1994), 57–103.
[38] D. Cartwright, V.A. Kaimanovich, W. Woess, Random walks on the affine group
of local fields and of homogeneous trees, Ann. Inst. Fourier (Grenoble), 44 (1994),
1243–1288.
[39] V.A. Kaimanovich, The Poisson boundary of covering Markov operators, Israel J.
Math., 89 (1995), 77–134.
[40] V.A. Kaimanovich, The Poisson boundary of polycyclic groups, Probability mea-
sures on groups and related structures, XI, Oberwolfach, 1994 (H. Heyer ed.), World
Sci. Publishing, River Edge, NJ, 1995, 182–195.
[41] V.A. Kaimanovich, W. Woess, Construction of discrete, non-unimodular hyper-
groups, Probability measures on groups and related structures, XI, Oberwolfach,
1994 (H. Heyer ed.), World Sci. Publishing, River Edge, NJ, 1995, 196–209.
[42] V.A. Kaimanovich, Boundaries of invariant Markov operators: the identifica-
tion problem, Ergodic Theory of Zd actions, Warwick, 1993–1994 (M. Pollicott,
K. Schmidt eds.), London Math. Soc. Lecture Note Ser. 228 (1996), 127–176.
[43] V.A. Kaimanovich, H. Masur, The Poisson boundary of the mapping class group,
Invent. Math., 125 (1996), 221–264.
[44] V.A. Kaimanovich, E.M. Krupitski, A.V. Spirov, Electrical activity of biomem-
branes and oriented assemblage of microtubules in neurones, Suppl. “Consciousness
Research Abstracts”, J. Consciousness Studies, 3 (1996), 73.
[45] V.A. Kaimanovich, Harmonic functions on discrete subgroups of semi-simple Lie
groups, Contemp. Math., 206 (1997), 133–136.
[46] V.A. Kaimanovich, Hopf-Tsuji-Sullivan theorem, Encyclopedia of Mathematics,
Kluwer, Dordrecht, 1997, 300–301.
[47] V.A. Kaimanovich, Gromov hyperbolic space, Encyclopedia of Mathematics, Kluwer,
Dordrecht, 1997, 277–278.
[48] V.A. Kaimanovich, Hopf alternative, Encyclopedia of Mathematics, Kluwer, Dor-
drecht, 1997, 294–296.
Publications of V.A. Kaimanovich xxv
[49] V.A. Kaimanovich, Amenability, hyperfiniteness and isoperimetric inequalities, C.

R. Acad. Sci. Paris, Sér. I 325 (1997), 999–1004.
[50] V.A. Kaimanovich, H. Masur, The Poisson boundary of Teichmüller space, J. Funct.
Anal. 156 (1998), 301–332.
[51] V.A. Kaimanovich, Hausdorff dimension of the harmonic measure on trees, Ergodic
Theory Dynam. Systems 18 (1998), 631–660.
[52] V.A. Kaimanovich, A. Fisher, A Poisson formula for harmonic projections, Ann.
Inst. H. Poincaré Prob. Stat. 34 (1998), 209–216.
[53] V.A. Kaimanovich, A discrete time Harnack inequality and its applications, Ran-
dom Walks and Discrete Potential Theory, Cortona, 1997 (M. Picardello, W. Woess
eds.), Cambridge Univ. Press, Symposia Mathematica 29 (1999), 214–230.
[54] V.A. Kaimanovich, Ergodicity of the horocycle flow, Dynamical Systems, Luminy-
Marseille, 1998, World Sci. Publishing River Edge, NJ, 2000, 274–286.
[55] V.A. Kaimanovich, Ergodic properties of the horocycle flow and classification of
Fuchsian groups, J. Dynam. Control Systems 6 (2000), 21–56.
[56] V.A. Kaimanovich, The Poisson formula for groups with hyperbolic properties, Ann.
of Maths. 152 (2000), 659–692.
[57] V.A. Kaimanovich, Equivalence relations with amenable leaves need not be amen-
able, Topology, Ergodic Theory, Real Algebraic Geometry, Amer. Math. Soc. Transl.
(Ser. 2) 202 (2001), 151–166.
[58] V.A. Kaimanovich, W. Woess, Boundary and entropy of space homogeneous Markov
chains, Ann. Probab. 30 (2002), 323–363.
[59] V.A. Kaimanovich, Non-Euclidean affine laminations, Foliations: geometry and dy-
namics (Warsaw, 2000), World Sci. Publishing, River Edge, NJ, 2002, 333–349.
[60] V.A. Kaimanovich, K. Schmidt, Ergodicity of cocycles. I: General theory, preprint,
2000.
[61] V.A. Kaimanovich, Y. Kifer, B.-Z. Rubshtein, Boundaries and harmonic func-
tions for random walks with random transition probabilities, J. Theoret. Probab.
17 (2004), 605–646.
[62] V.A. Kaimanovich, SAT actions and ergodic properties of the horosphere foliation,
Rigidity in Dynamics and Geometry (Cambridge, 2000), Springer, Berlin, 2002,
261–282.
[63] V.A. Kaimanovich, The Poisson boundary of amenable extensions, Monatsh. Math.
136 (2002), 9–15.
[64] V.A. Kaimanovich, Random walks on Sierpinski graphs: hyperbolicity and stochastic
homogenization, in: Fractals in Graz 2001, Birkhäuser, Basel, 2002, 145–183
[65] S. Kh. Aranson, V.Z. Grines, V.A. Kaimanovich, Classification of supertransitive
2-webs on surfaces, J. Dynam. Control Systems 9 (2003), 455–468.
[66] V.A. Kaimanovich, Double ergodicity of the Poisson boundary and applications to
bounded cohomology, GAFA, 13 (2003), 852–861.
[67] V.A. Kaimanovich, Boundary amenability of hyperbolic spaces, Contemp. Math.,
347 (2004), 83–111.
[68] V.A. Kaimanovich, Amenability and the Liouville property, Israel J. Math., 149
(2005), 45–85.
[69] V.A. Kaimanovich, “Münchhausen trick” and amenability of self-similar groups,
Internat. J. Algebra Comput. 15 (2005), 907–937.
xxvi Publications of V.A. Kaimanovich
[70] V.A. Kaimanovich, I. Kapovich, P. Schupp, Generic stretching factors for free group
automorphisms, Israel J. Math. 157 (2007), 1–46.
[71] V.A. Kaimanovich, Self-similarity and random walks. In: Fractal Geometry and
Stochastics IV. Progress in Probability 61, Birkhäuser, 2009, pp. 45–70.
[72] V.A. Kaimanovich, F. Sobieczky, Stochastic homogenization of horospheric tree
products. In: Probabilistic Approach to Geometry. Advanced Studies in Pure Math-
ematics 57, Mathematical Society of Japan, 2010, pp. 199–229.
[73] L. Bartholdi, V.A. Kaimanovich, V. Nekrashevych, On amenability of automata
groups, Duke Math. J., to appear (2010); available at arXiv:0802.2837 (February
2008).
[74] V.A. Kaimanovich, Hopf decomposition and horospheric limit sets, Ann. Acad. Sci.
Fenn. Math., to appear (2010); available at arXiv:0807.0995 (July 2008).
[75] V.A. Kaimanovich, V. Le Prince, Matrix random products with singular harmonic
measure, Geom. Dedicata, to appear (2010); available at arXiv:0807.1015 (July
2008).
[76] R.I. Grigorchuk, V.A. Kaimanovich, T. Nagnibeda, Ergodic properties of boundary
actions and Nielsen–Schreier theory, arXiv:0901.4734 (January 2009).
In preparation:
[77] T. Bühler, V.A. Kaimanovich, Markov operators on groupoids and amenability.
[78] P. Freitas, V.A. Kaimanovich, Compactifications of symmetric spaces.
[79] V.A. Kaimanovich, Boundary behaviour of Thompson’s group.
[80] V.A. Kaimanovich, Differential properties of Gibbs measures on negatively curved
manifolds.
[81] V.A. Kaimanovich, Poisson boundary of discrete groups: a survey.
[82] V.A. Kaimanovich, V. Le Prince, Random walks with maximal entropy on free prod-
ucts.
[83] V.A. Kaimanovich, K. Schmidt, Ergodicity of cocycles. II. Geometric applications.
[84] V.A. Kaimanovich, F. Sobieczky, Horospheric products of random trees.
Books
[1] N. Martin, J. England, Mathematical Theory of Entropy, Mir, Moscow, 1988, trans-
lation into Russian and editorial comments.
[2] V.A. Kaimanovich (ed.) Random walks and geometry (Vienna, 2001), de Gruyter,
2004.
[3] V.A. Kaimanovich, M. Lyubich, Conformal and harmonic measures on laminations
associated with rational maps, AMS, 2005.
[4] V.A. Kaimanovich, A.A. Lodkin (eds.), Representation Theory, Dynamical Systems,
and Asymptotic Combinatorics, AMS, 2006.
In preparation:
[5] V.A. Kaimanovich, B.-Z. Rubshtein, Partitions in ergodic theory and probability.
[6] V.A. Kaimanovich, Boundary and entropy of random walks on countable groups.
[7] V.A. Kaimanovich, Amenability beyond groups.
Progress in Probability, Vol. 64, 1–14

c 2011 Springer Basel AG
An Inaccessible Graph
M.J. Dunwoody
Abstract. An inaccessible, vertex transitive, locally finite graph is described.

This graph is not quasi-isometric to a Cayley graph.
Mathematics Subject Classification (2000). Primary 05C63; Secondary 05E18.
Keywords. Ends of graphs, quasi-isometry.
1. Introduction
Let X be a locally finite connected graph. A ray is a sequence of distinct vertices
v0 , v1 , . . . such that vi is adjacent to vi+1 for each i = 1, 2, . . . . Obviously for a ray
to exist, the graph X has to be infinite. For any two vertices u, v ∈ V X let d(u, v)
be the length of a shortest path joining u, v.
We say that two rays R, R belong to the same end ω, if for no finite subset
F of V X or EX do R1 and R2 eventually lie in distinct components of X \ F . We
define E(X) to be the set of ends of X.
We say that ω is thin if it does not contain infinitely many vertex disjoint
rays. As in [16] the end ω is said to be thick if it is not thin.
In their nice paper [16] Thomassen and Woess define an accessible graph. A
graph X is accessible if there is some natural number k such that for any two ends
ω1 and ω2 of X, there is a set F of at most k vertices in X such that F separates
ω1 and ω2 , i.e., removing F from X disconnects the graph in such a way that rays
R1 , R2 of ω1 , ω2 respectively eventually lie in distinct components of X \ F .
A finitely generated group G is said to have more than one end (e(G) > 1) if
its Cayley graph X(G, S) with respect to a finite generating set S has more than
one end. This property is independent of the generating set S chosen. Stallings
[14] showed that if e(G) > 1 then G splits over a finite subgroup, i.e., either
G = A ∗C B where C is finite, C = A, C = B or G is an HNN extension G =
A∗C = A, t|t−1 ct = θ(c), where C is finite, C ≤ A and θ : C → A is an injective
homomorphism. A group is accessible if the process of successively factorizing
factors that split in a decomposition of G eventually terminates with factors that
are finite or one ended.
2 M.J. Dunwoody
Thomassen and Woess show that the Cayley graph of a finitely generated
group G is accessible if and only if G is accessible. In [5, 6] I have given examples
of inaccessible groups, and so not every locally finite connected graph is accessible.
Let ω be an end of X. As in [16], p. 259 define k(ω) to be the smallest integer
k such that ω can be separated from any other end by at most k vertices. If this
number does not exist, put k(ω) = ∞.
Thomassen and Woess show that X is accessible if and only if k(ω) < ∞ for
every end ω. We say that an end ω is special if k(ω) = ∞.
In this paper we construct a locally finite, connected, inaccessible, vertex
transitive graph X. The property of being inaccessible is invariant under quasi-
isometry. If X, Y are graphs, then a quasi-isometry θ : X → Y induces a bijection
E(θ) : E(X) → E(Y ) which takes thick ends to thick ends, and special ends to
special ends. One can put a topology on E(X) in a natural way. The map E(θ) is
then a homeomorphism.
Woess asked in [17, 15] if every vertex transitive, locally finite graph is quasi-
isometric to a Cayley graph. It was shown in [11, 12] that the Diestel-Leader
graph DL(m, n), m = n (see [3] or [17]) is not quasi-isometric to a Cayley graph,
answering the question of Woess. It is shown here that the graph X is another
example. I originally thought that X was hyperbolic, and the fact that X was
not quasi-isometric to a Cayley graph then followed because a hyperbolic group
is finitely presented, and would therefore have an accessible Cayley graph by [4].
However there are arbitrarily large cycles in X for which the distance apart of two
vertices in the cycle is the same as that in X. This cannot happen in a hyperbolic
graph. It seems likely that a hyperbolic graph must be accessible.
The vertex transitive graph X we construct is based on a construction in [7].
In that paper, Mary Jones and I construct a finitely generated group G for which
G∼ = A ∗ C G where C is infinite cyclic. The vertex set of the graph X is the set of
left cosets of D in G, where D has index 2 in C. One could take the vertex set of
X to be the left cosets of A or C as they are commensurable with D. In fact it
is easier to work with a G-graph Y quasi-isometric to X, in which there are two
orbits of vertices for the action of G on Y .
In general, if a group G is the commensurizer of a subgroup H, and G is
generated by H ∪ S, then one can construct a vertex transitive, connected graph,
in which the vertices are the cosets of H, and there are edges (H, sH) for each
s ∈ S. If G actually normalizes H, then this graph is a Cayley graph for G/H.
Conversely if X is a connected, vertex transitive, locally finite graph and H is the
stabilizer of a vertex v, then G is the commensurizer of H and G is generated by
H ∪ S, where S is any subset of G with the property that for each u adjacent to
v there is an s ∈ S such that sv = u.
The graph Y has an orbit of cut points, i.e., vertices whose removal discon-
nects the graph. It is well known that cut points in a graph give rise to a tree
decomposition. This is described – for example – in [10], in which the theory of
structure trees is extended to graphs that can be disconnected by removing finitely
many vertices rather than finitely many edges. The cut point tree T for Y has two
An Inaccessible Graph 3
orbits of vertices under G. One orbit corresponds to the set of 2-blocks, where each
2-block is a maximal 2-connected subgraph, and the other orbit corresponds to the
cut points. It is then shown that after a subdivision and two folding operations,
each of which is a quasi-isometry, and removing spikes (a spike is an edge with a ver-
tex of degree one) each 2-block becomes a graph isomorphic to Y . Thus the graph
Y has a self-similarity property that comes from the fact that G ∼ = A∗C G where C
is infinite cyclic. One would not expect this to happen in a Cayley graph, as it is not
possible that for a finitely generated group G to be isomorphic to A ∗C G where C
is finite. This follows from a result of Linnell [13], which indicates that in a process
of successively factorizing factors that split in a decomposition of an inaccessilbe
group G, the size of the finite groups over which the factors split must increase.
Thus after carrying out the subdivision and folding operations, the graph
Y = Y1 becomes a graph Y2 which has a single orbit of disconnecting edges.
Removing (the interior of) all these edges will give a single orbit of points each
with stabilizer a conjugate of A, and a second orbit, consisting of 2-blocks each of
which is isomorphic to Y , with stabilizer conjugate to the subgroup of G which
is the second factor in the decomposition G ∼ = A ∗C G. If we repeat this process
n − 1 times, then we a obtain a graph Yn which has n − 1 orbits of disconnecting
edges. Removing these edges produces n − 1 orbits of vertices each of which has
finite stabilizer, isomorphic to A, and a single orbit of 2-blocks each of which
is isomorphic to Y . Let Bn be one of these blocks. The graph Y has an orbit
of subgraphs each of which is a trivalent tree. Let Z be a particular trivalent
subtree of Y . Although the folding operations do involve folding Z, the result of
the operations is another trivalent tree. We will see that any two rays in Z represent
a particular special end ω of Y . There will also be uncountably many special ends
that do not correspond to a translate of Z. A ray representing a special end must
eventually lie in a translate of Bn , since otherwise it will represent a thin end.
However the initial number xn of points in the ray outside a translate of Bn may
tend to infinity with n. There will be uncountably many such special ends. If the
ray eventually ends up in a translate of Z, then xn is bounded, since each translate
of Z lies in a translate of Bn . Since each translate of Bn contains a translate of Z,
the orbit of ω is dense in the space of special ends.
We will show that in a Cayley graph, if there is a countable set of special ends
which is dense in the subspace of all special ends, then there must be a special end
corresponding to a 1-ended subgraph. There is no special end of Y corresponding
to a 1-ended subgraph, and so the graph Y cannot be quasi-isometric to a Cayley
graph.
As it is important in our construction, we repeat the description of G below.
In another paper [8], Mary Jones and I went on to construct a finitely generated
group G1 for which G1 ∼ = G1 ∗C1 G1 with C1 infinite cyclic. It might be expected
that the coset graph X1 of C1 in G1 has similar properties to X. This will not be
the case. Although X1 is inaccessible and locally finite, it is quasi-isometric to a
Cayley graph. This is because C1 contains a central subgroup Z as a subgroup of
finite index. Then X1 is quasi-isometric to the Cayley graph of G1 /Z.
4 M.J. Dunwoody
a = a1
6
3
a2 b = a0
a 3 = d1
3
a 6 = d0
Figure 1. Subgroup lattice in A
2. The graph
We recall the group G constructed in [7]. Let A = a, b|b3 = 1, a−1 ba = b−1 . As
noted in [7], a2 is in the centre of A and A/a2 ∼ = S3 . Also A is generated by a3
and a b since a (a b)a = a b , and so b = b−1 ∈ a3 , a2 b. The group A has
2 −3 2 3 2 −1 2
a lattice of subgroups as in Fig. 1.

Put x = a3 , y = a2 b. Then, since a2 is central x2 = y 3 . Also y −1 x = y 2 x−1 =
b a and (y −1 x)2 = b−1 ab−1 a = a2 , so (y −1 x)6 = x2 . We have y −1 xy = a2 b−1 ,
−1
and so y −1 xyx−1 = b and (y −1 xyx−1 )3 = 1. Also a = a3 a−2 = x(y −1 x)−2 =

yx−1 y. Note – we use it later – that (xy)6 = (y −1 x−1 )−6 = (y −1 xx−2 )−6 =
(y −1 x)−6 x12 = x10 .
The group G is generated by four elements a, b, c and d, subject to an infinite
set of defining relations as follows. Firstly c−1 dc = d2 , so that c, d generate a
subgroup B isomorphic to the soluble Baumslag-Solitar group BS(1, 2). Also a3 =
d, together with the relations of A, b3 = 1, a−1 ba = b−1 . The remaining relations
are defined inductively. Put d = d1 , a = a1 and di+1 = cdi c−1 so that d2i+1 = di .
Put d0 = d21 and a0 = a2 b. Then, as above, the subgroup A = a, b = a0 , d1 . Now
define inductively ai+1 = ai d−1 −1 −1
i+1 ai , bi+1 = ai di+1 ai di+1 and add the relations
A2
A = A1
a2
a = a1
a2 b = a0
2
3
a = d1
a 6 = d0
Figure 2. Subgroup lattice in G
b3i+1 = 1, a−1 −1 ∼
i+1 bi+1 ai+1 = bi+1 for each i to make Ai+1 = ai+1 , bi+1 = A. Note
−1 −1
that for i = 1 we have a = a1 = a0 d1 a0 = yx y as above. The group G is
best understood in terms of the subgroup lattice shown in Fig. 2 and the folding
sequence shown in Fig. 3. Folding operations are described in [7]. The sequence
here only involves Type II folds and vertex morphisms. In a Type II fold, edges in
the same orbit are folded together. The stabilizer of a representative edge in the
orbit is increased from E to E, g, and the stabilizer of the orbit of the terminal
vertex is increased from U to U, g. Here g is an element of the representative
vertex group V of the initial vertex. It is possible that the initial vertex and
terminal vertex are in the same orbit, i.e., U = V . A vertex morphism involves a
homomorphism of a particular vertex group that restricts to an isomorphism on
any incident edge group. Such a homomorphism induces a morphism of the trees
associated with the graph of groups and a homomorphism of the corresponding
fundamental groups. These morphisms are described in detail in [9]. In fact we do
not use vertex morphisms in our construction as explained below.
In [7] it is shown that G ∼= A ∗C G where A = a, b = a0 , d1 and C = a1 .
Let D = d1 . Let Y be the G-graph with two orbits of vertices V Y = {gA, gD|g ∈
G} and two orbits of edges EY = {(gA, gD), (gD, gcD)|g ∈ G}.
6 M.J. Dunwoody
A = A1 a31 = d1 B
(subdivision)
A1 B
(Type II folds)
A1 a1 a1 , d1 d2 B
(vertex morphism)
A1 a1 = a22 b2 A2 a32 = d2 B
(repeating process)
A1 a1 A2 a2 A3 a33 = d3 B
(repeating process infinitely many times)

A1 A2 A3 B
Figure 3. Folding sequence of graph of groups
In Y the vertex A is incident with [A, D] = 9 edges, as is every vertex in

the same orbit. The vertex D is incident with 4 edges. One edge in one edge orbit
connects D to A and there are three edges in the other orbit connecting D to
cD, c−1 D and dc−1 D. Note that d = d1 fixes the edge (D, cD) and transposes the
edges (D, c−1 D), (D, dc−1 D). If one removes the edges of Y in the first orbit one
is left with a set of 3-regular trees. If one directs these subgraphs by putting an
arrow from D to cD, then every vertex has one edge pointing away from it and
two pointing towards it. The graph Y is connected because G is generated by A, D
and c. One obtains a vertex transitive G-graph X from Y by taking the orbit of
vertices containing D and joining two vertices by an edge if they are joined by an
edge in Y , or they are not joined by an edge in Y but are distance two apart in Y .
In X each vertex will have degree 10. Thus D is a vertex in X. It has 2 vertices
adjacent to it which were already adjacent to it in Y . The one vertex in Y adjacent
to D in Y which is not in X has 9 adjacent vertices including D itself, the 8 other
vertices will be adjacent to D in X. It is easier to work with the graph Y , which
A = A1 a31 = d1 d1
d1
(Type II fold)
A1 d2
d2
(subdivision and Type II folds)

A1 a1 = a22 b2 A2 a32 = d2 d2
d2
(subdivision and Type II folds)

A1 a1 A2 a2 A3 a33 = d3 d3
d3
(repeating infinitely many times)

A1 A2 A3
d1 , d2 , d3 , . . .
Figure 4. Folding sequence of graphs
is quasi-isometric to X. In Fig. 4 a sequence of folding operations is described for

the graph Y . These are similar to those of Fig. 3. However in Fig. 3 the operations
are for trees. Vertex morphisms are included which change the group acting. In
Fig. 4 the operations are on G-graphs in which the group acting remains the same
throughout. Thus we are assuming that all the vertex morphisms have been carried
out before we start. The first diagram in Fig. 4 shows the graph G\Y . Each edge of
the quotient graph is labelled by its stabilizer in a lift to Y , as in Bass-Serre theory.
The first folding operations results in the edges at D (labelled with a • in Fig. 4)
in the same d orbit being folded together. The stabilizer of D is increased, as are
the stabilizers of all the edges in the orbit of (D, cD). A new stabilizer includes
the original stabilizer as a subgroup of index two. The degree of D changes to 5
as D is identified with d2 D and the two edges (A, D), (d2 A, D) are now incident
with the new vertex. The graph still contains 3-regular trees as before.
The next operation, which is subdivision, inserts a ◦ vertex on each edge
of the orbit containing (A, D). The next operation comprises folding from the ◦
vertex labelled A1 and the • vertex labelled D towards the new ◦ vertex just
created. In the folding from A, edges corresponding to the three cosets of D which
belong to a are folded together. The vertex A will then have degree 3. In the
folding from D, the edges in the same d2 are folded together, so that the degree
of D again becomes 4. The defining relations for G ensure that the created vertex
has stabilizer A2 . In the graph now obtained, the vertices in the orbit of A = A1
are cut points. Removing one of these vertices gives three components. Removing
all the vertices in this orbit with all their incident edges gives an infinite set of
8 M.J. Dunwoody
component graphs, each of which is isomorphic to Y . Thus one can repeat this
process on each of these graphs as indicated in Fig. 4.
In fact in Y , before any folding operation, each of the ◦ vertices is a cut point.
There is a tree decomposition of Y as in [10], in which the G-tree T has two orbits
of vertices. One orbit corresponds to the 2-blocks, where each 2-block corresponds
to a maximal 2-connected subgraph, and the other orbit corresponds to the cut
points.
Removing a particular ◦ vertex from Y results in 3 components. In each
2-block a ◦-vertex has degree 3.
If we consider a cycle in Y , then under the successive subdivision and folding
operations, the cycle will eventually be a subtree. But there will have to be at least
one fold at a vertex at each stage in the iteration. Thus if we start with a cycle
with k edges then after k iterations, the image of the cycle will be a subtree. We
give a more precise explanation of how this happens after considering an example.
To illustrate the remarks above, in Fig. 5 and Fig. 6 the effect of the folding
sequence is shown on a particular cycle in Y . This particular cycle is reduced to a
subtree after one iteration of the folding sequence. Probably it is a shortest cycle in
Y . Vertices in the orbit of A in Y are indicated by a small •, the other vertices are
indicated by a larger •. Vertices created in the process by subdivision are indicated
with a ◦. There are two orbits of edges. The ones in the orbit of edges incident
with an A-orbit vertex are indicated with a continuous line. These are called solid
edges. The others are indicated with a dashed line are called dashed edges. As the
cycle passes through an A-orbit vertex, the different directions one can proceed
correspond to the nine cosets of a3 in A. As folding takes place at each vertex in
the cycle, the direction taken must correspond to one of the two cosets containing
either a or a2 . The diagram shows the choice at each such vertex. (We always
make the same choice a.) At a • vertex, if one is proceeding from a solid edge to
a dashed edge, one proceeds along the only edge directed away from the vertex.
(Recall that every • vertex has one dashed edge directed away from it and two
directed towards it.) If one arrives at a • vertex along a dashed edge and leaves
along a dashed edge, then one leaves along the other dashed edge directed towards
the vertex. The first diagram indicates a uniqe path in Y which in fact turns out
to be a cycle. The fact that one has a cycle is because (xy)6 = x10 ∈ D fixes an
edge of Y .
In general if one starts with a cycle in Y , then after one stage of the iteration
the cycle will have become a closed path and folding will have taken place at at
least one vertex. If the image is not already a subtree (as in the example above)
then further folding must take place at the next stage. This folding must take
place at a point that is at the end of a fold of the previous stage. Thus it is either
at a • vertex which is at the end of two dashed edges which have been folded
together and the new fold will also be between two dashed edges, or it will be at
a ◦ and it will be between edges which come from two distinct folds at • vertices.
It can be seen that the number of points where folding can take place is strictly
less than at the previous stage. Thus if there are original cycle has k edges (or
a a
a a
d2 d2
d2 d2
d2 d2
Figure 5. Folding a cycle I
vertices) then its image is a subtree after k stages. In fact it will become a subtree
after many less stages. In Fig. 7 we show a 60-cycle in Y that reduces to a tree
after two stages of the iteration. After one stage it will be the like the first cycle
of Fig. 5 with spikes attached. In Fig. 7 we preserve the previous convention that
edges in the 3-regular subtrees are dashed, and the other edges are shown with
continuous lines. There is a sequence Cn of cycles of increasing size such that Cn
10 M.J. Dunwoody
d2 d2
a
a a
d2 d2
a a
a
d2 d2
y
x x
y y
x x
y y
x x
y
Figure 6. Folding a cycle II

Figure 7. A 60-cycle
folds to Cn−1 with spikes after one iteration of the folding sequence. If cn is the
number of vertices of Cn , then c1 = 24, c2 = 60, c3 = 132. Each of these cycles is
such that the distance between two vertices in the cycle is the same as that in Y .
Let Z be a particular subgraph which is 3-regular tree consisting of dashed
edges. The way the edges are oriented gives a height function φ : V Z → Z by
defining φ(v0 ) = 0 for some fixed vertex v0 ∈ V Z, and such that if e is an oriented
edge of Z with initial vertex ιe and terminal vertex τ e, then ∂φ(e) = φ(τ e) −
φ(ιe) = 1. Two vertices of Z are joined by a path in Y in which the only vertices
in Z are the end vertices if and only if the two vertices have the same height.
The shortest such path will be much longer than the shortest path joining them
12 M.J. Dunwoody
Ā1 Ā2 Ā3 Āk Āk+1 , H
Figure 8. Structure tree Sn
in Z. Thus, from Fig. 5, two vertices at the same height in Z that are distance
two apart, are joined by a path in Y internally disjoint from Z of length 22 . And,
from Fig. 7 two vertices at the same height in Z that are distance 4 apart, are
joined by a path in Y of length 56 which is internally disjoint from Z. The fact
that any two vertices at the same height are joined by a path outside Z means
that any two rays in Z represent the same end.
Consider the effect of a quasi-isometry on a graph U . Let θ : U → W be a
quasi-isometry. Then θ induces a bijection E(θ) : E(U ) → E(V ) and E takes special
ends to special ends. This is because if ω1 and ω2 are ends of U that are separated
by a set of s vertices then E(θ)(ω1 ) and E(θ)(ω2 ) are separated by a set of f (s)
vertices where f is a function of the form f (x) = cx + d. Thus k(ω) = ∞ if and
only if k(E(θ)(ω)) = ∞.
To clarify why the graph Y is not quasi-isometric to a Cayley graph, we
construct an inaccessible Cayley graph with similar properties to Y , but point out
the significant difference. We construct an inaccessible group using the lattice of
Fig. 2. Let P be the subgroup of G generated by all the Ai ’s, i = 1, 2, . . . . It can
be seen that P is the fundamental group of a graph of groups (G, N ) in which
the underlying graph N has vertex set which is the natural numbers {1, 2, . . . }
and there are edges (i, i + 1) for each i ∈ V N . The vertex group G(i) = Ai and
the edge group corresponding to (i, i + 1) is generated by ai . In P the element
d0 = a6 is central. If we form the quotient group P̄ = P/d0 then P̄ also has a
graph of groups decomposition with the same underlying graph and in which the
vertex group corresponding to i is Ā1 = Ai /d0 . Consider the subgroup D of P
generated by d1 , d2 , . . . . This will be locally cyclic. After factoring out d0 we get a
group D̄ which is locally finite cyclic. In fact it is isomorphic to the additive group
of dyadic rationals, i.e rationals of the form m/2n , where m, n are integers. Note
that P is generated by D and A1 , so P̄ is generated by D̄ and Ā1 . Let H be a
finitely generated one-ended group that contains a subgroup isomorphic to D̄. Such
a group certainly exists. Any countable group is contained in a finitely generated
group and the direct product of a finitely generated group with a free abelian group
of rank two creates a one ended group. Form the group Ḡ = P̄ ∗D̄ H. This will be
an inaccessible group. The sequence Sn of structure trees for a Cayley graph of
Ḡ will be very similar to the sequence Tn of structure trees for Y . The structure
tree Sn is the fundamental group of the graph of groups shown in Fig. 8. An edge
group of Sn will be a conjugate of the finite cyclic group ai /d0 for some i. Note
however that we can choose a generating set for Ḡ so that it includes a generating
set for H, and then the corresponding Cayley graph W for Ḡ will have a locally
finite one-ended subgraph. This is the important difference with the graph Y .
The graph Y has countably many subgraphs which are 3-regular trees. These
subgraphs are a single orbit under the action of G. Let Z be one of these subgraphs.
Let W be a Cayley graph, and suppose there are quasi-isometries θ : Y → W and
φ : W → Y . Any two rays in Z represent the same end ω, and this end will be
special. Since G is countable, the orbit containing this end is countable. It is also
dense in the subspace of special ends.
Let ω = E(θ)(ω). Then ω will be a special end of W , which is the Cayley
graph of an inaccessible group Q. Since Q is inaccessible, there will be an infinite
sequence Q = Q1 , Q2 , . . . where Qi has a decomposition as a free product with
amalgamation over a finite subgroup in which Qi+1 is one of the factors, or Qi is
an HNN-group with vertex group Qi+1 and finite edge group. At least one factor in
each decomposition is inaccessible. If there is an infinite sequence of factorizations
in which there is more than one inaccessible factor infinitely many times (as can in
fact happen in some inaccessible groups) then there will be no countable orbit of
special ends that is dense in the space of all special ends. Thus for any sequence of
decompositions of factors of Q we will eventually obtain a term Qj that for each
i > j we have that Qi = Qi+1 ∗Fi+1 Qi+1 and Qi+1 is accessible. In fact if Qi+1
has an infinite one-ended factor, then Q would contain a thick end ω1 with k(ω1 )
finite. But Y contains no such thick end and so Q has no such end. We are then,
very much, as in the situation of the example above, in which all the Qi+1 factors
are finite. Let Q be the subgroup of Q generated by all the Qi ’s. This will have a
graph of groups decomposition with infinitely many factors, in which the Qi ’s are
the vertex groups. This group is not finitely generated.
Now put Q̂ = ∩{Qi | i = 1, 2, . . . }. Then Q = Q̂ ∗F̂ Q , where F̂ is a locally
finite subgroup of Q which is a union of an increasing sequence of finite subgroups
Fi where Fi ≤ Fi . As in the example above, the group Q̂ must be finitely generated
and one ended. It is finitely generated because Q is finitely generated, and when
we write a generating set for Q as words given by the finite graph of groups
decomposition just described then we will get a finite set of generators for Q̂ by
writing each generator of Q as a word in the elements of the vertex groups of
the tree product and then taking those elements that are in Q̂. It will have to
be one ended because if it split over a finite subgroup, then this decomposition
will be induced by a similar decomposition of Q, since a locally finite subgroup
of Q̂ must lie in a conjugate of one of the factors of the splitting. The one ended
subgraph of W must, under a quasi-isometry, correspond to a one-ended subgraph
of Y which determines a special end. The graph Y has no such subgraph. We have
a contradiction.
We have proved that the locally finite graph Y is quasi-isometric to a vertex
transitive graph, but it is not quasi-isometric to a Cayley graph.
14 M.J. Dunwoody
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M.J. Dunwoody
University of Southampton
Southampton
SO16 7GR, UK
e-mail: M.J.Dunwoody@soton.ac.uk

A Local Limit Theorem for Random Walks

on the Chambers of Ã2 Buildings
James Parkinson and Bruno Schapira
Abstract. In this paper we outline an approach for analysing random walks

on the chambers of buildings. The types of walks that we consider are those
which are well adapted to the structure of the building: Namely walks with
transition probabilities p(c, d) depending only on the Weyl distance δ(c, d).
We carry through the computations for thick locally finite affine buildings
of type Ã2 to prove a local limit theorem for these buildings. The technique
centres around the representation theory of the associated Hecke algebra. This
representation theory is particularly well developed for affine Hecke algebras,
with elegant harmonic analysis developed by Opdam ([28], [29]). We give an
introductory account of this theory in the second half of this paper.
Mathematics Subject Classification (2000). Primary 20E42; Secondary 60G50.
Keywords. Random walks, affine buildings, Hecke algebras, harmonic analysis,
Plancherel theorem, p-adic Lie groups.
Introduction
Probability theory on real Lie groups and symmetric spaces has a long and rich
history (see [4], [16], [17] and [40] for example). A landmark work in the theory is
Bougerol’s 1981 paper [4] where the Plancherel Theorem of Harish-Chandra [18] is
applied to prove a local limit theorem for real semisimple Lie groups. There has also
been considerable work done for Lie groups over local fields, such as SLn (Qp ) (see
[9], [22], [31], [37] and [38] for example). In this case the group acts on a beautiful
geometric object; the affine building, and probability theory on the group can be
analysed by studying probability theory on the building. It is this approach that
we take here – we develop a general setup for studying radial random walks on
arbitrary buildings, and explicitly carry out the technique for Ã2 buildings to prove
a local limit theorem for random walks on the chambers of these buildings.
A building is a geometric/combinatorial object that can be defined axiomati-
cally (see Definition 1.4). It is a set C of chambers (the rooms of the building) glued
16 J. Parkinson and B. Schapira
together in a highly structured way. The chambers can be visualized as simplices

(all of the same dimension) and the gluing occurs along their codimension 1 faces,
called panels. Panels are the ‘doors’ of the chambers – one moves from chamber c
to chamber d via the panel common to c and d (see Figure 2). Each panel π has a
type type(π) (in some index set I) such that each chamber has exactly one panel
of each type. If chambers c and d are glued together along their type i panels then
they are said to be i-adjacent. There is a relative position function δ(c, d) between
any two chambers c and d. This function takes values in a Coxeter group W as-
sociated to the building, and it encodes the types of walks (or galleries) in the
building: If there is a minimal length walk from c to d passing through panels of
types i1 , . . . , i then δ(c, d) = si1 · · · si where si , i ∈ I, are the generators of the
Coxeter group W .
We will be considering random walks on the set C of chambers of a building.
Let A = (p(c, d))c,d∈C be the transition operator of the walk, where p(c, d) is the
probability that the walker moves from c to d in one step. A local limit theorem is
an asymptotic estimate for the n-step transition probability p(n) (c, d) as n → ∞,
with c and d fixed.
Let us give a rough summary of the results and techniques of this paper. Let
(C, δ) be a building with Coxeter group W . We will assume that (C, δ) satisfies a
mild regularity condition (Definition 1.6). Under this assumption the cardinality
of the w-sphere |{d ∈ C | δ(c, d) = w}| = qw is independent of the centre c ∈ C (for
each w ∈ W ). A random walk with transition operator A = (p(c, d))c,d∈C is radial
if p(c, d) = p(c , d ) whenever δ(c, d) = δ(c , d ). It is elementary that a random
walk with operator A = (p(c, d))c,d∈C is radial if and only if

A= aw Aw where aw ≥ 0 and aw = 1,
w∈W w∈W
where Aw = (pw (c, d))c,d∈C is the transition matrix for the random walk with
transition probabilities

1
if δ(c, d) = w
pw (c, d) = qw
0 otherwise.
This naturally leads us to consider the linear span A over C of the operators Aw ,
w ∈ W . It is well known that A is an algebra under convolution (see Proposi-
tion 1.13). This algebra is the Hecke algebra of the building; it is a noncommutative
associative unital algebra.
It is not difficult to see that if A = (p(c, d))c,d∈C is the transition operator of
a radial random walk then
−2
p(n) (c, d) = qw Tr(An Aw−1 ) if δ(c, d) = w, (0.1)
where Tr : A → C is the canonical trace functional given by linearly extending
Tr(Aw ) = δw,1 . One can complete A into a C ∗ -algebra A . Then Tr extends
to a trace on A . Under certain conditions on the representation theory of A
(for example, liminality) there is general machinery on the decomposition of a
Random Walks on Buildings 17
trace that guarantees the existence of a unique Borel probability measure µ (the
Plancherel measure) such that (see [13, §8.8])

Tr(A) = χπ (A) dµ(π) for all A ∈ A (0.2)
spec(A )
where spec(A ) is the spectrum of A , and χπ is the character of the representation

π ∈ spec(A ) (we will be working in the situation where the irreducible representa-
tions are finite dimensional, and so χπ (A) = tr(π(A)) where tr is the usual matrix
trace). The usefulness of (0.2) for random walk theory is clear: If A = (p(c, d))c,d∈C
is the transition operator of a radial random walk, then by (0.1) we have

(n) −2
p (c, d) = qw χπ (An Aw−1 ) dµ(π) if δ(c, d) = w. (0.3)
spec(A )
Therefore if we have a good understanding of µ and the representations π in

spec(A ) then it should be possible to extract the leading behaviour of the integral
as n → ∞, thereby proving a local limit theorem. This is delicate work: The
representation theory of Hecke algebras is a beautiful and rich subject with many
subtleties. The representation theory is only really well developed in the cases
where W is finite or affine. It is for this reason that in the end we will restrict
ourselves to the affine case – here we have at our disposal the elegant harmonic
analysis of Opdam [29]. In fact we will restrict our specific computations to the
Ã2 case (see Figures 1 and 3). The general affine case will appear elsewhere, where
we also provide central limit theorems and rate of escape theorems.
This paper is divided into Parts I and II, which can be more or less read
independently. The local limit theorem appears in Part I, and the derivation of
the Plancherel formula for type Ã2 is given in Part II. Part I also includes relevant
background on Coxeter groups, buildings and the Hecke algebra of a building.
Part II contains relevant structure theory and representation theory of affine Hecke
algebras, and an account of the harmonic analysis on affine Hecke algebras. The
structural and representation theoretic results are well known, and the harmonic
analysis results are from [28] and [29], with some minor modifications. We make
no claim of originality in Part II, however we believe that this part is a nice
contribution to the literature because it gives an introduction to the quite profound
general analysis undertaken by Opdam ([28] and [29]).
Let us conclude this introduction by mentioning some related work. Brown
and Diaconis [6] and Billera, Brown and Diaconis [7] have studied random walks
on hyperplane arrangements. This elegant theory is ‘just around the corner’ from
random walks on spherical (finite) buildings. Diaconis and Ram [12] apply the
representation theory of finite-dimensional Hecke algebras to prove mixing time
theorems for random walks on spherical buildings (see also [11]). In the context
of affine buildings initial results came from the theory of homogeneous and semi-
homogeneous trees (these are the Ã1 buildings, arising from groups like SL2 (Qp )).
See [37]. The next simplest (irreducible) affine buildings are the Ã2 buildings.
Random walks on the vertices of these buildings are studied in [22] by Lindlbauer
and Voit. Cartwright and Woess [9] study walks on the vertices of Ãd buildings
and Parkinson [31] generalised this to walks on the vertices of arbitrary (regular)
affine buildings. This work applies harmonic analysis from Macdonald [24] and
Matsumoto [26]. We note that the analysis on the vertices of an affine building is
somewhat simpler than the chamber case, because the underlying Hecke algebra in
the vertex case is commutative. Finally, Tolli [38] has proved a local limit theorem
for SLd (Qp ), which gives results for random walks on the associated building.
Part I: The local limit theorem

1. Buildings and random walks
Morally a building is a way of organising the flag variety G/B of a Lie group
or Kac-Moody group into a geometric object that reflects the combinatorics of
the Bruhat decomposition and the internal structure of the double cosets BgB.
Remarkably buildings can be defined axiomatically, without any reference to the
underlying connections with Lie groups and Kac-Moody groups. In this section
we recall one of the axiomatic definitions of buildings. We define radial random
walks on buildings, and write down the Hecke algebra of the building. Standard
references for this section include [1], [5], [19], [35] and [41].
1.1. Coxeter groups

The notion of a Coxeter group is at the heart of building theory.
Definition 1.1. A Coxeter system is a pair (W, S) where W is a group generated
by a finite set S = {s0 , . . . , sn } subject to relations
(si sj )mij = 1 for all i, j = 0, 1, . . . , n,
where (i) mii = 1 for all i, (ii) mij = mji for all i, j, and (iii) mij ≥ 2 is an integer
or ∞ for i = j. We usually simply call W a Coxeter group.
Coxeter groups are “abstract reflection groups”. Indeed one can build a vector
space on which W acts by reflections (the reflection representation). The relations
s2i = 1 say that W is generated by reflections, and the relations (si sj )mij = 1 say
that the product of the reflections si and sj is a rotation by 2π/mij .
Definition 1.2. The length
(w) of w ∈ W is

(w) = min{
≥ 0 | w can be written as a product of
generators in S}.
If
(w) =
then an expression w = si1 · · · si is a reduced expression for w. It is
easy to see that if si ∈ S and w ∈ W then
(wsi ) =
(w) ± 1.
Example 1.3. Consider the Coxeter system (W, S) with S = {s0 , s1 , s2 } and
s20 = s21 = s22 = (s0 s1 )3 = (s1 s2 )3 = (s0 s2 )3 = 1.
I4 , I4 I4 I4 4 I4 5 I4 6 I4 7
I(6
I(5
(`
t2 t4 t2 t3 I(4
`3 "3 t2 "4 `4
t4 t2 t3 t2 I2
3
t4 t3
t4 t3 t3 t4 I(
`3 x2 `4
x2 t2 I(,
I(,4
(`
I(,5
I(,6
I3 I3 I3 , I3 ,4 I3 ,5 I3 ,6 I3 ,7
Figure 1. The Ã2 Coxeter group
This is the Coxeter group of type Ã2 , and it is the main example that we will
consider in this work. This group can be realised nicely as a reflection group in R2 .
The elements s0 , s1 , s2 are the reflections in the hyperplanes labeled by Hα0 , Hα1
and Hα2 . Then W acts simply transitively on the set of triangles. In the building
language these triangles are called chambers, and in some other aspects of Lie
theory they are called alcoves. The remainder of the details are explained later.
1.2. Buildings
We adopt the following modern definition of a building, from [1].
Definition 1.4. A building of type (W, S) is a pair (C, δ) consisting of a nonempty

set C of chambers, together with a map δ : C × C → W such that for all a, b, c ∈ C:
(B1) δ(a, b) = 1 if and only if a = b.
(B2) If δ(a, b) = w and δ(b, c) = si , then δ(a, c) ∈ {w, wsi }. If
(wsi ) =
(w) + 1
then δ(a, c) = wsi .
(B3) If δ(a, b) = w then for each si there is a chamber c ∈ C with δ(b, c ) = si
such that δ(a, c ) = wsi . This chamber is unique if
(wsi ) =
(w) − 1.
The function δ : C × C → W is the Weyl distance function. It follows from the
axioms that δ(a, b) = δ(b, a)−1 .
One can visualize the building geometrically as follows. For simplicity, let
us suppose that S = {s0 , s1 , s2 } (like in the Ã2 example). Then each chamber of
the building is imagined as a triangle, with the sides (codimension 1 faces) being
called panels. Each panel π is assigned a type type(π) ∈ {0, 1, 2} such that every
chamber has exactly one panel of each type. If chambers c, d ∈ C have δ(c, d) = si
then we glue the chambers c and d together along the type i panels. Therefore the
local picture of the building looks like Figure 2.
.....
....... ..........
........... ... ...
... .......
... ....... .
.... .....
... ...... ... ..
... .... . . ......................................
... ............................................................. ..
...........
............................ .. .... .......... .....
.... .. .... ............ ....
....
.... .. .... .. .............
.... .. ..
.... c . ... ...........
.... .. i .... .. ....
.... . ......
.... . .. .. .. ..
.... . ... ......
.... .. .. .. .. . .......
.... . .. . .. .............
.... . .... .. .......
...... .... . ........
.... ...........
.........
Figure 2. The local view of a rank 3 building
One calls chambers c and d i-adjacent if δ(c, d) = si or c = d. This is an

equivalence relation, and we write c ∼i d if c and d are i-adjacent. Figure 2 shows
the set of all chambers i-adjacent to c. A gallery of type i1 · · · i from c to d is a
sequence (c0 , c1 , . . . , c ) of chambers with
c = c0 ∼i1 c1 ∼i2 · · · ∼i c = d, with ck−1 = ck for k = 1, . . . ,
.
So a gallery is a “walk” from chamber to chamber through the building. One can
show that if w = si1 · · · si is a reduced expression then
δ(c, d) = w ⇐⇒ there is a minimal length gallery of type i1 · · · i from c to d.
So the Weyl distance encodes the types of the minimal length galleries from c to d.
Definition 1.5. Let w ∈ W and c ∈ C. The w-sphere centred at c is
Cw (c) = {d ∈ C | δ(c, d) = w}.
In particular if si ∈ S then Csi (c) = {d ∈ C | c ∼i d}\{c}.
Therefore if w = si1 · · · si is a reduced expression then Cw (c) is the set of all
chambers in the building that are connected to c by a gallery of type i1 · · · i .
Definition 1.6. A building (C, δ) with Coxeter system (W, S) is:
• thin if |Cs (c)| = 1 for all s ∈ S and c ∈ C,
• thick if |Cs (c)| ≥ 2 for all s ∈ S and c ∈ C,
• locally finite if |Cs (c)| < ∞ for all s ∈ S and c ∈ C,

• regular if for each s ∈ S, |Cs (c)| = |Cs (d)| for all chambers c, d ∈ C.
If (C, δ) is a locally finite regular building then we define q0 , . . . , qn ∈ Z>0 by
qi = |Csi (c)| for any c ∈ C. The integers q0 , . . . , qn are called the parameters of the
building. For example if Figure 2 represents part of a locally finite regular building
then qi = 4 (there are 5 = 4 + 1 chambers on each i-panel).
Henceforth we will assume that our buildings are locally finite and regular.
Remark 1.7. If (C, δ) is thick and locally finite and if mij < ∞ for each i, j then
by [30, Theorem 2.4] (C, δ) is regular. So regularity is a very weak hypothesis.
A simple induction shows that if w = si1 · · · si is a reduced expression then
|Cw (c)| = qi1 · · · qi for all c ∈ C. (1.1)
Thus we can define qw = qi1 · · · qi (equation (1.1) shows that this is independent of
the particular reduced expression for w). Since si sj si · · · = sj si sj · · · (mij factors
on each side) are both reduced expressions it follows that qi = qj whenever mij is
finite and odd. Then it follows that if sj = wsi w−1 for some w ∈ W then qi = qj
(see [5, IV, §1, No. 3, Proposition 3]).
Remark 1.8. Given a Coxeter system (W, S), define a building (W, δW ) where
δW (u, v) = u−1 v. Figure 1 shows the Ã2 case. The building (W, δW ) is thin, and
all thin buildings arise in this way. A general building of type (W, S) contains many
thin sub-buildings of type (W, S). These sub-buildings are called the apartments
of the building. The apartments fit together in a highly structured way:
(A1) Given chambers c, d ∈ C there exists an apartment containing both.
(A2) If A and A are apartments with A ∩ A = ∅ then there is an isomorphism
ψ : A → A fixing each chamber of the intersection A ∩ A .
These facts give a global picture of a building (see Figure 3).
.............
.. .. ................. ....
. . . .. ....... .......
...........................................................................................
........ .............................. ..... .. ... ........... ..
.. .. .. .. . ................. ... ... ... ............................................................... ............................
.................................................................................................................... ............................................................................................. ....... . .
. . . .... .............. .............. .......................... .... ..... .. .. ......... .... .... ........................................ ..............
................................................................................... ................................................... ...... .... .... .............................................................. .... ........................
.
... . . . . . . ...... ............... . ............................. ... ....
. .... ........... . ....
.. .... ... .... ... .... .... ....................... .... .. . . ..... .. .. .
............. ... ... ......... . .... ....... ........................................................................................... ..........
.... ...................................................................................................................... .... .. . .......... .. ... . .... ... .....................
.................. ........ ....... ....... ....... ........ ........................................................................................... ....... ....... ...................................... ..... .......
. . .. .. . . ..... . . . .. . . ..... . ..
.... ................................................................................................................... .... ..... .... ........................................................... .... .......................
.... ..... .... .... ....... ....... ....... ....... ............................................................................................ ....... ....... .................. .... ......
................. ............ ...... ........................ .... .... .... ........... .... .... ................. ..
.
...
. ........................................................................................................... ....... .... .... .... ...... ...................................................
.... .... ..... . .. . . . .. . .. ................................................. .. .... ..
.... ......... .... .... .... .... ............... ...................................................................................... ........ ....... ........ ....... ..............
.............. .. ......... ... ........ ....
.
.. .. . . . .......... . . . . . ..... .. . .. . . ... .... ..
. ........................................... ............................................ ...................................................................................................................................................
.................................................. .... ........
.... ....... ....... ..............................
....... .... .... ............
. ..
...................................................
Figure 3. The global view of an Ã2 building
Note that the apartments are as in Figure 1; there are 6 apartments shown in Fig-
ure 3. However if the building is thick then the “branching” is actually happening
along all of the walls of the building. Therefore a thick Ã2 building has infinitely
many apartments. To understand buildings it is useful to have both the local and
global pictures in mind.
Remark 1.9. A locally finite regular Ã2 building necessarily has q0 = q1 = q2 = q

because m0,1 = m1,2 = m2,0 = 3 are odd. An Ã2 building is not determined by
its thickness parameter q. For example the buildings constructed from SL3 (Qp )
and SL3 (Fp ((t))) are non-isomorphic and both have thickness q = p. Furthermore
it is unknown which parameters q can occur as the thickness of an Ã2 building.
By [34] this is closely related to the famous unsolved problem of classifying finite
projective planes.
Remark 1.10. The definition of buildings is driven by the combinatorics of Kac-

Moody groups, which are infinite-dimensional generalisations of semisimple Lie
groups. If G is a Kac-Moody group with Borel subgroup B and Weyl group W
then the flag variety G/B is a building with δ(gB, hB) = w if and only if g −1 hB ⊆
BwB.
1.3. Random walks and the Hecke algebra

A random walk consists of a finite or countable state space X and a transition
operator A = (p(x, y))x,y∈X where p(x, y) ≥ 0 for all x and y and y∈X p(x, y) = 1
for all x ∈ X. As an operator acting on the space of functions f : X → C we have

(Af )(x) = p(x, y)f (y) for all f : X → C and x ∈ X.
y∈X
The numbers p(x, y) are the transition probabilities of the walk. The natural inter-
pretation of a random walk is that of a walker taking discrete steps in the space X,
with p(x, y) being the probability that the walker, having started at x, moves to
y in one step. The n-step transition probability p(n) (x, y) is the probability that
the walker, having started at x, is at y after n steps. Then An = (p(n) (x, y))x,y∈X .
A local limit theorem is a theorem giving an asymptotic estimate for p(n) (x, y) as
n → ∞ (with x, y ∈ X fixed).
Here we consider random walks with state space C (the set of chambers of a
building). We consider random walks which are well adapted to the structure of
the building:
Definition 1.11. A random walk with operator A = (p(c, d))c,d∈C on the chambers
of a building (C, δ) is radial if p(c, d) = p(c , d ) whenever δ(c, d) = δ(c , d ).
Recall that we assume our buildings are locally finite and regular, and so
|Cw (c)| = qw . For each w ∈ W , the w-averaging operator is
1
(Aw f )(c) = f (d) for f : C → C and c ∈ C.
qw
d∈Cw (c)
Then Aw = (pw (c, d))c,d∈C is the transition operator of the radial walk with

−1
qw if δ(c, d) = w
pw (c, d) =
0 otherwise.
The following proposition is elementary (c.f. [41, §19.C]).
Proposition 1.12. A random walk with operator A = (p(c, d))c,d∈C is radial if and
only if

A= aw Aw where aw ≥ 0 and aw = 1,
w∈W w∈W
−1
in which case p(c, d) = aw qw if δ(c, d) = w.
Therefore we are naturally lead to consider linear combinations of the (lin-
early independent) operators Aw , w ∈ W . Let A be the vector space over C with
basis {Aw | w ∈ W }. The following simple proposition tells us how to compose
the averaging operators, and shows that A is an algebra.
Proposition 1.13. Let w ∈ W and si ∈ S. The averaging operators satisfy

Awsi if
(wsi ) =
(w) + 1
Aw Asi = −1
−1

qi Awsi + 1 − qi Aw if
(wsi ) =
(w) − 1.
Therefore A is an algebra.
Proof. Using the definition of the operators we see that
1 1
(Aw Asi f )(c) = f (e) = |Cw (c) ∩ Csi (e)|f (e).
qw qi qw qi
d∈Cw (c) e∈Csi (d) e∈C
If Cw (c) ∩ Csi (e) = ∅ then (B2) implies that e ∈ Cw (c) or e ∈ Cwsi (c). Then:

0 if
(wsi ) =
(w) + 1 (by (B2))
If e ∈ Cw (c), |Cw (c) ∩ Csi (e)| =
qi − 1 if
(wsi ) =
(w) − 1 (by (B3))

1 if
(wsi ) =
(w) + 1 (by (B3))
If e ∈ Cwsi (c), |Cw (c) ∩ Csi (e)| =
qi if
(wsi ) =
(w) − 1 (by (B2)).
Therefore if
(wsi ) =
(w) − 1 we have
qwsi
(Aw Asi f )(c) = (Awsi f )(c) + (1 − qi−1 )(Aw f )(c).
qw
Since
(wsi ) =
(w) − 1 we have qw = q(wsi )si = qwsi qi . This completes the proof
when
(wsi ) =
(w) − 1, and the case
(wsi ) =
(w) + 1 is similar. Now a simple
induction on
(v) shows that Au Av is a linear combination of terms Aw , w ∈ W .
Therefore A is an algebra.
Definition 1.14. The algebra A is the Hecke algebra of the building (C, δ).

If a radial walk with operator A = (p(c, d))c,d∈C is written as A = aw Aw as
in Proposition 1.12 then the n-step transition probabilities p(n) (c, d) can be found
from the following calculation:
n
−1
p(n) (c, d) = a(n)
w w q , where A n
= a w Aw = a(n)
w Aw . (1.2)
w∈W w∈W
(n)
So finding p(n) (c, d) is the equivalent to finding the coefficient aw of Aw in An .
2. The Plancherel Theorem

In this section we discuss how the representation theory of the Hecke algebra can
be used to achieve the goal of computing p(n) (c, d). The representation theory of
Hecke algebras is particularly well developed in two important cases: When the
underlying Coxeter group is a finite Weyl group or an affine Weyl group. In the
case of a finite Weyl group the building is a finite object, and the types of questions
one asks are quite different to what we do here (see [12]). We will focus on the
affine case (but our initial setup will remain rather general).
2.1. The Hecke algebra as a C ∗ -algebra

Let
2 (C) be the space of square summable functions f : C → C, with inner product

f, g = f (c)g(c). Each A ∈ A maps
2 (C) into itself (c.f. [8, Lemma 4.1]):
Lemma 2.1. Let w ∈ W . If f ∈
2 (C) then Aw f ∈
2 (C) and Aw ≤ 1, where
A = sup{Af 2 : f ∈
2 (C), f 2 ≤ 1} is the
2 -operator norm of A ∈ A .
Therefore A is a subalgebra of the C ∗ -algebra B(
2 (C)) of bounded linear
operators on
2 (C), and since A∗w = Aw−1 we see that A is closed under the adjoint
involution. Let A denote the completion of A with respect to the
2 -operator
norm. Therefore A is a (non-commutative) C ∗ -algebra.
Let o ∈ C be a fixed chamber. Let δo be the indicator function of {o}, and
−1
let 1Cw (o) be the indicator function of Cw (o). Since Aw δo = qw 1Cw−1 (o) it follows
that Au δo , Av δo = δu,v qu−1 . Let
(A, B) := Aδo , Bδo for A, B ∈ A .
The value of (A, B) does not depend on the particular fixed chamber o ∈ C.
Moreover, (·, ·) defines an inner product on A . The only thing to check is:
Lemma 2.2. Let A ∈ A . If Aδo = 0 then A = 0.

Proof. This is easily checked for A ∈ A , and thus is true for A ∈ A by density.
It is routine to verify the following properties:

(AB, C) = (B, A∗ C) and (A, B) = (B ∗ , A∗ ) for all A, B, C ∈ A . (2.1)
2.2. The trace functional

Let o ∈ C be a fixed chamber. The linear map
Tr : A → C with Tr(A) = (Aδo )(o) = (A, I)
defines a trace on A , because by (2.1) we have
Tr(AB) = (AB, I) = (B, A∗ ) = (A, B ∗ ) = (BA, I) = Tr(BA).

Note that Tr( aw Aw ) = a1 and Tr(A∗u Av ) = (Av , Au ) = qu−1 δu,v , and so (0.1)
follows from (1.2).
There is a general theory centred around decomposing a trace on a liminal
C ∗ -algebra into an integral over irreducible ∗-representations of the algebra (the
spectral decomposition). For an elegant account see [13, §8.8]. A C ∗ -algebra A is
liminal if for every irreducible representation π of A and for each x ∈ A the opera-
tor π(x) is compact. Suppose that A is liminal; indeed this is true if (C, δ) is affine
because all of the irreducible representations are finite dimensional (see Proposi-
tion 5.11). Then by [13, §8.8] there exists a unique Borel probability measure µ
(the Plancherel measure) such that (0.2) holds. The way we plan to apply (0.2)
was explained in the introduction.
2.3. Statement of the Plancherel Theorem for type Ã2

By the Plancherel Theorem we mean the computation of the measure µ and the
spectrum spec(A ) in (0.2). Let us state the Plancherel Theorem for Hecke algebras
of type Ã2 . Since this is a representation theoretic statement we first write down
some representations of A . See Section 8 for the details. Recall that in type Ã2
we have q0 = q1 = q2 = q.
A 6-dimensional representation: For each t = (t1 , t2 ) with t1 , t2 ∈ C× there is a
6-dimensional representation πt : A → M6 (C) given on the generators of A by
the matrices
 
q 0 0 0 0 t1 t2
 0 q 0 t2 0 0 
 

1  0 0 q 0 t1 0 
πt (A0 ) = √  ,
q 0 t−1
2 0 0 0 0  
 0 0 t−11 0 0 0 
t−1
1 t2
−1
0 0 0 0 0
   
0 1 0 0 0 0 0 0 1 0 0 0
1 q 0 0 0 0 0 0 0 0 1 0
   
1  0 0 0 1 0 0 1  1 0 q 0 0 0
πt (A1 ) = √   , πt (A2 ) = √   ,
q 0 0 1 q 0 0  q 0 0 0 0 0 1 
0 0 0 0 0 1  0 1 0 0 q 0
0 0 0 0 1 q 0 0 0 1 0 q
1 1
where for type-setting convenience q = q 2 − q − 2 . This representation is the princi-
pal series representation of A with central character t = (t1 , t2 ). It is irreducible if
and only if t1 , t2 = q ±1 , and every irreducible representation of A is a composition

factor of a principal series representation for some central character t.
A 3-dimensional representation: For each u ∈ C× there is a 3-dimensional repre-
(1)
sentation πu : A → M3 (C) given on the generators of A by the matrices
 
q 0 −u
1
πu(1) (A0 ) = √  0 0 ,
1
−q − 2
q −1
−u 0 0
 −1   
1 −q 2 0 0 1
0 1 0
πu(1) (A1 ) = √  0 0 1 , πu(1) (A2 ) = √ 1 q 0 .
q q 1
0 1 q 0 0 −q − 2
This representation is an induced representation, constructed by lifting a represen-
tation of a parabolic subalgebra of A to the full algebra.
A 1-dimensional representation: There is a 1-dimensional representation of A
π (2) : A → C given on the generators of A by
π (2) (A0 ) = π (2) (A1 ) = π (2) (A2 ) = −q −1 .
It can be shown that all of the above representations of A extend to A if
and only if t1 , t2 , u ∈ T. The details will be provided elsewhere in a more general
setting. We can now state the Plancherel Theorem for type Ã2 . Let T be the circle
group
T = {t ∈ C | |t| = 1},
(1)
and let dt be normalised Haar measure on T. Let χt , χu and χ(2) be the characters
(1)
of πt , πu and π (2) respectively. For example, χt (A) = tr(πt (A)), where tr is the
usual matrix trace on M6 (C).
Theorem 2.3. Let (C, δ) be a thick locally finite regular Ã2 building. Then
(1)
1 χt (A) (q − 1)2 χu (A) (q − 1)3 (2)
Tr(A) = 3 dt dt
1 2 + du + 3 χ (A)
6q T2 |c(t)| 2 q (q − 1) T |c1 (u)|
2 2 2 q −1
for all A ∈ A , where
3
(1 − q −1 t−1
1 )(1 − q
−1 −1
t2 )(1 − q −1 t−1 −1
1 t2 ) 1 − q − 2 u−1
c(t) = and c1 (u) = .
(1 − t−1 −1 −1 −1 1
1 )(1 − t2 )(1 − t1 t2 ) 1 − q u−1
2
Proof. See Section 7.
3. The local limit theorem

Let (C, δ) be a locally finite thick Ã2 building. Therefore (C, δ) is necessarily regu-
lar, and q0 = q1 = q2 = q ≥ 2. Let P = 13 (A0 + A1 + A2 ) be the transition operator
for the simple random walk on (C, δ). That is P = (p(c, d))c,d∈C with
1
if c ∼ d and c = d
p(c, d) = 3q
0 otherwise.
This walk is irreducible (because {s0 , s1 , s2 } generates W ) and aperiodic (this

follows from A2i = q −1 + (1 − q −1 )Ai ). Our techniques will work for general radial
random walks (not just the simple random walk), but the additional generality
requires a more careful study of the representation theory of affine Hecke algebras
to obtain the bounds and estimates required to make the analysis work. We have
chosen to deal with this in a later work, where walks on general affine buildings
are studied.
If θ = (θ1 , θ2 ) ∈ R2 we write eiθ = (eiθ1 , eiθ2 ) ∈ T2 . For θ ∈ R2 and ϕ ∈ R
(1)
the matrices πeiθ (P ), πeiϕ (P ) and π (2) (P ) are given by
 
q 1 1 0 0 ei(θ1 +θ2 )
 1 2q 0 eiθ2 1 0 
 
1  1 0 2q 1 eiθ1
0 
,
πeiθ (P ) = √  
3 q 0 e−iθ2 1 q 0 1 
 0 1 e−iθ1 0 q 1 
e−i(θ1 +θ2 ) 0 0 1 1 2q
 1 1 
q 2 − 2q − 2 1 −eiϕ
(1) 1  1 1
 and π (2) (P ) = −q − 32
πeiϕ (P ) = √ 1 q 2 − 2q − 2 1
3 q 1 1
−e−iϕ 1 q 2 − 2q − 2
1 1
where as before q = q 2 − q − 2 .
The local limit theorem requires a careful study of the eigenvalues of πeiθ (P )
for (θ1 , θ2 ) close to (0, 0). Let λ1 (θ) ≥ · · · ≥ λ6 (θ) be the eigenvalues of πeiθ (P ).
(1)
Let λi = λi (0). Let µ1 (ϕ) ≥ µ2 (ϕ) ≥ µ3 (ϕ) be the eigenvalues of πeiϕ (P ), where
ϕ ∈ R. All of these eigenvalues are real, because the matrices are Hermitian.
Explicit formulae for the eigenvalues are not feasible, and so we turn to
techniques from perturbation theory. Standard references include [3] and [21]. For
perturbation theory to work nicely one wants to have complete eigenvalue and
eigenvector information for π1 (P ). The eigenvalues of π1 (P ) are easily computed.
In decreasing order of magnitude they are 1 > λ1 > λ2 = λ3 > λ4 = λ5 > λ6 > 0
with λ1 , λ2 , λ4 and λ6 given by

3(q − 1) + q 2 + 34q + 1 2(q − 1) q − 1 3(q − 1) − q 2 + 34q + 1
, , ,
6q 3q 3q 6q
respectively. The eigenspaces e(λ) are
e(λ1 ) = C(a, 1, 1, a, a, 1), e(λ2 ) = C(−1, 0, 0, 1, 0, 0) + C(−1, 0, 0, 0, 1, 0),
e(λ6 ) = C(−b, 1, 1, −b, −b, 1), e(λ4 ) = C(0, −1, 1, 0, 0, 0) + C(0, −1, 0, 0, 0, 1)
√2 √
q +34q+1−(q−1) q−1+ q2 +34q+1
where a = √ and b = √ . Let v 1 (θ), . . . , v 6 (θ) be an
6 q 6 q
orthonormal basis of C with v i (θ) a λi (θ)-eigenvector.
6
Remark 3.1. Perron-Frobenius guarantees that the largest eigenvalue of π1 (P ) is

simple with a positive eigenvector (note that π1 (P )2 has all entries positive).
1 1 1 1
(q 2 + 2q − 2 − 1) and − 2q − 2 − 2)
(1) 1 1
The eigenvalues of π1 (P ) are 3√ q
√
3 q
(q 2
with the first eigenvalue repeated.

Lemma 3.2. Let A = aw Aw ∈ A with aw ≥ 0. Then
|χeiθ (A)| ≤ χ1 (A) for all θ ∈ R2 .
Proof. The proof uses some of the general representation theory from Section 5.
It follows from Theorem 5.16 that χeiθ (Aw ) is a linear combination of terms
{eikθ1 eiθ2 | k,
∈ Z} with nonnegative coefficients. Therefore χeiθ (A) also has
this property, and the result follows.
In the proof of the following lemma we will use some well-known inequalities
between the eigenvalues of the sum of Hermitian matrices (see the interesting
survey [14]). In particular, if X and Y are arbitrary d × d Hermitian matrices
with eigenvalues x1 ≥ · · · ≥ xd and y1 ≥ · · · ≥ yd and if z1 ≥ · · · ≥ zd are the
eigenvalues of Z = X + Y then
z1 + · · · + zr ≤ x1 + · · · + xr + y1 + · · · + yr for each 1 ≤ r ≤ d.
It follows that
z r ≤ x1 + y 1 and zr ≥ xd + yd for all 1 ≤ r ≤ d (3.1)
(for the second inequality use the trace identity tr(Z) = tr(X) + tr(Y )).
Lemma 3.3. We have the following.
1. |λi (θ)| ≤ λ1 with equality if and only if i = 1 and θ1 , θ2 ∈ 2πZ.
2. |µi (ϕ)| < λ1 for all i = 1, 2, 3 and all ϕ ∈ R.
3. |χ(2) (P )| < λ1 .
Proof. 1. If |λi (θ)| > λ1 then |χeiθ (P k )| > χ1 (P k ) for sufficiently large k, con-
tradicting Lemma 3.2. Therefore |λi (θ)| ≤ λ1 for all i = 1, . . . , 6 and all θ ∈ R2 .
Suppose that |λi (θ)| = λ1 . Writing πeiθ (P ) = π1 (P ) + E(θ) we see that E(θ) has
eigenvalues ± 3√2
q
| sin θ21 |, ± 3√
2
q
| sin θ22 | and ± 3√
2
q
| sin θ1 +θ
2
2
|, and so by (3.1)
2
λi (θ) ≥ λ6 − √ > −λ1 for all i = 1, . . . , 6 and all θ ∈ R2 .
3 q
Hence |λi (θ)| = λ1 implies that λi (θ) = λ1 . Then λ1 (θ) = · · · = λi (θ) and so if
i > 1 then |χeiθ (P k )| > χ1 (P k ) for sufficiently large k, contradicting Lemma 3.2.
Therefore if i > 1 then we have |λi (θ)| < λ1 for all θ ∈ R2 . Finally we need to
show that |λ1 (θ)| < λ1 unless θ1 and θ2 are multiples of 2π. For this we observe
the (rather remarkable) identity:
√
3 q det(πeiθ (P ) − λ1 I) = 150 − 48(cos θ1 + cos θ2 + cos(θ1 + θ2 ))
− 2(cos(θ1 + 2θ2 ) + cos(2θ1 + θ2 ) + cos(θ1 − θ2 )),
from which the result follows.
2. Write πeiϕ (P ) = π1 (P ) + E (ϕ). Then the eigenvalues of E (ϕ) are 0 and

(1) (1)
± 3√
2
q | sin 2 |.
ϕ
Therefore by (3.1) we have µ3 (0) − 3√ 2
q ≤ µi (ϕ) ≤ µ1 (0) + 3 q , and
√2
so
1 1 1 1 1 1
√ q 2 − 2q − 2 − 4 ≤ µi (ϕ) ≤ √ q 2 + 2q − 2 + 1 for each i = 1, 2, 3.
3 q 3 q
It follows that |µi (ϕ)| < λ1 for all i = 1, 2, 3 and all ϕ ∈ R.
3
3. This is obvious since |χ(2) (P )| = q − 2 .
Lemma 3.4. For θ1 , θ2 ∈ R we have

1 q6
= θ12 θ22 (θ1 + θ2 )2 1 + O(θ3 )
|c(e )|
iθ 2 (q − 1)6
Proof. Since q > 1 we have

1 − e−ix 2 q 2 x2

1 − q −1 e−ix = (q − 1)2 1 + O(|x| ) for all x ∈ R
3
and the result follows from the definition of c(eiθ ).
Lemma 3.5. Let w ∈ W and n ∈ Z≥0 . Then

χeiθ (P n A∗w ) = Cw λ1 (θ)n (1 + O(θ)) + o(λn1 ) where Cw = v T1 π1 (A∗w )v 1 ,
where v 1 = v 1 (0) is a unit eigenvector of π1 (P ) for λ1 .
Proof. Let X and Y be d × d matrices with X Hermitian. Let X T
= P DP be
an orthogonal diagonalisation with D = diag(ν1 , . . . , νd ) and P = u1 · · · ud .
Then

d
d
tr(X n Y ) = tr(P Dn P T Y ) = tr(Dn P T Y P ) = [P T Y P ]i,i νin = (uTi Y ui )νin .
i=1 i=1
Applying this to X = πeiθ (P ) and Y = πeiθ (A∗w )

and using Lemma 3.3 gives

χeiθ (P n A∗w ) = v 1 (θ)T πeiθ (A∗w )v 1 (θ) λ1 (θ)n + o(λn1 ).
General perturbation theory gives v 1 (θ) = v 1 + O(θ). Since the entries of the
matrix πeiθ (A∗w ) satisfy [πeiθ (A∗w )]ij = [π1 (A∗w )]ij + O(θ) (see Theorem 5.16) it
follows that

v 1 (θ)T πeiθ (A∗w )v 1 (θ) = v T1 π1 (A∗w )v 1 1 + O(θ) = Cw 1 + O(θ) .
Lemma 3.6. We have

2
λ1 (θ) = λ1 1 − β θ12 + θ22 + θ1 θ2 + O(θ3 ) where β= .
2
9λ1 q + 34q + 1
Proof. Since λ1 has multiplicity 1, general results from perturbation theory imply
that there is a neighbourhood of (0, 0) in which λ1 (θ) and v 1 (θ) are represented
by convergent power series in the variables θ1 and θ2 (see [3, Supplement, §1]).
The first few terms in these series can be computed in a few ways, for example
by adapting the analysis of [3, §3.1.2] to the 2-variable setting. The details are
omitted.
Theorem 3.7. For the simple random walk on the chambers of a thick Ã2 building
with thickness 1 < q < ∞ we have
Cw q 3−2(w)
p(n) (c, d) = √ λn1 n−4 1 + O n−1/2 if δ(c, d) = w,
27 3β 4 π(q − 1)6
where β is as in Lemma 3.6 and Cw is as in Lemma 3.5.
Proof. By (0.3), Theorem 2.3, and Lemma 3.3 we have
π π
q −2 χeiθ (P n A∗w )
p(n) (c, d) = 3 w 2 dθ1 dθ2 + o(λn1 ) if δ(c, d) = w,
6q (2π) −π −π |c(eiθ )|2
and so using Lemma 3.3 again we have

1 χeiθ (P n A∗w )
p(n) (c, d) = dθ1 dθ2 + o(λn1 ) (3.2)
2
24π q 2(w)+3
− − |c(eiθ )|2
√
√ > 0. Let In be the double integral in (3.2). Let ϕ1 = nθ1 and
for small
ϕ2 = nθ2 . By Lemma 3.4 we have
1 q6
√ = g(ϕ)n−3 1 + O(n−1 ) , where g(ϕ) = ϕ21 ϕ22 (ϕ1 + ϕ2 )2
|c(eiϕ/ n )|2 (q − 1)6
and so
√ √
q6 n n
In = n−4 1 + O(n−1 ) g(ϕ)χeiϕ/√n (P n A∗w ) dϕ1 dϕ2 .
(q − 1)6 √
− n
√
− n
By Lemma 3.5 we have
√ 1

χeiϕ/√n (P n A∗w ) = Cw λ1 (ϕ/ n)n 1 + O(n− 2 ) + o(λn1 ).
Writing h(ϕ) = ϕ21 + ϕ1 ϕ2 + ϕ22 , Lemma 3.6 gives

√ n
λ1 (ϕ/ n)n = λn1 1 − βh(ϕ)n−1 + O(n−3/2 )
n
= λn1 e−βh(ϕ)/n + O n−3/2 = λn1 e−βh(ϕ) 1 + O n−1/2 .
Therefore
√ √
q6 n −4
−1/2 n n
In = Cw λ n 1 + O n √ √
g(ϕ)e−βh(ϕ) dϕ1 dϕ2 .
(q − 1)6 1 − n − n
The integral tends to

∞ ∞ ∞ ∞
1 8π
g(ϕ)e−βh(ϕ) dϕ1 dϕ2 = 4 g(ϕ)e−h(ϕ) dϕ1 dϕ2 = √ ,
−∞ −∞ β −∞ −∞ 9 3β 4
and the result follows from (3.2).
√
3(q−1)+ q2 +34q+1
Remark 3.8. The spectral radius formula λ1 = 6q agrees with
computations made by Saloff-Coste and Woess in [36, Example 6].
Remark 3.9. Let G = SL3 (F) where F is a non-archimedean local field. Let I be
the standard Iwahori subgroup of G, defined by the following diagram, where o is
the ring of integers in F and where θ : F → k is the canonical homomorphism onto
the residue field k (for example, F = Fq ((t)), o = Fq [[t]], k = Fq and θ = evt=0 ).
G = SL3 (F)
∪ ∪
θ
K = SL3 (o) −→ SL3 (k)
∪ ∪ ∪
θ
I = θ−1 (B(k)) −→ B(k)
where B(k) is the subgroup of upper triangular matrices in SL3 (k). Then G/I is
the set of chambers of an Ã2 building (and G/K is the set of type 0 vertices of
that building). Since Cw (gI) = (gIwI)/I our local limit theorem gives a local limit
theorem for bi-I-invariant probability measures on G.
Part II: Harmonic analysis on affine Hecke algebras

In this part we give an outline of some well-known structural theory of affine Hecke
algebras. We prove Opdam’s generating function formula for the trace functional.
Our argument is slightly different to Opdam’s [28] (we prove the formula by ap-
plying the harmonic analysis on the centre of the Hecke algebra). This formula is
at the heart of harmonic analysis on affine Hecke algebras. We apply it to prove
the Plancherel Theorem for type Ã2 , following the general technique of [29].
4. Affine Weyl groups and alcove walks

In this section we fix some standard notation on affine Weyl groups, and briefly
discuss the combinatorics of alcove walks. Alcove walks control many aspects of
the representation theory of Lie algebras and Hecke algebras. Standard references
for this section include [5], [19] and [32].
4.1. Root systems and affine Weyl groups
Let us fix some notation, mainly following [5].
• Let h be an n-dimensional real vector space with inner product ·, ·.
• For nonzero α ∈ h let α∨ = 2α/α, α.
• Let R be a reduced irreducible root system in h (see [5] for the classification).
• Let {α1 , . . . , αn } be a set of simple roots of R.
• Let R+ be the set of positive roots. Let ϕ ∈ R be the highest root.
• For α ∈ R let Hα = {λ ∈ h | λ, α = 0} be the hyperplane orthogonal to α.
• For α ∈ R let sα ∈ GL(h) be the reflection sα (λ) = λ − λ, αα∨ through Hα .

• Let Q = Zα∨ ∨ ∨
1 +· · ·+Zαn be the coroot lattice, and Q = Z≥0 α1 +· · ·+Z≥0 αn .
+ ∨
• Let {ω1 , . . . , ωn } be the dual basis to {α1 , . . . , αn } defined by ωi , αj = δij .

• Let P = Zω1 +· · ·+Zωn be the coweight lattice, and P + = Z≥0 ω1 +· · ·+Z≥0 ωn
be the cone of dominant coweights.
In Figure 1 the lattice Q consists of the centres of the solid hexagons, and the
lattice P consist of all vertices in the picture.
The Weyl group W0 of R is the subgroup of GL(h) generated by {sα | α ∈ R}.
The Weyl group is a finite Coxeter group with distinguished generators s1 , . . . , sn
(where si = sαi ) and thus has a length function
: W0 → Z≥0 , with
(w) being
the smallest
≥ 0 such that w = si1 · · · si . Let w0 be the (unique) longest element
of W0 . The inversion set of w ∈ W0 is
R(w) = {α ∈ R+ | w−1 α ∈ −R+}, and
(w) = |R(w)|.

The open connected components of h\ α∈R Hα are Weyl sectors. These are
open simplicial cones, and W0 acts simply transitively on the set of Weyl sectors.
The fundamental Weyl sector is S0 = {λ ∈ h | λ, αi > 0 for i = 1, . . . , n}, and
P + = P ∩ S0 , where S0 is the closure of S0 in h.
The roots α ∈ R can be regarded as elements of h∗ by setting α(λ) = λ, α
for λ ∈ h. Let δ : h → R be the (non-linear) constant function with δ(λ) = 1 for
all λ ∈ h. The affine root system is Raff = R + Zδ. The affine hyperplane for the
affine root α + jδ is
Hα+jδ = {λ ∈ h | λ, α + jδ = 0} = {λ ∈ h | λ, α = −j} = H−α−jδ .
The affine Weyl group is the subgroup W of Aff(h) generated by the reflections
sα+kδ with α+kδ ∈ Raff , where the reflection sα+kδ : h → h is given by the formula
sα+kδ (λ) = λ − (λ, α + k)α∨ for λ ∈ h. Let α0 = −ϕ + δ (with ϕ the highest root
of R). The affine Weyl group is a Coxeter group with distinguished generators
s0 , s1 , . . . , sn , where s0 = sα0 . For µ ∈ h, let tµ : h → h be the translation
tµ (λ) = λ + µ for all λ ∈ h. Then sα+kδ = t−kα∨ sα and W is the semidirect
product W = Q W0 .

The open connected components of h\ β∈Raff Hβ are chambers (or alcoves).
The fundamental chamber is
c0 = {λ ∈ h | λ, αi > 0 for all i = 0, . . . , n} ⊂ S0 .
The affine Weyl group acts simply transitively on the set of chambers, and therefore
W is in bijection with the set of chambers. Identify 1 with c0 .
The extended affine Weyl group W̃ = P W0 acts transitively (but in general
not simply transitively) on the set of chambers. In general W̃ is not a Coxeter
group, but it is “nearly” a Coxeter group: There is a length function
: W̃ → Z≥0
defined by
(w) = |{Hα+jδ | Hα+jδ separates c0 from wc0 }|, and for w ∈ W ⊆ W̃
this agrees with the Coxeter length function. Let Γ = {w ∈ W̃ |
(w) = 0}. Then
W̃ = W Γ, and Γ is isomorphic to the finite abelian group P/Q. Therefore W̃
acts simply transitively on the set of chambers in h × Γ, and so W̃ can be thought

of as |Γ| copies of W .
If w ∈ W̃ = P W0 we define the weight wt(w) ∈ P and the final direction
θ(w) ∈ W0 by the equation
w = twt(w) θ(w). (4.1)
The Bruhat partial order on W is defined as follows: v ≤ w if and only if v is
a ‘subexpression’ of a reduced expression w = si1 · · · si for w. Here subexpression
means an expression obtained by deleting one or more factors from the expression
w = si1 · · · si . If v ≤ w then v is a subexpression of every reduced expression
for w. The Bruhat order extends to W̃ by setting v ≤ w if and only if w = w γ
and v = v γ with w , v ∈ W and γ ∈ Γ and v ≤ w .
4.2. Alcove walks
Each affine hyperplane Hα+kδ determines two closed half-spaces of h. Define an
orientation on the affine hyperplane Hα+kδ by declaring the positive side to be
the half-space which contains a subsector of the fundamental sector S0 . Explicitly,
if α ∈ R+ and k ∈ Z then the negative and positive sides of Hα+kδ are
−
Hα+kδ = {x ∈ h | x, α + kδ ≤ 0} = {x ∈ h | x, α ≤ −k},
+
Hα+kδ = {x ∈ h | x, α + kδ ≥ 0} = {x ∈ h | x, α ≥ −k}.
See the picture in Example 1.3; note that this orientation is translation invariant.
Let w = si1 · · · si γ be an expression for w ∈ W̃ , with γ ∈ Γ. A positively
folded alcove walk of type w is a sequence of steps from alcove to alcove in W̃ ,
starting at 1 ∈ W̃ , and made up of the symbols
− .. + − ... + .
x ..................... xsi xsi .................... x xsi −. ... + x (4.2)
.
. .
...
...
...
...........
... .. .
(positive i-crossing) (positive i-fold ) (negative i-crossing)
where the kth step has i = ik for k = 1, . . . ,
. To take into account the sheets
of W̃ , one concludes the alcove walk by “jumping” to the γ sheet of h × Γ. Our
pictures will always be drawn without this jump by projecting h × Γ → h × {1}.
Let p be a positively folded alcove walk. For each i = 0, 1, . . . , n let
fi (p) = #(type i-folds in p).
= si1 · · · si γ be a reduced expression for w ∈ W̃ . Define
Let w
P(w)
= {all positively folded alcove walks of type w}.
(4.3)
Let end(p) ∈ W̃ be the alcove where p ends. By the definition of the Bruhat order
it is clear that if p ∈ P(w)
(with w
reduced) then
end(p) ≤ w in Bruhat order. (4.4)
Define the weight wt(p) ∈ P and final direction θ(p) ∈ W0 by the equation
end(p) = twt(p) θ(p). (4.5)
The dominance order on P is given by µ λ if and only if λ − µ ∈ Q+. It is not

difficult to show that if p ∈ P(w)
then
wt(w) wt(p). (4.6)
This is a consequence of the paths being ‘positively’ folded.
Example 4.1. The positively folded alcove walk p
.. .. .... .. ... .... .. .. ..... .. ... .... .. ..
. . . .
.. ..... ......... . . . ......................................... ..... .......... . . . ....................................... ..... ........... . . .
. . . . v . . .
... .. . .. .. .. ........... .. .. .. .. . ..... .. .... ..
.. . . .
. . . .
. .
... . .. .. . . .
..
. .. . . . . . . .. . . ..
.......................................... ..... ......... . .... . ....................................... ..... ........... . . . .................................... ............ = 0
.. .. .. ... .. ....................... .. .. .... .. .. ... .. .. ..
. .. ... . .... . ....... . .. ... .. ... ... .. ..
. .
.. ..... .......... . . . ............................................. ......... ....... . . . . ..................................... ..... .......... . . . . ..... .... = 1
.
... .. ... ... .. .. ..... ............ ............................. ......................... ............... 1.. ... ..
... . ... ... .. ... ... . ......... .. ... ..... .. .. .... ... .. ... ...
......................................... ..... ......... . . . ..................................... ..... .......... . . . ..................................... ... =2
.. .. .. .... .. ... ... .. ... .... .. ... .... .. .. ..
. . ... . .. ... . .. .. . .. ... . ..
.. ..... ........... . . . ........................................ ..... ......... . . . ...................................... ..... ............ . . .
.. ... . . ... . .
. . . . . .. . . .. .. .. .
. .
Figure 4. A positively folded alcove walk in type Ã2
has type w = s0 s1 s2 s0 s1 s0 s2 s1 s0 s1 s2 s0 (this is reduced). The end chamber of p

is end(p) = v = s0 s1 s2 s0 s1 s2 s1 s0 s2 s0 = s0 s1 s2 s0 s2 s1 s0 s2 ≤ w, and f0 (p) = 1,
f1 (p) = 1, and f2 (p) = 0. We have wt(p) = 4ω1 − ω2 and wt(w) = 5ω1 − 6ω2 . Note
that wt(p) − wt(w) = α∨ ∨
1 + 3α2 ∈ Q and so wt(w) wt(p).
+
Example 4.2. In type Ã2 , the set P(s1 s2 s1 s0 ) consists of the 10 paths in Figure 5
(arranged according to wt(p)).
..... .....
. . .. ....
............................. .....................
.......... ................. ... .....
........ ... ...........................................
..
. ....... .....
..................... ........ ........
........ .. ....
. ............. . .
.......... ......................... ... .
. .
... .. .
.. . .......
....... ........ ... .
......
...... ..........
..
...
. . .....
.............
...
.. .....
... ........
.......
Figure 5. Positively folded alcove walks of type w

= s1 s2 s1 s0
The bottom path is w

(the path with no folds). Note that all other paths have
end(p) ≤ w and wt(w)
wt(p).
4.3. Parameter systems

Let R, W0 , W, W̃ , etc be as above. A parameter system is a set q = {q0 , q1 , . . . , qn }
such that (i) qi > 1 for each i = 0, 1, . . . , n, and (ii) qi = qj whenever si and sj are
conjugate in W . For example, the parameters of a locally finite regular building
form a parameter system. A parameter system is reduced if it satisfies (iii) if R
is of type A1 then q0 = q1 , and if R is of type Cn then q0 = qn . The ‘reduced’
hypothesis can be removed, but without it some of the subsequent formulae become
more complex.
Let q be a reduced parameter system. By [5, IV, §1, No.5, Prop 5]
qw := qi1 · · · qi if w = si1 · · · si ∈ W is a reduced expression
does not depend on the choice of reduced expression. Extend this definition to W̃
be setting qwγ = qw whenever w ∈ W and γ ∈ Γ. For α ∈ R, define qα by
qα = qi if α ∈ W0 αi .
Since α ∈ W0 αi ∪ W0 αj implies that sj = wsi w−1 for some w ∈ W0 this definition
is unambiguous.
4.4. Extended affine Hecke algebras
Definition 4.3. Let W̃ be an extended affine Weyl group and let q be a reduced
parameter system. The extended affine Hecke algebra with Weyl group W̃ and
parameter system q is the algebra H over C with generators Tw (w ∈ W̃ ) and
defining relations
Tu Tv = Tuv if
(uv) =
(u) +
(v)
1
−1
Tw Tsi = Twsi + (qi −2
qi 2 )Tw if
(wsi ) =
(w) − 1.
We will usually drop the adjective ‘extended’ and call H the affine Hecke algebra.
Remark 4.4. We often write Ti in place of Tsi for i = 0, 1, . . . , n. One immediately
1
−1
sees that each Ti is invertible, with inverse Ti−1 = Ti − (qi2 − qi 2 ), and that
Tγ−1 = Tγ −1 for γ ∈ Γ. It follows that each Tw , w ∈ W̃ , is invertible.
Remark 4.5. If q0 , q1 , . . . , qn are the parameters of a locally finite regular building
then the subalgebra HW of H generated by Tw , w ∈ W , is isomorphic to A ,
1/2
with Tw → qw Aw (see Proposition 1.13). This renormalisation leads to neater
formulas in the Hecke algebra theory. Also it is more convenient to work in the
larger extended Hecke algebra.
5. Structure of affine Hecke algebras

This section is classical and well known to experts. Standard references include
[23], [25], [27], and [42]. The main results we describe are:
• The Bernstein presentation. This realises the semidirect product structure
W̃ = P W0 of the extended affine Weyl group at the Hecke algebra level.
• The computation of the centre of H . This is useful because the centre of an

algebra plays an important role in its representation theory.
• The derivation of the Macdonald formula. This formula is key to the Planche-
rel formula on the centre of H .
5.1. Bernstein presentation of H
Let v ∈ W̃ , and choose any expression v = si1 · · · si γ for v (not necessarily
reduced). Interpret this expression as an alcove walk with no folds starting at the
alcove 1 ∈ W̃ . Let 1 , . . . , ∈ {−1, +1} be the signs of the crossings of this walk.
The element
xv = Ti11 · · · Ti Tγ
does not depend on the particular expression for v chosen (see [15]).
Proposition 5.1. Let w ∈ W̃ , and choose a reduced expression w = si1 · · · si γ.
Then
n
1
−1
Tw = Q(p)xend(p) where Q(p) = (qi2 − qi 2 )fi (p) .
p∈P(w)

i=0
1
− 12
Proof. This is an easy induction using the formula Ti = Ti−1 + (qi2 − qi ).
Corollary 5.2. The set {xv | v ∈ W̃ } is a basis of H . The transition matrices
converting between the bases {Tw | w ∈ W̃ } and {xv | v ∈ W̃ } are upper triangular
with respect to the Bruhat order, and have 1s on the main diagonal.
For µ ∈ P , define xµ = xtµ .
The relations in the following presentation of H are the algebra analogues
of the defining relations:
s2i = 1, si sj si · · · = sj si sj · · ·, tλ tµ = tλ+µ = tµ+λ , si tλ = tsi λ si .

mij terms mij terms
(i, j = 1, . . . , n and λ, µ ∈ P ) in the extended affine Weyl group W̃ .

Theorem 5.3 (Bernstein Presentation). For all i, j = 1, . . . , n and all λ, µ ∈ P we
have
1
− 12
Ti2 = 1 + (qi2 − qi )Ti
Ti Tj Ti · · · = Tj Ti Tj · · · (mij terms on each side)
λ µ λ+µ µ λ
x x =x =x x
1
− 12 xµ − xsi µ
Ti xµ = xsi µ Ti + (qi2 − qi ) ∨ (the Bernstein relation).
1 − x−αi
Proof. These facts can be deduced from the alcove walk setup. See [32].
Remark 5.4. The ‘fraction’ appearing in the Bernstein relation is actually an ele-
ment of C[P ], because si µ = µ − µ, αi α∨
i , and µ, αi ∈ Z since µ ∈ P .
Corollary 5.5. The sets

{xµ Tw | µ ∈ P, w ∈ W0 } and {Tw xµ | µ ∈ P, w ∈ W0 }
are both bases for H .
Proof. Since tµ is in the ‘1-position’ of tµ W0 , and since the orientation on the
hyperplanes is translation invariant we have
xtµ w = xµ Tw−1
−1 for all µ ∈ P and all w ∈ W0 .
Therefore {xµ Tw−1
−1 | µ ∈ P, w ∈ W0 } is a basis of H , and the result follows from
Corollary 5.2 and the Bernstein relation.

It is not difficult to use the Bernstein relation to compute the centre of H .
Let C[P ] denote the C-span of the elements xλ , λ ∈ P . Then C[P ] carries a natural
W0 -action (with w · xλ = xwλ ), and we write
C[P ]W0 = {p ∈ C[P ]W0 | w · p = p for all w ∈ W0 }.
Corollary 5.6. The centre of H is Z(H ) = C[P ]W0 .
Proof. If z ∈ C[P ]W0 then Theorem 5.3 gives Tw z = zTw and xµ z = zxµ for all
w ∈ W0 and µ ∈ P . Therefore z ∈ Z(H ). Conversely suppose that z ∈ Z(H ).
Use Corollary 5.5 to write

z= pw (x)Tw where pw (x) ∈ C[P ].
w∈W0
Let w be a maximal element of W0 (in the Bruhat order) subject to the con-
dition that pw (x) = 0. Since xλ zx−λ = z the Bernstein relation gives pw (x) =
xλ−wλ pw (x) for all λ ∈ P , and so w = 1. Therefore z ∈ C[P ]. Then for i = 1, . . . , n
we have
zTi = Ti z = (si z)Ti + z for some z ∈ C[P ],
and so zTi = (si z)Ti by Corollary 5.5. Thus z = si z for each i, so z ∈ C[P ]W0 .
5.2. The Macdonald formula
It is natural to seek modifications τw of the elements Tw which satisfy the “sim-
plified Bernstein relation”
τw xµ = xwµ τw for all w ∈ W0 and µ ∈ P .
For each i = 1, . . . , n define the intertwiner τi ∈ H by
1
∨ − 12
τi = (1 − x−αi )Ti − (qi2 − qi ).
By Theorem 5.3 we have τi xµ = xsi µ τi for all µ ∈ P , and a direct computation
(using Theorem 5.3) gives
∨ ∨
τi2 = qi (1 − qi−1 x−αi )(1 − qi−1 xαi ) ∈ C[P ]. (5.1)
It can be shown that
τw = τi1 · · · τi
is independent of the choice of reduced expression w = si1 · · · si ∈ W0 , and that

the τw are linearly independent over C[P ].
Define 10 ∈ H by
1 1
10 = qw2 Tw , where W0 (q) = qw . (5.2)
W0 (q)
w∈W0 w∈W0
Induction on
(w) shows that
1
Tw 10 = 10 Tw = qw2 10 for all w ∈ W0 , and so 120 = 10 . (5.3)
Therefore
1 ∨ − 12 ∨ ∨
10 τi = qi2 10 (1 − qi−1 xαi ) and τi 10 = −qi x−αi (1 − qi−1 xαi )10 . (5.4)
Define elements d(x), n(x) ∈ C[P ] by

∨ ∨
d(x) = (1 − x−α ) and n(x) = (1 − qα−1 x−α ). (5.5)
α∈R+ α∈R+
Theorem 5.7. We have

qw0 − 12 ∨
d(x)10 = qw cw τw , where cw = (1 − qα−1 x−wα ).
W0 (q)
w∈W0 α∈R(w −1 w0 )
q
In particular, the coefficient of τe in d(x)10 is W0w(q)
0
n(x).

Proof. We have d(x)10 = w∈W0 aw τw for some polynomials aw ∈ C[P ] (because
each d(x)Tw with w ∈ W0 has this property). This expression is unique, because
the τw are linearly independent over C[P ], and obviously aw0 = qw0 W0 (q)−1 . On
1/2
the one hand using (5.4) we see that for each i = 1, . . . , n we have
1 ∨ 1 ∨
d(x)10 τi = d(x)10 qi2 (1 − qi−1 xαi ) = qi2 aw (1 − qi−1 xwαi )τw ,
w∈W0
and on the other hand direct computation gives

d(x)10 τi = aw τw τi = awsi τw + awsi τw τi2 .
w∈W0 w:wsi <w w:wsi >w
Since τi2 ∈ C[P ] we deduce that

1 ∨
qi2 aw (1 − qi−1 xwαi ) = awsi whenever
(wsi ) =
(w) − 1.
Write w0 = wsi1 · · · si with
=
(w0 ) −
(w). Then
1 ∨ ∨
aw = qi21 awsi1 (1 − qi−1 x−wαi1 ) = · · · = qw−1 w0 aw0 (1 − qα−1 x−wα ),
1/2
1
α
where the product is over α ∈ {αi1 , si1 αi2 , . . . , si1 · · · si−1 αi } = R(w−1 w0 ).

Lemma 5.8. Let ρ = 12 α∈R+ α∨ . If w ∈ W0 then

1 ∨
τw 10 = (−1)(w) qw2 x−ρ+wρ (1 − qβ−1 x−wβ ) 10 .
β∈R(w −1 )
Proof. It follows from (5.4) that if w = si1 · · · si is reduced then

1 ∨ ∨
τw 10 = −qα2 x−α (1 − qα−1 xα ) 10 ,
α
where the product is over α ∈ {αi1 , si1 αi2 , . . . , si1 · · · si−1 αi } = R(w). Since
R(w) = −wR(w−1 ) it follows that

1 ∨ ∨
τw 10 = (−1)(w) qw2 x β∈R(w−1 ) wβ (1 − qβ−1 x−wβ ) 10 ,
β∈R(w −1 )

and the result follows since wρ − ρ = β∈R(w −1 ) wβ ∨ .
Theorem 5.9. For all µ ∈ P we have the Macdonald formula

1 − q −1 x−α∨
µ q w0 µ α
10 x 10 = Pµ (x)10 where Pµ (x) = w x .
W0 (q) +
1 − x−α∨
w∈W0 α∈R
Proof. By Theorem 5.7 and Lemma 5.8 we have

qw0 − 12
d(x)10 xµ 10 = qw cw xwµ τw 10
W0 (q)
w∈W0
qw0 −ρ
= x (−1)(w) (wn(x))xwµ+wρ 10 .
W0 (q)
w∈W0
By Bourbaki [5, VI, §3, No. 3, Proposition 2] the polynomial

p(x) = (−1)(w) (wn(x))xwµ+wρ is divisible by xρ d(x),
w∈W0
and since w(x d(x)) = (−1)(w) xρ d(x) we have

ρ
p(x) 1 − q −1 x−wα∨
wµ α
= x ,
xρ d(x) +
1 − x−wα∨
w∈W0 α∈R
completing the proof.
Remark 5.10. The above computation can be used to prove the Satake isomor-
phism
10 H 10 ∼
= Z(H ) = C[P ]W0 ,
because {10 xλ 10 | λ ∈ P + } is a basis for 10 H 10 and {Pλ (x) | λ ∈ P + } is a basis
for C[P ]W0 .
5.3. Some representation theory

The calculation of the centre of H has important implications for the representa-
tion theory of H .
Proposition 5.11. Let (π, V ) be an irreducible representation of H over C.
1. There is an element t ∈ Hom(P, C× ) such that
π(z) = ht (z)I for all z ∈ C[P ]W0 ,
where ht : C[P ] → C is the evaluation homomorphism given by
ht (xλ ) = tλ for all λ ∈ P , where tλ := t(λ).
2. We have ht (z) = ht (z) for all z ∈ C[P ]W0 if and only if t ∈ W0 t.
3. V is necessarily finite dimensional.
Proof. 1. The algebra H has countable dimension. Therefore by Dixmier’s infinite-
dimensional generalisation of Schur’s Lemma (see [39, §5.3, Lemma 9]), if (π, V )
is an irreducible representation of H then Z(H ) = C[P ]W0 acts on V by scalars.
Thus π : H → End(V ) induces an algebra homomorphism h : C[P ]W0 → C
by π(z) = h(z)I for all z ∈ C[P ]W0 . Since C[P ] is integral over C[P ]W0 each
algebra homomorphism h : C[P ]W0 → C is the restriction of some homomorphism
C[P ] → C. Therefore h = ht for some t ∈ Hom(P, C× ).
2. Exercises 12 and 13 in [2, Chapter V] show that the homomorphisms ht
and ht agree on C[P ]W0 if and only if t ∈ W0 t.
3. Since C[P ] is integral over C[P ]W0 , and since {Tw xλ | w ∈ W0 , λ ∈ P } is
a vector space basis of H , it follows that H is finite dimensional as a C[P ]W0 -
module, and hence V is finite dimensional (by part 1).
Remark 5.12. It can be shown that if (π, V ) is an irreducible representation of H

then dim(V ) ≤ |W0 | (see [20]).
Definition 5.13. The element t ∈ Hom(P, C× ) in Proposition 5.11 is the central
character of (π, V ). To be more precise, the central character is the orbit W0 t.
Note that H = H0 ⊗ C[P ] where H0 is the |W0 |-dimensional subalgebra
generated by Tw , w ∈ W0 . This allows us to write down finite-dimensional repre-
sentations of H by inducing representations of the commutative subalgebra C[P ]
to H . For t ∈ Hom(P, C× ) let Cvt be the one-dimensional representation of C[P ]
with action xλ · vt = tλ vt .
Definition 5.14. Let t ∈ Hom(P, C× ). The principal series representation of H
with central character t is (πt , V (t)), where
V (t) = IndH
C[P ] (Cvt ) = H ⊗C[P ] (Cvt ).
We have h · (h ⊗ vt ) = (hh ⊗ vt ) and (xλ ⊗ vt ) = tλ (1 ⊗ vt ). Therefore V (t) has

basis {(Tw ⊗ vt ) | w ∈ W0 }, and hence has dimension |W0 |.
The importance of these representations is given by Kato’s Theorem:

Theorem 5.15 (see [20]). We have
∨
1. (πt , V (t)) is irreducible if and only if tα = q ±1 for each α ∈ R.
2. If (π, V ) is an irreducible representation of H with central character t then
(π, V ) is a composition factor of (πt , V (t)).
See Section 8 for explicit computations of representations in type Ã2 . An-

other way of building representations is to induce representations from parabolic
subalgebras. Again, see Section 8 for some examples.
We now give a simple combinatorial formula for the matrix elements of the
principal series representation. Recall the definitions of wt(p) ∈ P and θ(p) ∈ W0
from (4.5). It is convenient to generalise the definition of P(w)
from (4.3) to allow
alcove walks that start at an alcove different from 1. Given u ∈ W0 and w ∈ W̃ a
reduced expression, let
P(w,
u) = {positively alcove walks of type w
starting at the alcove u}.
Theorem 5.16. Let w ∈ W̃ . Relative to the basis {(Tu−1 Tw0 ⊗ vt ) | u ∈ W0 }, the

matrix elements of the principal series representation (πt , V (t)) are given by

[πt (Tw−1 )]v,u = Q(p)t−w0 (wt(p))
{p∈P(w,u)|θ(p)=v}

where Q(p) is as in Proposition 5.1.
Proof. If u ∈ W0 and w ∈ W̃ , then by Proposition 5.1 we have

(Tw−1 Tu−1 )∗ = Tu−1
−1 Tw =
−1
Q(p)xwt(p) Tθ(p)−1
p∈P(w,u)

(the involution ∗ is described in (6.3)). Since (xλ )∗ = Tw0 x−w0 λ Tw−1

0
we get
Tw−1 · (Tu−1 Tw0 ⊗ vt ) = Tw−1 Tu−1 · (Tw0 ⊗ vt )

−1
= Q(p)t−w0 (wt(p)) (Tθ(p) Tw0 ⊗ vt ),
p∈P(w,u)

and the result follows.
The positivity of this formula has some very useful applications, for example
see the proof of Lemma 3.2.
6. Harmonic analysis for the Hecke algebra

In the previous section we recalled some of the well-known structural theory of
affine Hecke algebras. In the current section we describe the beginnings of the
harmonic analysis on H , following the main line of argument in [28]. The outline
is as follows. Define a trace Tr : H → C on H by linearly extending Tr(Tw ) = δw,1 .

For fixed t ∈ Hom(P, C× ) define a function Ft : H → C by

Ft (h) = t−µ Tr(xµ h) whenever the series converges. (6.1)
µ∈P
∨
We show that the series converges provided each |tαi | < r is sufficiently small. We
will see that
ft (h) n(t) 1 − q −1 t−α∨
α
Ft (h) = , where c(t) = = , (6.2)
qw0 c(t)c(t−1 ) d(t) +
1 − t−α∨
α∈R
where d(t) and n(t) are as in (5.5), and where d(t)ft (h) is a linear combination of
terms {tλ | λ ∈ P }. Hence ft (h) has a meromorphic continuation (as a function
of t). Furthermore ft is related to the character of the principal series represen-
tation (πt , V (t)) by f˜t = χt , where f˜t is the symmetrisation of ft . It follows from
(6.1) and (6.2) that if dt is normalised Haar measure on the product Tn of n circle
groups T then
ft (h)
Tr(h) = −1 )
dt.
(rT)n qw0 c(t)c(t
A more general version of this formula is the main result of [28], and it is at the
heart of the harmonic analysis and Plancherel measure for H .
6.1. The C ∗ -algebra
Define an involution ∗ on H and a function Tr : H → C by
∗
cw Tw = cw Tw−1 and Tr cw Tw = c1 . (6.3)
w∈W̃ w∈W̃ w∈W̃
An induction on
(v) using the defining relations in the algebra H shows that
Tr(Tu∗ Tv ) = δu,v , and so
Tr(h1 h2 ) = Tr(h2 h1 ) for all h1 , h2 ∈ H . (6.4)
It follows that
(h1 , h2 ) := Tr(h∗1 h2 )

defines a Hermitian inner product on H . Let |h|2 = (h, h). The algebra H
acts on itself, and the corresponding operator norm is
|h| = sup{|hx|2 : x ∈ H , |x|2 ≤ 1}.
Let H denote the completion of H with respect to this norm. It is a non-
commutative C ∗ -algebra.
Recall from Remark 4.5 that if there is an underlying building then there is
an isomorphism ψ : HW → A , where HW is the subalgebra of H generated by
1/2
{Tw | w ∈ W }. The isomorphism is given by ψ(Tw ) = qw Aw for all w ∈ W . It is
not immediately clear that the operator norms on A and HW (written as · and
| · | respectively) are compatible with ψ, and so we pause to prove the following:
Proposition 6.1. If there is an underlying building then |h| = ψ(h) for all
h ∈ HW . Therefore H W ∼ =A.
Proof. Let o ∈ C be a fixed chamber of the underlying building (C, δ). Let
2o (C) be
the subspace of
2 (C) consisting of functions which are constant on each set Cw (o).
−1
Since Aw δo = qw 1Cw−1 (o) the injective map ω : A →
2o (C), A → Aδo , embeds
A into
o (C) as a dense subspace (the subspace of finitely supported functions).
2
Therefore η := ω ◦ ψ : HW →
2o (C) embeds HW as a dense subspace of
2o (C),
and a straight forward computation shows that |h|2 = η(h)2 for all h ∈ HW .
Therefore by the density of η(HW ) in
2o (C) it follows that
|h| = ψ(h)o for all h ∈ HW ,
where · o is the
2 -operator norm on B(
2o (C)) (note that each A ∈ A maps
2o (C) into itself). It remains to show that Ao = A for all A ∈ A . To see this,
note that the homomorphism Φ : A → B(
2o (C)), A → A|2o (C) is injective, for if
Φ(A) = 0 then Aδo = 0, and so A = 0 by Lemma 2.2. But by [10, Theorem I.5.5]
an injective homomorphism between C ∗ -algebras is necessarily an isometry, and
so A = Ao for all A ∈ A .
We return to the study of the trace functional Tr : H → C.
6.2. A formula for the trace on H 10
It is easy to derive a formula for the trace on H 10 = C[P ]10 using the harmonic
analysis on Z(H ). The key idea is that Tr(xµ 10 ) = Tr(xµ 120 ) = Tr(10 xµ 10 ),
and then 10 xµ 10 = Pµ (x)10 , where Pµ (x) ∈ Z(H ) is the Macdonald spherical
function. First a formula for the trace on Z(H )10 .
Theorem 6.2. Let p(x) ∈ C[P ]W0 . Then

W0 (q) p(t)
Tr(p(x)10 ) = dt.
|W0 |qw0 Tn c(t)c(t−1 )
Proof. Since {Pλ (x) | λ ∈ P + } is a basis for C[P ]W0 it suffices to check the formula
when p(x) = Pλ (x) for some λ ∈ P + . It is not hard to see that if λ ∈ P + then
−1/2 qw0 W0λ (q
−1
) 1
10 xλ 10 = qtλ 2
qw2 Tw ,
W0 (q)
w∈W0 tλ W0
where W0λ = {w ∈ W0 | wλ = λ} (see [27, Lemma 2.7]). Therefore by Theorem 5.9

Tr(Pλ (x)10 ) = Tr(10 xλ 10 ) = δλ,0 .
On the other hand since c(t)c(t−1 ) is W0 -invariant we have

W0 (q) Pλ (t) 1 twµ c(wt) tµ
dt = dt = dt.
|W0 |qw0 Tn c(t)c(t−1 ) |W0 | Tn c(wt)c(wt
−1 )
Tn c(t
−1 )
w∈W0
If λ ∈ P then λ ∈
+
Q≥0 α∨ ∨
1 +· · ·+Q≥0 αn (see [5, VI, §1, No.10]). Therefore if λ = 0
is dominant then the integral is zero by regarding it as an iterated contour integral
of a function that is analytic inside the contours in each variable tω1 , . . . , tωn . The
result follows.
Corollary 6.3. If µ ∈ P then

tµ
Tr(xµ 10 ) = dt.
Tn c(t−1 )
If µ ∈
/ −Q + µ
then Tr(x 10 ) = 0.
Proof. If µ ∈ P then by (5.3), (6.4), and Theorem 5.9 we have
Tr(xµ 10 ) = Tr(xµ 120 ) = Tr(10 xµ 10 ) = Tr(Pµ (x)10 ),
where Pµ (x) ∈ C[P ]W0 . The result now follows from Theorem 6.2 and its proof.

6.3. Opdam’s trace generating function formula

Let t ∈ Hom(P, C× ). Define a function Ft : H → C by (6.1). Let us deal im-
mediately with the issue of convergence of this series. Recall that if v ∈ W̃ then
v ∈ tµ W0 for a unique µ ∈ P , and we write wt(v) = µ.
Lemma 6.4. Let v ∈ W̃ . Then:

1/2
1. |Tr(xv )| ≤ 2(v) qv .
2. If Tr(xv ) = 0 then wt(v) ∈ −Q+ .
Proof. 1. We use induction on
(v) to prove that

xv = cvw Tw with |cvw | ≤ 2(v) qv1/2 for all v, w.
w∈W
The result follows since Tr(xv ) = cv1 . The case

(v) = 0 is trivial, since xγ = Tγ
for all γ ∈ Γ. Suppose that
(vsi ) =
(v) + 1. Then

xvsi = xv Ti = cvw Tw Ti where = +1 or = −1.
w∈W
If = +1 then the relations in H give

vsi
cvwsi if
(wsi ) >
(w)
cw = 1
−1
cvwsi + (qi2 − qi 2 )cvw if
(wsi ) <
(w),
and if = −1 the relations in H give
1
−1
vsi cvwsi − (qi2 − qi 2 )cvw if
(wsi ) >
(w)
cw =
cvwsi if
(wsi ) <
(w).
Therefore in all cases the induction hypothesis implies that
1
− 12 1
w | ≤ |cwsi | + (qi − qi
|cvsi v 2
)|cvw | ≤ (1 + qi2 )2(v) qv1/2 ≤ 2(vsi ) qvs
1/2
i
.
2. Recall the path theoretic formula from Proposition 5.1. Using (4.4) and
(4.6) this formula shows that for all v ∈ W̃ we have

Tv = xv + avu xu .
{u|u<v,wt(u)wt(v)}
Inverting this change of basis formula gives

xv = Tv + cvu Tu .
{u|u<v,wt(u)wt(v)}
But Tr(xv ) = and hence Tr(xv ) = 0 implies that wt(v) wt(1) = 0. Therefore
cv1 ,
by the definition of the dominance order we have wt(v) ∈ −Q+ .
Corollary 6.5. There exists r > 0 such that for all h ∈ H the series Ft (h) converges
∨
uniformly if each |tαi | < r.
Proof. This is immediate from Lemma 6.4.
Let T be the circle group, and let dt = dt1 · · · dtn be the normalised Haar
measure on Tn . Let r > 0 be as in Corollary 6.5, and write Tr = rT. Then

Tr(h) = Ft (h) dt for all h ∈ H .
Tn
r
This is the starting point for the harmonic analysis on H . Our first task is to
compute Ft (h). The following very nice properties are useful.
∨
Proposition 6.6. Let t ∈ Hom(P, C× ) with |tαi | < r for each i = 1, . . . , n. The
function Ft : H → C satisfies:
1. Ft is linear.
2. Ft (xλ hxµ ) = tλ+µ Ft (h) for all λ, µ ∈ P and all h ∈ H .
3. Ft (τw ) = δw,1 Ft (1) for all w ∈ W0 .
Proof. The first statement is obvious. For the second statement, using the fact
that Tr(ab) = Tr(ba) and making a change of variable in the summation gives

Ft (xλ hxµ ) = t−ν Tr(xλ+ν hxµ ) = t−ν Tr(xλ+µ+ν h) = tλ+µ Ft (h).
ν∈P ν∈P
Finally, since τw xλ = xwλ τw for all λ ∈ P and w ∈ W0 , we have

tλ Ft (τw ) = Ft (τw xλ ) = Ft (xwλ τw ) = twλ Ft (τw ),
and so (tλ − twλ )Ft (τw ) = 0. The condition on t ∈ Hom(P, C× ) implies that if
w = 1 then xλ − xwλ = 0 for all λ ∈ P , and the result follows.
∨
Proposition 6.7. Let t ∈ Hom(P, C× ) with |tαi | < r for each i = 1, . . . , n. Then
Ft (h) = ft (h)Ft (1) for all h ∈ H ,
where d(t)ft (h) is a polynomial in {t | λ ∈ P } with complex coefficients.
λ
Proof. If w ∈ W0 then d(x)Tw can be written as a linear combination of the

elements {τv | v ∈ W0 } with complex coefficients. Therefore if h ∈ H then d(x)h
is in the C-span of {xλ τw | w ∈ W0 , λ ∈ P }. Writing

d(x)h = pw (x)τw with pw (x) ∈ C[P ]
w∈W0
and using Proposition 6.6 gives

d(t)Ft (h) = Ft (d(x)h) = pw (t)Ft (τw ) = p1 (t)Ft (1).
w∈W0
Proposition 6.7 shows that for each h ∈ H , the function t → ft (h) has a
meromorphic continuation to t ∈ Hom(P, C× ) with possible poles at the points
∨
where tα = 1 for some α ∈ R. Proposition 6.6 immediately implies the following.
Corollary 6.8. The function ft : H → C satisfies:
1. ft is linear.
2. ft (xλ hxµ ) = tλ+µ ft (h) for all λ, µ ∈ P and all h ∈ H .
3. ft (xλ τw ) = tλ δw,1 for all λ ∈ P and w ∈ W0 .
Let f˜t : H → C be the symmetrisation of ft . That is,

f˜t (h) = fwt (h) for all h ∈ H .
w∈W0
The following theorem gives an important connection between f˜t and the character
χt of the principal series representation. First a quick lemma.
∨
Lemma 6.9. If tα = 1 for all α ∈ R then V (t) has basis {τw ⊗ vt | w ∈ W0 } and

χt (xλ τw ) = δw,1 tw t .
w ∈W0
Proof. For each w ∈ W0 induction shows that d(x)Tw can be written as a linear
combination of elements {xλ τw | w ∈ W0 , λ ∈ P }, and the first claim follows.
For all λ ∈ P and w, u ∈ W0 we have
−1
w −1 λ −1
w −1 λ
(xλ τw ) · (τu ⊗ vt ) = (τw τu xu ⊗ vt ) = tu (τw τv ⊗ vt ).
It follows from (5.1) that for all w, u ∈ W0 we have τw τu ∈ τwu C[P ]. Therefore if
w = 1 then diagonal entries of πt (xλ τw ) relative to the basis {τw ⊗ vt | w ∈ W0 }
are all zero, and so χt (xλ τw ) = 0. If w = 1 then the diagonal of πt (xλ ) consists of

the terms tw λ with w ∈ W0 , and the result follows.
∨
Theorem 6.10. If tα = 1 for all α ∈ R then f˜t (h) = χt (h) for all h ∈ H .
Proof. Since C[P ]W0 = Z(H ) it is clear that πt (p(x)) = p(t)I for all p ∈ C[P ]W0 .
Therefore for all h ∈ H we have
χt (p(x)h) = tr(πt (p(x))πt (h)) = tr(p(t)πt (h)) = p(t)χt (h),
and Corollary 6.8 gives

f˜t (p(x)h) = p(t)f˜t (h).
Pick p(x) = d(x)d(x−1 ) (this is symmetric). Since d(x)Tw is in the C[P ]-span
of {τv | v ∈ W0 } for all w ∈ W0 we see that p(x)h can be written as

p(x)h = pw (x)τw with pw (x) ∈ C[P ].
w∈W0
By Corollary 6.8, Lemma 6.9, and the above observations we see that

p(t)χt (h) = χt (p(x)h) = p1 (wt) = f˜t (p(x)h) = p(t)f˜t (h).
w ∈W0
∨
So if tα = 1 for all α ∈ R we have f˜t (h) = χt (h) (since p(t) = d(t)d(t−1 ) = 0).
Since Ft (h) = ft (h)Ft (1) the final piece in the puzzle is to compute Ft (1).
Theorem 6.11. Let t ∈ Hom(P, C× ) be such that Ft (1) converges. Then
qw−1
n(t) 1 − q −1 t−α∨
0 α
Ft (1) = , where c(t) = = .
c(t)c(t−1 ) d(t) +
1 − t−α∨
α∈R
∨
Thus for all h ∈ H the series Ft (h) converges if |tα | < qα−1 for each α ∈ R+ .
Proof. Let µ ∈ P . By Corollary 6.3 and the definition of Ft we have

t−µ uµ n ∨
−µ µ uαi du
Ft (10 ) = t Tr(x 10 ) = −1
du = ∨ ∨ .
µ∈−Q+ + Tn c(u
µ∈−Q
) Tn u − t c(u−1 )
α i αi
i=1
Considering this integral as a iterated contour integral, and computing the simple
∨ ∨
residues at uαi = tαi gives
1
Ft (10 ) = . (6.5)
c(t−1 )
By Theorem 5.7 we have

d(x)10 = qw0 n(x) + aw (x)τw for some polynomials aw (x) ∈ C[P ]
w∈W0 ,w =1
and so by Proposition 6.6 we have
d(t)Ft (10 ) = Ft (d(x)10 ) = qw0 Ft (n(x)) = qw0 n(t)Ft (1)
and the result follows from (6.5).

7. The Plancherel Theorem for Ã2

Let us prove the Plancherel Theorem in the Ã2 case. In fact we will prove the
Plancherel formula for the algebra HW (this is slightly more convenient; similar
computations work for the extended affine Hecke algebra). This is the affine Hecke
algebra with generators Tw , w ∈ W , and relations

Twsi if
(wsi ) =
(w) + 1
Tw Tsi = 1 1
Twsi + (q 2 − q − 2 )Tw if
(wsi ) =
(w) − 1,
where W is the Coxeter group from Figure 1. Alternatively this algebra has basis
{xµ Tw | w ∈ W0 , µ ∈ Q}, where W0 is the parabolic subgroup of W generated
by s1 and s2 , and where Q = Zα∨ ∨
1 + Zα2 . The relations that hold amongst the
elements of this basis are given by Theorem 5.3.
Summarising the results of the last section, for all h ∈ HW we have

ft (h)
Tr(h) = Ft (h) dt = ft(h)Ft (1) dt = −1 )
dt (7.1)
2
Tr Tr2 2 q
Tr w0 c(t)c(t
where r > 0 is sufficiently small, and where ft (h) = φh (t)/d(t) for some linear
combination φh (t) of the terms tλ , λ ∈ Q, with f˜t (h) = χt (h).
Therefore we are lead to consider integrals of the form

f (t)
If = −1 )
dt where f (t) = φ(t)/d(t) with φ analytic on (C× )2 .
Tr2 c(t)c(t
Lemma 7.1. Let If be as above, and let c(t) and c1 (u) be as in Theorem 2.3. Then

f (t) q(q − 1)2 gf (u) q 3 (q − 1)3
If = dt + du + f (q −1 , q −1 ),
T2 |c(t)| q 2 − 1 T |c1 (u)|2 q3 − 1
2
1 1 1 1
where gf (u) = f (q 2 u, q −1 ) + f (q − 2 u−1 , q − 2 u) + f (q −1 , q 2 u).
Proof. This is just some residue calculus. Write

φ(t)d(t−1 )
If = Iφ (t2 ) dt2 where Iφ (t2 ) = dt1 .
Tr Tr n(t)n(t−1 )
Fix t2 ∈ Tr . Consider the integral Iφ (t2 ) as a contour integral (dt1 = 2πi 1 dz
z
)
along Cr (the circular contour with radius r and centre 0 traversed once counter-
clockwise). We will shift this contour to C1 . In doing so we will pick up residue
contributions from the poles of the integrand lying between Cr and C1 . Since
n(t) = (1 − q −1 t−1
1 )(1 − q
−1 −1
t2 )(1 − q −1 t−1 −1
1 t2 ) we see that the only pole between
Cr and C1 (for fixed t2 ∈ Tr ) comes from the term n(z, t2 )−1 at z = q −1 . Therefore
a residue computation gives

q(q − 1)
If = Jφ (t1 ) dt1 + 2 Kφ ,
T q −1
where

φ(t)d(t−1 ) t2 φ(q −1 , t2 )
Jφ (t1 ) = dt2 and Kφ = dt2 .
Tr n(t)n(t−1 ) Tr (1 − q −1 t−1
2 )(1 − q
−2 t )
2
For fixed t1 ∈ T, the poles of the integrand of Jφ (t1 ) between the contours Cr and
C1 are at z = q −1 and z = q −1 t−1
1 . Residue calculus shows that Jφ (t1 ) equals

φ(t)d(t−1 ) q(q − 1) t1 φ(t1 , q −1 ) φ(t1 , q −1 t−1
1 )
dt + 2
−1 ) 2
− .
T n(t)n(t q − 1 (1 − q −1 t−1 1 )(1 − q
−2 t ) (1 − q −1 t )(1 − q −2 t−1 )
1 1 1
(This computation assumes t1 = 1. At t1 = 1 the pole has order 2, but this is a

set of measure zero.) Residue computations give

t2 φ(q −1 , t2 ) q2
Kφ = −1 dt 2 − φ(q −1 , q −1 ).
T (1 − q −1 t
2 )(1 − q −2 t )
2 q 3 − 1
Putting these computations together and using the formula φ(t) = d(t)f (t) it
follows that If equals

f (t) q(q − 1)2 (1 − t)(1 − qt−1 )gf (t) q 3 (q − 1)3
−1 )
dt + dt + f (q −1 ,q −1 ).
T2 c(t)c(t q 2 − 1 T (1 − q −1 t−1 )(1 − q −2 t) q3 − 1
1
where gf (t) = f (t, q −1 )+f (t−1 , q −1 t)+f (q −1 , t). After a change of variable t = q 2 u
1
in the second integral it becomes an integral over q − 2 T, and the integrand has no
poles between this contour and T. Therefore we can expand the contour to T for
free. The result follows.
(1)
We have already encountered the representations πu and π (2) . See the next
section for the details.
Lemma 7.2. We have

f 1 (h) + f 1 1 (h) + f 1 (h) = χ(1)
u (h) for all h ∈ HW ,
(q 2 u,q−1 ) (q− 2 u−1 ,q− 2 u) (q−1 ,q 2 u)
and f(q−1 ,q−1 ) (h) = χ(2) (h) for all h ∈ HW .
Proof. The first statement is similar to Theorem 6.10. Here is an outline (see the
1 1
next section). If u = q − 2 , q 2 then the representation space V (u) = HW ⊗H1 (Cvu )
has basis {1 ⊗ vu , τ2 ⊗ vu , τs1 s2 ⊗ vu }. One computes τ1 ⊗ vu = 0, and it easily
(1)
follows that the diagonal entries of the matrices πu (τw ) with w = 1 are all zero.
(1)
Therefore χu (τw ) = 0 for all w = 1. The result easily follows from Corollary 6.8.
∨
To see that f(q−1 ,q−1 ) (h) = χ(2) (h) for all h ∈ HW , note that xα1 =
∨ ∨ ∨
T2−1 T0 T2 T1 and xα2 = T1−1 T0 T1 T2 , and so χ(2) (xα1 ) = χ(2) (xα2 ) = q −1 . On
∨ ∨
the other hand, f(q−1 ,q−1 ) (xkα1 +α2 τw ) = δw,1 q −k− , and the result follows.
We can now prove the Plancherel Theorem for Ã2 .

Proof of Theorem 2.3. By (7.1) and Lemmas 7.1 and 7.2 we have
(1)
1 ft (h) (q − 1)2 χu (h) (q − 1)3 (2)
Tr(h) = 3 dt + du + 3 χ (h).
q T2 |c(t)|2 q (q − 1) T |c1 (u)|
2 2 2 q −1
The result follows from Theorem 6.10 (by symmetrising the first integral).
8. Some explicit representations

(1)
Let us construct the representations πt , πu , and π (2) of HW that appear in the
Plancherel Theorem. A good reference for the representation theory of rank 2 affine
Hecke algebras (that is, those of type Ã1 × Ã1 , Ã2 , B̃2 , and G̃2 ) is [33].
Principal series representations. The principal series representation with central
character t ∈ Hom(Q, C× ) is (πt , V (t)), where V (t) = HW ⊗C[Q] Cvt . Here Cvt is
the one-dimensional representation of C[Q] given by xλ · vt = tλ vt . The represen-
tation space V (t) has basis {Tw ⊗ vt | w ∈ W0 }.
The following example illustrates how to compute relative to this basis. Write
1 1 ∨ ∨ ∨
q = q 2 − q − 2 . The Bernstein relation gives xα1 T1 = T1 x−α1 + q(1 + xα1 ), and so
∨
xα1 acts on the basis element T1 ⊗ vt by
∨ ∨ ∨
xα1 · (T1 ⊗ vt ) = T1 x−α1 + q(1 + xα1 ) ⊗ vt
∨ ∨
= t−α1 (T1 ⊗ vt ) + q(1 + tα1 )(1 ⊗ vt ).
Computing the matrices πt (T1 ) and πt (T2 ), is straight forward, and we recover
−1/2
the matrices from Section 2.3 (remember that Aw ↔ qw Tw ). One can compute
ϕ∨
πt (T0 ) using x = T0 T1 T2 T1 where ϕ = α1 + α2 , but it is quicker to use
−1 ∨
t−w ϕ (Tsϕ w ⊗ vt ) if ϕ ∈ R(w)
T0 · (Tw ⊗ vt ) = −w−1 ϕ∨
t (Tsϕ w ⊗ vt ) + q(Tw ⊗ vt ) if ϕ ∈
/ R(w)
which follows from [25, (3.3.6)]. Therefore the matrix πt (T0 ) is given by
∨
T0 · (1 ⊗ vt ) = q(1 ⊗ vt ) + t−ϕ (Ts1 s2 s1 ⊗ vt )
∨
T0 · (T1 ⊗ vt ) = q(T1 ⊗ vt ) + t−α2 (Ts1 s2 ⊗ vt )
∨
T0 · (T2 ⊗ vt ) = q(T2 ⊗ vt ) + t−α1 (Ts2 s1 ⊗ vt )
∨
T0 · (Ts1 s2 ⊗ vt ) = tα2 (T1 ⊗ vt )
∨
T0 · (Ts2 s1 ⊗ vt ) = tα1 (T2 ⊗ vt )
∨
T0 · (Ts1 s2 s1 ⊗ vt ) = tϕ (1 ⊗ vt ).
Induced representations. Let H1 be the (infinite-dimensional) subalgebra of HW

generated by T1 and C[Q]. Let u ∈ C× , and let Cvu be a 1-dimensional represen-
tation of H1 with
1 ∨ ∨ 1
T1 · vu = −q − 2 vu , xα1 · vu = q −1 vu , and xα2 · vu = q 2 u vu .
(1)
Let (πu , V (u)) be the induced representation of HW with representation space
given by V (u) = IndH H1 (Cvu ) = HW ⊗H1 Cvu . The representation space V (u)
W
has basis {1 ⊗ vu , T2 ⊗ vu , Ts1 s2 ⊗ vu }, and straightforward computations give

1
T1 · (1 ⊗ vu ) = −q − 2 1 ⊗ vu T2 · (1 ⊗ vu ) = T2 ⊗ vu
T1 · (T2 ⊗ vu ) = Ts1 s2 ⊗ vu T2 · (T2 ⊗ vu ) = 1 ⊗ vu + q T2 ⊗ vu
1
T1 · (Ts1 s2 ⊗ vu ) = T2 ⊗ vu + q Ts1 s2 ⊗ vu T2 · (Ts1 s2 ⊗ vu ) = −q − 2 Ts1 s2 ⊗ vu
(1)
giving the matrices stated in Section 2.3. One can compute πu (T0 ) using the
∨
formula xϕ = T0 T1 T2 T1 , or by using [25, (3.3.6)]. The result is given in Section 2.3.
The 1-dimensional representation. The representation π (2) with representation
1 ∨
space C has π (2) (Ti ) = −q − 2 for i = 0, 1 and 2, and since xα1 = T2−1 T0 T2 T1 and
∨ ∨ ∨
xα2 = T1−1 T0 T1 T2 we have π (2) (xα1 ) = π (2) (xα2 ) = q −1 .
Acknowledgment
The first author thanks Donald Cartwright for helpful discussions on related topics
over many years. It is a pleasure to present this paper at a conference in honour of
his birthday. Indeed both Donald Cartwright and Jean-Phillipe Anker suggested
this problem to us, and we thank them both very warmly. The first author also
thanks Arun Ram for teaching him about affine Hecke algebras. We also thank
E. Opdam for helpful conversations regarding his work on the Plancherel measure
of affine Hecke algebras. Finally, thank you to Wolfgang Woess for organising the
workshop Boundaries in Graz, Austria, June-July 2009. Part of the research for
this paper was undertaken in Graz where the first author was supported under the
FWF (Austrian Science Fund) project number P19115-N18.
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James Parkinson
School of Mathematics and Statistics
University of Sydney, Australia
Bruno Schapira
Départment de Mathématiques d’Orsay
Université Paris-Sud, France

On Continuity of Range, Entropy and

Drift for Random Walks on Groups
Anna Erschler
Abstract. We study continuity of various characteristics of random walks on

groups with respect to strong convergence of measures.
Mathematics Subject Classification (2000). Primary 60B15; Secondary 60G50.

Keywords. Range of random walk, entropy, drift.
1. Introduction
Let G be a finitely generated group and µ a probability measure on G. The range
of a random walk is defined as

R(n, µ)
R(µ) = E lim ,
n→∞ n
where R(n, µ) is the number of distinct points visited by the random walk until the
moment n. By subadditivity this limit always exists. We recall that a random walk
is said to be recurrent, if with probability 1 it visits the origin at least once after
the moment 1. It is clear that this is equivalent to the condition that the random
walk visits the origin infinitely many times with probability one. The range of the
random walk is zero if and only if the random walk is recurrent [2].
We recall that the entropy of a probability measure µ is defined by H(µ) =
− G µ(g) log µ(g) < ∞. The entropy of the random walk is defined by
H(µ∗n )
h(µ) = lim .
n→∞ n
The entropy criterion states that for any measure µ of finite entropy the
Poisson boundary of (G, µ) is trivial if and only if h(µ) = 0 (Kaimanovich, Vershik
[9, Theorem 1.1] and Derriennic [2]).
56 A. Erschler
If themeasure µ has finite first moment with respect to a word metric lS ,

that is if lS (g)µ(g) < ∞, one can define the drift of the random walk
∗n
g∈G l(g)µ (g)
lS (µ) = lim .
n→∞ n
It is known that for finite first moment symmetric measures h(µ) = 0 if and
only if lS (µ) = 0 (see Varopoulos [12] for finitely supported measures and Karlsson
Ledrappier [10] for measures with finite first moment).
We say that a sequence of probability measures µi on G converges strongly
to µ, if there exists a finite set K ⊂ G such that the supports of µi lie inside K
for all sufficiently large i and µi (g) converges to µ(g) for all g ∈ K.
If we do not assume that the supports of the measures are finite, as it is
done in the definition of the strong convergence, then there are various classes of
groups where entropy of random walks is known to be not continuous with respect
to point-wise or other stronger types of convergence of the defining measures.
Kaimanovich ([8], Theorem 3.1 and remarks after that theorem) shows that an
infinite symmetric group admits a finite entropy symmetric measure with non-
trivial boundary (and, therefore, with positive entropy of the random walk). All
finitely supported approximations of this defining measure define a random walk on
a finite group, and thus have zero entropy of the random walk. A similar behavior
occurs on some other infinite locally finite groups (see Theorem 4.1 [8] for the
case of wreath products of (Z/2Z)∞ with finite groups of cardinality at least two).
Another well-known example is G = Z2 A, where A is a finite group. The group G
admits finite first moment symmetric measures with non-trivial boundary. Indeed,
it suffices to consider a symmetric transient finite first moment probability measure
ν1 on Z2 , and put µ = 1/2(ν1 + ν2 ), where ν2 is a symmetric measure with the
support equal to A. By [9] the boundary of the random walk (G, µ) is non-trivial,
while finitely supported symmetric approximations of this measure have a trivial
boundary, and thus zero entropy of the random walk.
In this paper we study continuity of entropy and other characteristic of ran-
dom walks with respect to strong convergence of (finitely supported) measures.
We show that entropy of random walks is continuous for random walks on wreath
products of Z with finite groups. We show that for some groups range, drift and
entropy of random walks can all be discontinuous with respect to strong conver-
gence of the defining measures. In the case of range, drift and entropy we give
examples of groups where a sequence of random walks with zero characteristics
converges to a measure with positive characteristics. A special case of interest is
the case of symmetric measures. For discontinuity of drift we construct examples
also inside the class of symmetric measures. As the entropy of the random walks
for the examples we construct is continuous, they show also that h/vl can be dis-
continuous with respect to strong convergence of symmetric measures (see [13]
for more question about h/vl). As for the range, we show that a result from [1]
implies the continuity of range for strong convergence of symmetric measures. It
On Continuity of Entropy 57
is unknown whether this type of discontinuity for symmetric measures can occur
for entropy.
The measures in the examples, admitting discontinuity, that we construct in
this paper are not non-degenerate: the group generated by the support of the limit
measure is smaller than the group under consideration. One can ask whether one
can find a similar phenomenon among non-degenerate measures.
2. Range and entropy

First we recall the following simple fact.
Lemma 1. Let µi converge strongly to µ. Then
(i) R(µ) ≥ lim sup R(µi ).
(ii) h(µ) ≥ lim sup h(µi ).
(iii) For any finite generating set S
lS (µ) ≥ lim sup lS (µi ).
Proof. Note that for each n the sequence µ∗n ∗n
i converges strongly to µ , as i tends
to infinity. This implies that for each fixed n it holds R(n, µi ) → R(n, µ) and
H(n, µi ) → H(n, µ), where H(n, ν) denotes the entropy of the nth convolution
of ν and L(n, µi ) → L(n, µ), where L(n, ν) is the average distance to the origin
after n steps. Since R(n), L(n) and H(n) are each sub-additive, this implies the
statement of the lemma.
2.1. Continuity of range for symmetric measures
Proposition 2 (continuity of range, the limit measure is symmetric). Let µi con-
verge strongly to µ. Assume that µ is symmetric. Then
R(µ) = lim R(µi ).
Proof. We know that R(µ) ≥ lim sup R(µi ). For the proof of the proposition it is
sufficient to show that for any > 0 there exists N such that R(µ) ≤ (1 + )R(µi )
for any i ≥ N .
Observe that for any positive and any sufficiently large i it holds µi >
(1 − )µ. Applying [1] we get that for all such i the expected numbers of visits of
the origin satisfy the following inequality
∞
∞
1 ∗n
µ∗n
i (e) ≤ µ (e).
n=0
1 − n=0
Observe that for any G and any µ the range is defined by the expected number
of visits to the origin:
∞
1
= µ∗n (e).
R(µ) n=0
58 A. Erschler
In the formula above we allow R(µ) to be equal to 0, in this case we use the
notation 1/0 = ∞.
Indeed, let F be the probability to return at least once to the origin. We have
R(µ) = 1 − F,
(see, e.g., Lemma 1 in [3]: a well-known argument in the Abelian group case [11]
works for any group). On the other hand it is clear that
∞
1
µ∗n (e) = 1 + F + F 2 + F 3 + · · · = .
n=0
1 − F
∞
In particular, R = 0 if and only if F = 1 if and only if n=0 µ∗n (e) = ∞ if
and only if the random walk is transient. Therefore we get that for any positive
and any sufficiently large i
1 1 1
≤ ,
Ri 1−R
(that is, if R = 0, then for sufficiently large i the range Ri = 0 and satisfies the
inequality above).
It implies that for sufficiently large i
1
R≤ Ri .
1−
This shows that
R ≤ lim inf Ri ,
and completes the proof of the lemma.
2.2. Discontinuity of range and entropy
Lemma 3 (Discontinuity of range). Let G be the infinite dihedral group. For any
> 0 there exists a sequence of probability measures µi , which strongly converges
to a probability measure µ, such that R(µ) = 1 − and R(µi ) = 0 for all i.
Proof. G is infinite dihedral group, generated by a and b such that a2 = b2 = e. µp
is the measure such that µp (ab) = p, µp (ba) = 1 − p. The support of µp generates
an infinite cyclic group, and its range is |1 − 2p|. Let µp,i = (1 − 1/i)µp + 1/iµ∗ ,
where µ∗ is a measure, supported on a, b such that µ∗ (a) = µ∗ (b) = 1/2. Then µp,i
converges strongly to µp . First observe that the drift of µp,i is zero for all i. Indeed,
if this drift would be positive, then by a general result of [10] we would see that
the dihedral group admits a non-zero homomorphism to R, which is impossible,
since this group is generated by two elements of order 2. In fact, in this particular
case of the dihedral group one can see this claim directly, without using [10], (see
Lemma 4.5 [6]). Observe that then l(Xni )/n → 0 with probability one, where Xni
is a trajectory of the random walk, defined by the measure µp,i . Since dihedral
group has linear growth, this implies that the range of the random walk (G, µp,i )
is zero.
Observe also that the range of the limit measure µp is |1 − 2p|, which is
non-zero for any p = 1/2.
Recall that the wreath productof the groups A and B is a semidirect product

of A and A B, where A acts on A B by shifts: if a ∈ A, f : A → B, f ∈ A B,
then f a (x) = f (a−1 x), x ∈ A. Let A B denote the wreath product.
The group A is a quotient of the wreath product AB, and hence any random
walk on A B projects naturally to A.
Lemma 4 (Discontinuity of entropy). Consider the wreath product H = G A,
where G is infinite dihedral group and A is finite, of cardinality at least 2. There
exists a sequence of probability measures µi on H, which strongly converge to a
probability measure µ, such that H(µ) > 0 and for any i it holds H(µi ) = 0.
Proof. Consider the infinite cyclic subgroup Z inside G, generated by the product
of generators of G. Let µ be any finitely supported non-degenerate measure on ZA,
such that its projection on Z has positive mean. For example, we can take µ such
that its support is the union of 1 and −1 in Z and A, such that µ(1) > µ(−1). It is
well known in this case that (G, µ) has non-trivial boundary (since the projection
on Z is transient [9]), and hence the entropy of the random walk is positive. In
fact, one can also see directly in this example that the entropy is positive [5].
Now take any non-degenerate generating set S of H. Let µS be the probability
measure, equidistributed on S. Put µi = (1−1/i)µ+1/iµS . Obviously, the sequence
µi converges strongly to µ.
Consider the projection of the random walk (H, µi ) to the dihedral group G.
This projected random walk is a non-degenerate random walk on G. It has zero
drift and zero range, as we have already mentioned in the proof of the previous
lemma.
Let SH ⊂ H be a finite subset of H, containing the support of µi and let C
be the maximum of the length (with respect to some fixed word metric on G) of
the elements in the support of h, h ∈ SH . Observe that if the trajectory of the
random walk (H, µi ) visits at the moment n the element Xn = (gn , fn ), where
gn ∈ G and fn : G → A, then any element in the support of fn lies at distance
at most C from a point of G, visited by the projection of the random walk in the
time interval between 0 and n. Therefore we know that with positive probability
the support of fn belongs to a sublinear set. This implies that, for all i, the nth
step distribution of the random walk (H, µi ) is supported on a sub-exponential set
with positive probability, and thus for all i the entropy of the random walk (H, µi )
is zero.
Remark. One can easily check that the sequence of measures µi , converging to µ,
constructed in the proof above has the following property:
ρ(µi ) = lim sup(µni (e))1/n = 1, where as ρ(µ) = lim sup(µni (e))1/n < 1,
n→∞ n→∞
and, moreover,
lim sup(sup µni (x))1/n < 1.
n→∞ x
It is clear for a sequence of symmetric measures (on any group) such phenomenon
can not occur.
60 A. Erschler
3. Random walks on Z A
In the previous section we have discussed the examples of discontinuity of entropy.
It seems plausible that for large classes of groups entropy of random walks is con-
tinuous. Below we prove that this is the case for random walk on wreath products
of Z with finite groups. We hope to return to this question for other classes of
groups elsewhere.
Theorem 5. Let G = Z A, A is a finite group. Consider a sequence of probability

measures µi that converges strongly to µ. Then h(µi ) converges to h(µ).
Proof.
Lemma 6. Let G be a finitely generated group and µi is a sequence of probability

measures converging strongly to µ. Suppose that there exists A(n), not depending
on i, such that A = A(1) + A(2) + A(4) + A(8) + · · · < ∞ and such that for all i
entropy of the convolutions of µi satisfies
Hµi (2n) ≥ 2Hµi (n) − A(n)2n.
Then h(µi ) → h(µ)
Proof. Let H̄µi (n) = Hµi (n)/n. By definition of entropy we have H̄µi (n) → h(µi ).
By the assumption of the lemma we see that H̄µi (2n) ≥ H̄µi (n) − A(n). This
implies that for all n and all k
H̄µi (2k+j ) ≥ H̄µi (2j ) − A(2j ) − A(2j+1 ) − · · · − A(2j+k−1 ))
Therefore, for all i and all j it holds h(µi ) ≥ H̄µi (2j )−(A(2j )+A(2j+1 )+A(2j+2 )+
. . . ) Since µ∗2 converges to µ∗2 and H̄µi (2j ) converges to H̄µ (2j ), we see that
j j
i
h(µ) ≤ lim inf h(µi ). In view of Lemma 1 this implies that h(µi ) → h(µ).
Lemma 7. For each U > 0 there exists C > 0 such that the following holds. Take
any probability measure ν on Z such that the support of ν lies inside [−U, U ] and
such that s = xν(x) ≥ 0. Consider a trajectory of the random walk, defined by
ν: X1 , X2 , . . . Let mi and Mi be the minimal and, respectively, the maximal point
visited until the moment i. Then
i) with probability at least 1 − C/n it holds m(n) ≥ −Cn2/3 .
ii) With probability at least 1 − C/n it holds M (n) ≤ Xn + Cn2/3 .
Proof. There exists a constant C1 , depending on R only, such that the n step
transition probability satisfies pi (0, x) ≤ exp(−C1 (|x| − si)2 /i). In particular, for
all x > 0 it holds pi (0, −x) ≤ exp(−C1 x2 /i). This implies that for all integers
y > 0 probability that for all i ≤ n it holds
∞

P [Xi ≤ −y] ≤ exp(−C1 x2 /i) ≤ exp(−C2 y 2 /i),
x=y
where C2 is a positive constant depending on C1 . Therefore

n
P [m(n) ≤ −y] ≤ exp(−C2 y 2 /i) ≤ n exp(−C2 y 2 /n),
i=1
and this implies the first statement of the lemma.
The second statement follows from the first one, as one observes looking onto
the correspondence X1 , X2 , . . . , Xn → Xn − Xn−1 , Xn − Xn−2 , . . . , Xn − X1 , Xn ,
which one-two-one measure preserving correspondence on the space of trajectories
of length n.
Given a group G, we denote in the sequel by φ the mapping from G × G to
G that sends (g, g ) to gg .
Lemma 8. Let U = U1 × U2 ⊂ G × G be a subset of cardinality at most V ,
µU = µU1 × µU2 be a probability measure on U (where µU1 and µU2 are probability
measures on U1 and U2 respectively). Suppose that there exists U0 ⊂ G × G such
that µU (U0 ) > 1 − and such that for any g ∈ G the cardinality of the preimage
under φ in U0 is at most C. Then
H(φ(µU )) ≥ H(µU1 ) + H(µU2 ) − log C − log V = H(µU ) − log C − log V
Proof. Since µU = µU1 × µU2 , we know that H(µ) = H(µU1 ) + H(µU2 ).
Let µ0 be the restriction of µU to U0 . (The measure µ0 is not a probability
measure!) Nevertheless, we can consider its entropy and claim that
H(φ(µ0 )) ≥ H(µ0 ) − log(C).
On the other hand entropy of a positive measure of total mass , defined on a set
of cardinality V is not greater than log V . Therefore, H(µ) ≤ H(µ0 ) + log V .
Therefore,
H(φ(µU )) ≥ H(φ(µ0 )) ≥ H(µ0 ) − log(C) ≥ H(µ) − log V − log(C).
For g = (a, f ) ∈ Z A we denote by I(g) the minimal interval in Z containing
a and the support of f .
Lemma 9. Given a finite group A and R > 0 there exists C > 0 such that the
following holds. Take any probability measure µ on G = Z A such that the support
of µ lies in the ball of radius R in the standard generators of G. Let X1 , X2 , . . . ,
X2n be a trajectory for the random walk (G, µ). Let X̄n = Xn−1 X2n , and Yn be the
projection of Xn to Z.
i) With probability at least 1 − C/n the length of the intersection I ∗ of I(Xn )
and Yn + I(X̄n ) is at most Cn2/3 .
(n)
ii) There exists a subset W0 in the space of the trajectories of length 2n of
(n)
probability at least 1 − C/n such that the following holds. Let U0 be the
(n)
projection of W0 to G × G, under the mapping that sends X1 , . . . , X2n to
(n)
Xn , X̄n . The number of preimages in U0 under φ of any point g ∈ G is at
2/3
most 2nR#ACn .
62 A. Erschler
Proof. i) follows from Lemma 7, since for any i ≥ 1 any element in the support of
the configuration of Xi is a point at distance at most R from a point in Z, visited
by the trajectory of the projection to Z in the time interval between 0 and i.
ii) follows from i). Indeed, let X1 , . . . , X2n and X1 , . . . , X2n

be two trajec-

tories of length 2n such that the projection of Xn and Xn to Z coincide (and are

equal to Yn ). Suppose that X2n = X2n . Observe that the configuration of Xn and
∗
Xn coincide in all points outside I . And that similarly X̄n and X̄n coincide in all
points outside I ∗ − Yn . We know also that the projection of Xn to Z is equal to
the projection of Xn to Z, and since X2n = X2n
this implies that the projections

of X̄n and X̄n to Z are equal.
Lemma 10. Let A be a finite group. For all R > 0 there exists C0 > 0 such that
the following holds. Consider a probability measure µ on G = Z A and suppose
that the support of µ belongs to the ball of radius R. Then for all n it holds
Hµ (2n) ≥ 2Hµ (n) − C0 n2/3
Proof. Combining the second claim of Lemma 9 with Lemma 8 we obtain the proof
of this lemma.
Now we return to the proof of the theorem. Since µi converges strongly to µ,
we know that the there exists R such that the supports of µi belong to the ball of
radius R for all sufficiently large i. Therefore by Lemma 10 we know that for all
sufficiently large i and all n
Hµi (2n) ≥ 2Hµi (n) − C0 n2/3 ,
where C0 is some positive constant not depending on i. Let A(n) = C0 /(2n1/3 ).
Observe that A(1) + A(2) + A(4) + · · · < ∞. Hence we can apply Lemma 6 and
conclude that h(µi ) converges to h(µ).
4. Symmetric examples of discontinuity of drift

Proposition 11 (Discontinuity of drift, symmetric measures). There exists a group
G, generated by a finite set S, and a sequence of finitely supported symmetric
probability measures µi on G, strongly converging to a finitely supported, symmetric
probability µ such that the drifts of these measure with respect to the word metric
lS satisfy
lS (µ) > lim sup lS (µi ).
Proof. Consider a free non-Abelian group Fm , m ≥ 2. Consider the involution of
G = Fm ×Fm , that permutes the generators of the first copy of Fm with generators
of the second copy of Fm . Let G be the extension of Fm × Fm with respect to this
involution. The involution is denoted by c. The group G is a wreath product of
Z/2Z with Fm .
Let ν1 and ν2 be the probability measures, that are equidistributed on the
2m standard generators and their inverses of each copy of Fm under consideration.
The free generating sets of two copies of Fm we denote by Sa = {a1 , a2 , . . . , am },

and Sb = {b1 , b2 , . . . , bm } respectively.
Let µp = pν1 + (1 − p)ν2 . Let ν0 be the Dirac probability measure supported
on c. µp,i = (1 − 1/i)µp + 1/iν0 . It is clear that µp,i converges strongly to µp .
Take S which consists of all possible products of the form a±1 ±1
i bj (1 ≤ i, j ≤
m) and of the element c. Consider the word metric on G with respect to this
generating set S.
For this word metric and for any p = 1/2
lS (µp,i ) lS (µp ).
Indeed, observe that the word length with respect to the generating set under
consideration satisfies
lS ((g, h)) = max{lSa (g), lSb (h)},
for all g, h ∈ Fm . Therefore, with probability one, a trajectory Xn = (Zn , Tn ) of
the random walk (G, µp ) satisfies lSa (Zn )/n → pl0 , lSb (Tn )/n → (1 − p)l0 , where
l0 = (m − 1)/m is the drift of the simple random walk on Fm , corresponding to
the free generating set of Fm . Hence
m−1
lS (µp ) = (max p, 1 − p)l0 = (max p, 1 − p) .
m
Now observe that any element of G either belongs to Fm × Fm , or it is a
product of c with an element in this direct product. In the latter case we have
lS ((g, h)c) − max lSa (g), max lSb (h) ≤ 1.
Consider a trajectory Xn of the random walk (G, µp,i ). We write Xn in the
form (Zn , Tn )δ, where Zn and Tn are from the first and respectively second copy
of Fm inside G, and δ = c or δ = eG . Observe that both Zn and Tn can be
described at the points, visited by two trajectories of the simple random walk on
Fm , at times moment t1,n and t2,n respectively. Here t1,n /n and t2,n /n both tend
to (1 − 1/i)/2.
This implies that for all i
1 − 1/i 1 − 1/i m − 1 1 − 1/i 1 − 1/i m − 1
lSa (Zn )/n → l0 = , lSb (Tn )/n → l0 = .
2 2 m 2 2 m
Therefore, the limit of l(µp,i ) as i tends to infinity is equal to l0 /2 = (m −
1)/(2m), and this completes the proof of the proposition.
64 A. Erschler
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ematics, 138, Cambridge University Press, 2000.
Anna Erschler
Laboratoire de Mathématique d’Orsay
Equipe de Topologie/Dynamique
Université Paris-Sud
Bâtiment 425
F-91405 Orsay Cedex, France
e-mail: anna.erschler@math.u-psud.fr

Polynomial Growth, Recurrence and Ergodicity

for Random Walks on Locally Compact Groups
and Homogeneous Spaces
Yves Guivarc’h and C.R.E. Raja
Abstract. Let G be a locally compact group, E a homogeneous space of G.

We discuss the relations between recurrence of a random walk on G or E,
ergodicity of the corresponding transformations and polynomial growth of G
or E. We consider the special case of linear groups over local fields.
Mathematics Subject Classification (2000). 22E30, 31C12, 37A17, 37A50.
Keywords. Random walk; ergodicity homogeneous spaces; polynomial growth.
1. Introduction
Let G be a locally compact separable group and λG be a left Haar measure on
G. We denote by µ a given probability measure on G, by Gµ the closed subgroup
generated by its support. We study recurrence properties of random walks defined
by µ, either on G, or on homogeneous spaces of G. We also discuss ergodicity of
associated homeomorphisms on path spaces. This paper can be considered as an
introduction to the more complete article [17] where detailed proofs are given. In
particular we sketch proofs of the following results of [17].

Theorem 1. Assume G is a closed subgroup of GL(di , Fi ) where I is finite and
i∈I
Fi is a local field. Then G carries a recurrent random walk whose support generates
G if and only if G has at most quadratic growth.
Theorem 2. Let G be a semisimple Lie group of real rank 1, Γ a discrete co-
compact subgroup, Γ a normal subgroup of Γ such that Γ/Γ = Z. Let µ be a
symmetric probability measure on G such that supp µ is compact and generates a
non amenable subgroup of G. We endow E = G/Γ with the Haar measure and we
consider the Markov measure µ⊗Z ⊗ m on GZ × E. Then the corresponding Markov
shift on GZ × E is ergodic with respect to µ⊗Z ⊗ m.
66 Y. Guivarc’h and C.R.E. Raja
We observe that Theorem 1 is based on the following simple fact which seems
not to have been noted before:
Proposition 1. Assume G is locally compact and carries a recurrent random walk
whose support generates G. Then every closed subgroup of G is unimodular.
For basic information and results we refer to the surveys [7], [14] and to the
books [6], [12], [29], [30]. We thank F. Ledrappier P. Bougerol, Y. Derriennic and
T. Steger for useful comments on ergodicity of bilateral Markov shifts with infinite
invariant measure.
2. Polynomial growth
Definition 1. We say that G has polynomial growth of degree at most d ≥ 0 if for
any compact neighborhood W of e, there exists CW > 0 such that for every n ∈ N,
λG (W n ) ≤ CW nd .
A typical example of polynomial growth is the following: N is a nilpotent
compactly generated group, K is a compact group of automorphisms of N and G
is a semi-direct product of K and N . Then d can be calculated in terms of the
descending series of N (See[10]). We give now a few structural facts.
It is well known that polynomial growth of G implies amenability and uni-
modularity for G as well as for its closed subgroups. A fundamental result of
[9] says that if G is finitely generated with polynomial growth then G is virtu-
ally nilpotent. If G is locally compact and compactly generated with polynomial
growth then G has a compact normal subgroup K such that G/K is a real Lie
group (connected or not) [21]. The connected Lie groups with polynomial growth
are the groups of rigid type [10]. Rigid type for a connected Lie group G means
that for every g ∈ G, the automorphism Adg of the Lie algebra of G has only
eigenvalues of modulus one.
3. Transience and recurrence

3.1. Definitions
We consider the product space Ω = GN (resp. Ω ! = GZ ) endowed with the shift
!
θ and the product measure P = µ (resp. P = µZ ) and we denote by Xk (ω)
N
! If E is a locally compact G-space and

the coordinates of ω ∈ Ω (resp. ω ∈ Ω).
x ∈ E, the random walk on E of law µ, starting from x, is the sequence of random
variables Sn (ω)x (n ∈ N ∪ {0} or Z) defined by:
S0 (ω)x = x
Sn (ω)x = Xn (ω) · · · X1 (ω)x (n > 0)
−1
Sn (ω)x = Xn+1 (ω) · · · X0−1 (ω)x (n < 0)
Polynomial Growth, Recurrence and Ergodicity 67
If E = G, the asymptotic behavior of Sn (ω)x is essentially independent of x ∈ G.

This is not the case in general if E = G and we will discuss the situation in terms
of a Radon measure λ quasi invariant under the µ-action on E. In particular if λ is
a µ-invariant measure (µ∗ λ = λ) we will consider on Ω× E the measure λ " = P⊗ λ.
The skew product (Ω × E, θ, " P ⊗ λ), with θ(ω,
" x) = (θω, X1 (ω)x) will play a basic
" "
role since λ is θ-invariant. If E = G, we will take λ = λG . We will need also to
consider the extended bilateral shift θ! on Ω ! x) = (θω, X1 (ω)x) which
! × E : θ(ω,
leads to consider the bilateral random walk Sn (ω) on E (n ∈ Z). The Markov
operator P on Cb (E), the space of continuous bounded functions on E, which is
defined by
P ϕ(x) = ϕ(gx)dµ(g),
allows to express various quantities of probabilistic interest. For example if A ⊂ E,
the expected number of visits of the random walk to A is
∞ ∞
1A (Sn (ω)x)dP(ω) = P k 1A (x).
0 0
If E = G, we have
∞
∞

P k 1A (e) = µk (A)
0 0
k
where µ is the kth convolution power of µ. We will now mainly restrict to the
case E = G, and we will come back to the general case in the last section.
Definition 2. We will say that µ or Sn (ω) is recurrent on G if for every neighbor-
hood W of e we have P-a.e: Sn (ω) ∈ W infinitely often. If P-a.e., Sn (ω) escapes
to infinity we will say that µ or Sn (ω) is transient.
It is easy to see that Sn (ω) is either transient or recurrent. On can show,
using Hopf maximal ergodic lemma, that a necessary and sufficient condition for
transience of µ is the existence of W , a relatively compact neighborhood of e, such
that
∞
µn (W ) < ∞.
0
We will assume µ adapted, i.e., Gµ = G, and also we will exclude the case
G = Z and µ = δa (a ∈ Z). The following important concept will be used below.
Definition 3. Let f be a Borel #function on G. We say that f is left µ-harmonic
# left µ-superharmonic) if f (hg)dµ(h) = f (g), for any g ∈ G (resp., f ≥ 0
(resp.
and f (hg)dµ(h) ≤ f (g) for any g ∈ G).
We observe that we could have considered Sn (ω) = X1 (ω) · · · Xn (ω), instead
of Sn (ω). But the laws of Sn (ω) and Sn (ω) are equal to µn . Then the above
implies that recurrence (resp. transience) of Sn (ω) is equivalent to recurrence (resp.
transience) of Sn (ω). Hence we can speak of µ being recurrent (resp. transient).
If µ is transient and u ∈ Cc+ (G), the nonnegative function

∞ ∞

P k u(x) = (µk ∗ δx )(u)
0 0
is continuous and left-superharmonic. Then we have
Proposition 2. Assume µ is as above. Then we have the equivalence
a) Sn (ω) is recurrent
b) Any continuous left µ-superharmonic function is constant
c) θ! is ergodic with respect to P
! ⊗ λG .
"
A natural connection between θ-invariant functions and µ-harmonic functions
modulo λG is as follows.
If F ∈ L∞ (Ω × G, P ⊗ λG ) satisfies F oθ" = F then the function f ∈ L∞ (G)
defined by
f (g) = F (ω, g)dP(ω)
#
satisfies f (hg)dµ(h) = f (g), i.e., f is µ-harmonic mod λG . As is well known,
this correspondence is bijective. Ergodicity of θ" amounts to constancy of bounded
µ-harmonic functions. Ergodicity of θ! is a stronger property. If G = Z3 it is easy to
!
construct non trivial θ-invariant functions. However bounded µ-harmonic functions
are constant if µ is adapted. Such a construction is as follows. For any x ∈ Z3 , we
denote
A+ !
x = {ω ∈ Ω ; ∃n > 0, x + Sn (ω) = 0}
−
Ax = {ω ∈ Ω ! ; ∃n ≤ 0, x + Sn (ω) = 0}
−
Ax = A+x ∪ A x , A = ∪ 3 Ax × {x}.
x∈Z
Then A ⊂ Ω ! × Z3 is the set of paths of the random walk which pass through
!
0 at some time n ∈ Z; clearly A is θ-invariant. On the other hand, since Sn (ω) is
! ! −
transient, if x = 0: 0 < P(Ax ) < 1 , 0 < P(Ax ) < 1 (see [27]).
+
Since Sn (ω) (n > 0) and Sn (ω) (n ≤ 0) are independent, the complements of

Ax , A− ! + ! − ! + −
x are also independent, hence 0 < (1−P(Ax ))(1−P(Ax )) = 1− P(Ax ∪Ax ) <
!
1. It follows that A is a nontrivial θ-invariant ! ×Z .
set of Ω 3
Definition 4. We say that the group G is recurrent if there exists a probability

measure µ on G which is adapted and recurrent.
One can show (see below) that if G is recurrent then G and its closed sub-
groups are unimodular. Also in this case amenability of G is valid and follows from
the constancy of bounded harmonic functions.
3.2. Examples
a) It is well known that Z2 is recurrent while Z3 is transient (see [27]). The free
group Fd with d generators (d ≥ 2) is transient since it is non amenable (see [8]).
b) Let G2 be the group of motions of the Euclidean plane. We identify G2 with
the group of maps of the form gz = az + b where z ∈ C and |a| = 1, b ∈ C. Let
α∈/ Q and a, b ∈ G2 defined by az = e2iπα z + 1, bz = e−2iπα z + 1, µ = 12 (δa + δb ).

Then one can show that µ is recurrent, hence G2 is recurrent. The proof relies on
the estimation of the polymer sums

n−1
k
Sn (ω)0 = 1 + e2iπsk (ω) where sk (ω) = εk (ω)
1 1
#
and εk (ω) = ±1 with probability 1/2; one gets |Sn (ω)0|2 dP(ω) ∼ Cn with C > 0
and this can be shown to imply recurrence (see [12]).
c) Let G = SL(2, R), Γ ⊂ G a cocompact discrete subgroup of G, Γ a normal
subgroup of Γ such that Γ/Γ = Z or Z2 , E = G/Γ , µ = δa with a = diag
(e, e−1 ). We consider the Haar measure m on E and the action of a on E. The
corresponding dynamical system is the time-one geodesic flow on E and can be
!
identified with (Ω×E, ! P⊗m).
θ, ! One can show (see [13], [24], [28]) that this system
is ergodic. Here recurrence of the a-action is an easy first step based on Birkhoff
ergodic theorem.
4. Growth and recurrence

The following quadratic growth conjecture was stated in [11]: G is recurrent if and
only if G has polynomial growth of degree at most 2.
One can show using [21], that if G has polynomial growth of degree at most
2, then G is recurrent (see [23]). Also for the converse one can assume that G
is compactly generated. In [19] it was already conjectured that finitely generated
recurrent groups have non exponential growth. The general quadratic growth con-
jecture is based on this idea but is clearly stronger. Also its possible proof can
be seen to involve necessarily a group theoretic argument. One can expect the
information of [21] to be sufficient.
Then in the discrete case the quadratic growth conjecture has been settled
in [29] using [9]: recurrent finitely generated groups are virtually Z or Z2 . On the
other hand, as shown in [1], recurrent connected Lie groups are closed subgroups
of G2 , up to normal compact subgroups. Then, using the analysis developed in
[1], [12] and [29], one can solve the quadratic growth conjecture for Lie groups,
connected or not. Also, for Lie groups over p-adic fields, the conjecture is solved
in [23]. But this leaves unsolved the conjecture if G is totally disconnected. As a
first step, it is natural to consider the case where G is a closed subgroup of GL(V )
with V = Fd and F is a non-archimedean local field. We observe that, if F has
positive characteristic, G is not a Lie group in general. In this case, due to the
ultrametric triangular inequality, one can expect a much more simpler analysis and
result than in [12] and [29]. This is indeed the case as shown below. Furthermore,
in the general case of a recurrent compactly generated and totally disconnected
group G, one can expect the following: G has an open compact normal subgroup
K such that G/K is recurrent and finitely generated. Then, the corresponding
result would follow from [29].
5. Linear groups over local fields

One has the following.

Theorem 1 Assume G is a closed subgroup of a finite product of GL(di , Fi )
i∈I
where any Fi is a local field. Then G is recurrent if and only if G has at most
quadratic growth.
One will sketch the main ideas of the proof of necessity of quadratic growth in
the case I = {1} and F1 = F a non-archimedean local field. Also one will assume
G compactly generated recurrent and show the existence of a compact normal
subgroup K such that G/K is virtually Z or Z2 . One will need to consider the
contraction subgroup Cg of g ∈ G, i.e.,
Cg = {h ∈ G; lim g n hg −n = e}
n→∞
If G is a closed linear group it is easy to show that Cg is also closed. Furthermore
if Cg = {e} is closed, the closed subgroup of G generated by g and Cg is not
unimodular. Then the two main steps are given by the following propositions.
Proposition 1 Assume G is locally compact and recurrent. Then every closed sub-
group of G is unimodular.
It follows from the above remark that, if furthermore G ⊂ GL(V ) is closed,
then Cg = Cg−1 = {e}
Proposition 3. Assume G is a compactly generated closed subgroup of GL(d, F)
where F is a non archimedean local field. Then, if Cg = {e} for any g ∈ G, G has
a compact open normal subgroup.
In the proof of this result an important role is played by the following lemmas.
Lemma 1. (See [18]) Assume G is totally disconnected and g ∈ G satisfies Cg =
Cg−1 = {e}. Then there exists a compact open subgroup Kg such that gKg g −1 = Kg .
This lemma is a consequence of the study of the so-called tidy subgroups [2].
Lemma 2. (See [3], [17]) Assume G ⊂ GL(d, F) is compactly generated, F is non-
archimedean, and any g ∈ G generates a bounded subgroup. Then G is bounded.
One may observe that, on the real field, even if G is finitely generated, the
corresponding statement is false, which gives a negative answer to a question of
S. Ulam (see [3]). But, on ultrametric fields, S. Ulam’s question has a positive
answer. On the other hand, if G is assumed to be closed, the conclusion of Lemma
2 is valid for any local field (see [3], [17]).
Let us give the proof of Proposition 1. Let µ be adapted and recurrent on
G. Then, if we denote by P the Markov operator on E = G/H associated to
∞

µ, we have for any u ∈ Cc+ (E), u = 0 : P k u = +∞ on E. Hence, using
0
[20], one sees that there exists a P -invariant Radon measure λ on E. For any
ϕ ∈ Cc+ (E), we #consider the nonnegative function f on G given by f (g) = gλ(ϕ).
Clearly f (g) = f (gh)dµ(h), i.e., f is µ-harmonic on G. Since µ is recurrent and
adapted, Proposition 1 implies that f is constant, i.e., gλ(ϕ) = λ(ϕ). Since g and
ϕ are arbitrary λ is G-invariant. As is well known from general theory of invariant
measures on homogeneous spaces this implies ∆G (h) = ∆H (h) for any h ∈ H,
where ∆G (resp. ∆H ) is the modular function of G (resp. H). If we take for H
the closed subgroup generated by g ∈ G, we get ∆G (g) = ∆H (g) = 1; hence
G is unimodular. From above it follows ∆H (h) = 1 for any h ∈ H, hence H is
unimodular.
6. Homogeneous spaces
Various examples of recurrent and ergodic behaviors take place (see [5], [17], [12]).
Here we only develop one example and formulate a general question.
6.1. A framework
Let E be a locally compact G-space, P be the Markov operator on Cb (E) de-
fined by:
P ϕ(x) = ϕ(gx)dµ(g),
we consider a P -invariant Radon measure λ on E, i.e., P λ = λ. Then we can
consider the extended shifts on Ω×E and Ω×E ! " x) = (θω, X1 (ω)x)
defined by θ(ω,
! !
and θ(ω, x) = (θω, X1 (ω)x), we endow Ω×E and Ω×E with their natural structure
of Polish spaces so that θ" is continuous and θ! is a homeomorphism we write
Ω− = G−N∪{0} . Then the Markov measure λ " = P ⊗ λ on Ω × E is θ-invariant.
"
!
One can show that there exists on Ω × E a unique Radon measure λ ! which is
!
θ-invariant and has projection λ" on Ω × E.
In the general case of a dynamical system with σ-finite invariant measure, the
construction goes back to V.A. Rokhlin ([25]). In our special situation, λ ! can be
defined as follows. Let P ∗ be the adjoint operator of P in L2 (E, λ). Since P λ = λ,
∨
P ∗ is also a Markov operator and we denote by Pλ the corresponding Markov
measure on Ω− ×E. If we denote by θ − the shift on Ω− , we can define an extended
shift on Ω− × E by θ"− (ω− , x) = (θ− ω− , g0−1 x). Then Pλ is θ"− -invariant and has
∨
∨ ∨ #∨
projection λ on E, hence we can disintegrate Pλ as Pλ = Py ⊗ δy dλ(y), along the
#∨
fibers Ω− × {y}. Then one can verify that the measure λ != P y ⊗ P ⊗ δy dλ(y) is
!
θ-invariant.
Definition 5. Let (E, P, λ) be as above. Then one says that (E, P, λ) has property
R if for any relatively compact open set U ⊂ E, and P ⊗ λ-a.e. (ω, x) ∈ Ω × U , we
have Sn (ω)x ∈ U infinitely often.
If E = G, λ = λG and P is as above then property R for (E, P, λ) is equivalent
to recurrence of µ on G. Then one has the
Proposition 4. Assume E is not the G-space Z with µ = δg acting by translation

on Z. Then one has the equivalence
a) Property R is valid for (E, P, λ) and the equation P f = f , f ∈ L∞ (λ) implies
f is constant.
b) Property R is valid for (E, P, λ) and λ is extremal in the cone of P -invariant
Radon measures.
c) The homeomorphism θ! is ergodic on Ω ! × E with respect to λ.!
6.2. An example
Assume G is semisimple of real rank 1, Γ is a discrete cocompact subgroup and Γ
is a normal subgroup of Γ which satisfies Γ/Γ = Z. We endow E = G/Γ with the
Haar measure λ = m and observe that G/Γ is an abelian cover of the compact
homogeneous space G/Γ. We consider the homeomorphism θ! of Ω ! × E and the
!
measure P ⊗ m = λ.!
Proposition 5. With the above notations we assume µ is symmetric with compact

support and Gµ is non amenable. Then θ! is ergodic with respect to P
! ⊗ m.
For the proof we use the equivalence of a) and c) in the above proposition.
Property R follows easily from the symmetry of µ and the G-invariance of m, using
ergodicity of the random walk on G/Γ.
For the study of the equation P f = f , f ∈ L∞ (E), one uses induced unitary
representations, as follows.
One observes that Γ/Γ = Z acts on G/Γ and this action commutes with
the G-action. Taking a Borel fundamental domain ∆ ⊂ E of this action one can
identify G/Γ with ∆ × Z. One denotes by x → g.x the transformation of G/Γ
defined by g ∈ G. Then for x ∈ ∆ ⊂ E one can write: gx = (g.x)z(gx) with
z(gx) ∈ Z, g.x ∈ ∆. For any character χ of Γ/Γ = Z one can define a unitary
representation ρχ of G in L2 (G/Γ) by
ρχ (g)f (x) = f (g −1 .x)χ(z(g −1 x))
If χ(Γ) = 1, i.e., χ = 0 we get the natural representation ρ0 of G in L2 (G/Γ)
and we know that ρ0 restricted to L20 (G/Γ) do not contain weakly the identity
representation. Since the one-dimensional representation of Γ defined by χ do not
contain weakly identity, the same is valid for the induced representation ρχ from
Γ to G (see [22] Prop. 1.11 p. 112). Then one can use the non-amenability of Gµ
and a result of [26] (see also [4], [16]) to conclude that if χ = 0 the operator ρχ (µ)
defined by

ρχ (µ)f (x) = f (gx)χ[z(gx)]dµ(g)
satisfies ||ρχ (µ)|| < 1. Then the same analysis as in [15] can be performed with
the natural Fourier decomposition of L2 (E): we get that the condition P f = f ,
f ∈ L∞ (E) implies f = cte.
6.3. A question
Let G be a connected Lie group or an algebraic group defined over a local field F,
H a closed subgroup, λ a P -invariant Radon measure on E = G/H, x ∈ supp λ.
Assume that (E, P, λ) satisfies property R. Then, is it true that, for any n ∈ N :
λ(W n x) ≤ CW n2 , where W is a compact neighborhood of e and CW > 0?
Is it possible to describe geometrically the systems (E, P, λ) if λ is finite? Is
it true that the basic building blocks for such an E are either boundaries of (G, µ)
or spaces of the form G/Γ where Γ is a lattice in G?
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Yves Guivarc’h
IRMAR, Université de Rennes I
Campus de Beaulieu
F-35042 Rennes Cedex, France
e-mail: yves.guivarch@univ-rennes1.fr
C.R.E. Raja
Stat. Math. Unit, Indian Statistical Institute
8th Mile Mysore Road
Bangalore 560059, India
e-mail: creraja@isibang.ac.in

Ergodic Theorems for Homogeneous Dilations

Michael Björklund
Abstract. In this paper we prove a general ergodic theorem for ergodic and
measure-preserving actions of Rd on standard Borel spaces. In particular, we
cover R.L. Jones’ ergodic theorem on spheres. Our main theorem is concerned
with almost everywhere convergence of ergodic averages with respect to homo-
geneous dilations of certain Rajchman measures on Rd . Applications include
averages over smooth submanifolds and polynomial curves.
Mathematics Subject Classification (2000). Primary 37A30; Secondary 42B25.
Keywords. Pointwise ergodic theorems, Fourier dimension of a measure, max-
imal inequalities.
1. Introduction
The first multidimensional pointwise ergodic theorem is due to N. Wiener [19], who
proved that if (X, B, µ) is a standard Borel space and T is an ergodic measure-
preserving action of Rd on X, then for all f ∈ L1 (X), the limit

1
lim f (Tλt x) dt = f dµ,
λ→∞ |B| B X
exists almost everywhere on X, where B denotes the unit ball in Rd and |B| the
volume of B. It is not hard to extend this theorem to the more general setting
where the normalized characteristic function of a ball is replaced by an absolutely
continuous probability measure on Rd .
In this paper we prove Wiener’s ergodic theorem with respect to not neces-
sarily absolutely continuous probability measures on Rd ; more precisely, we are
interested in the class Cp of probability measures ν for which

lim f (Tλt x) dν(t) = f dµ
λ→∞ Rd X
p
exists almost everywhere on X for all f in L (X), where the range of p is allowed
to depend on ν. It is obviously necessary that ν is continuous, i.e., does not give
positive mass to individual points, for this to true. We will say that Wiener’s
76 M. Björklund
ergodic theorem holds for ν if the limit above exists almost everywhere on X. It
was proved by R.L. Jones [9] that the induced Lebesgue measure on S d−1 in Rd
for d ≥ 3 belongs to the class Cp for p > d−1 d
. This was later extended to d = 2
by M. Lacey [11]. We will extend their result to a much larger class of measures.
We stress however that the techniques in this paper are not new, and many of
the results were probably already known to the experts. We hope that the paper
will serve as a survey of some classical ideas in the harmonic analysis approach to
ergodic theory.
Recall that the Fourier dimension of a probability measure ν on Rd is defined
as the supremum over all 0 ≤ a ≤ d such that
|ν̂(ξ)| ≤ C|ξ|−a/2 as ξ → ∞.
For instance, if S is a smooth hypersurface in Rd with non-vanishing Gaussian cur-
vature and ν is the induced Lebesgue measure on S, then the Fourier dimension
of ν is at least n − 1 [15], which motivates the terminology. Note that there are
many non-smooth sets (e.g., random Cantor sets [2]) in Rd which support proba-
bility measures with high Fourier dimension. However, by Frostman’s lemma (see,
e.g., [12]), the Fourier dimension is always bounded from above by the Hausdorff
dimension of the support of ν.
In this paper we prove Wiener’s ergodic theorem for probability measures ν
on Rd with sufficiently large Fourier dimensions.
Theorem 1.1. Let (X, B, µ) be a standard Borel probability measure space, and
suppose T is an ergodic Borel measurable action of Rd on X which preserves µ.
If ν is a compactly supported probability measure on Rd with Fourier dimension
a > 1, then

λ→∞ Rd X
almost everywhere on X, for all f in Lp (X) for p > pa , where
1+a
pa = .
a
The question of mean convergence is much simpler and an immediate con-
sequence of the spectral theorem for unitary operators. Recall that a probability
measure ν on Rd is a Rajchman measure if the Fourier transform of ν decays to
zero at infinity. Note that a Rajchman measure is always continuous, but not nec-
essarily absolutely continuous. Indeed, there are Rajchman measures supported on
the set of Liouville numbers in R [3], which have zero Hausdorff dimension. The
following proposition is well known and we only include it for completeness.
Proposition 1.2. Let U be a unitary representation of Rd on a separable Hilbert
space H. Let ρ be a Rajchman measure on Rd , and define for x ∈ H, the operator

Aλ x = Uλt x dρ(t), λ > 0.
Rd
Ergodic Theorems for Homogeneous Dilations 77
Let P denote the projection onto the space of invariant vectors of U in H. Then
||Aλ x − P x||H → 0
for all x in H.
Given positive real numbers a1 , . . . , ad , we define the associated homogeneous

dilation by λ on Rd :
λ.t = (λa1 t1 , . . . , λad td ), t ∈ Rd .
We will use the following two simple facts about homogeneous dilations; if t, ξ ∈
Rd , then
λ.(ξ + t) = λ.ξ + λ.t and ξ, λ.t = λ.ξ, t for all λ > 0,
where ·, · is the standard inner product on Rd . We use the dot-notation to sepa-
rate between the standard dilations (a1 = · · · = ad = 1) on Rd and homogeneous
dilations.
An important ingredient in the proof of Theorem 1.1 is the following version
of Calderon’s maximal theorem [7]. We include a proof for completeness.
Proposition 1.3. Suppose ν is a Rajchman measure on Rn for which the maximal

operator

M φ(x) = sup φ(λ.t) dν(t), φ ∈ S(Rd )
λ>0 Rd
is of weak type (p, p) for some 1 ≤ p < ∞. For every standard Borel probability
space (X, B, µ) and ergodic measure-preserving action T by Rd on X,

lim f (Tλ.t x) dν(t) = f dµ
λ→∞ Rd X
p
almost everywhere on X for every f in L (X).
By A.P. Calderon’s transfer principle [7], the proof of this theorem is reduced
to finding a dense subspace Lν in Lp (X) on which Wiener’s ergodic theorem for
ν holds almost everywhere. It turns out (see Lemma 3.3) that we can choose this
subspace, independently of the Rajchman measure ν, to consist of the constants
and all functions of the form

f (x) = f0 (Ts x)φ(s) ds,
Rd
where f0 ∈ L∞ (X) and φ ∈ L10 (Rd ). This fact is established by using fairly stan-
dard smoothing arguments and some results on vague convergence of signed mea-
sures and is the main new ingredient in this paper.
Using the fundamental works by E.M. Stein on homogeneous dilations and
maximal inequalities for dilated polynomial curves, we can establish the following
theorem.
78 M. Björklund
Theorem 1.4. For every standard Borel probability space (X, B, µ) and ergodic
measure-preserving action T by Rd on X,
1
lim f (Tλ.q(w) x) dw = f dµ
λ→∞ 0 X
p
almost everywhere on X for every f in L (X), where p > 1 and
q(w) = (q1 w, . . . , qd wd ), w ∈ [0, 1],
for some non-zero real numbers q1 , . . . , qd and
λ.t = (λt, . . . , λd t), t ∈ Rd , λ > 0.
Extensions of this result to more general curves is possible; see, e.g., [17].
2. Measure theory and Fourier analysis

2.1. Basic measure theory
Let G be a Hausdorff locally compact second countable group, and let BG denote
the σ-algebra of Borel subsets of G. Let (X, B) be a measurable space such that
there exists a Polish topology on X for which B is the induced σ-algebra. If µ is
a σ-finite measure on B, we refer to (X, B, µ) as a standard Borel space. We say
that G admits a Borel measurable action on X if there is a map π : G × X → X
satisfying π(gg , x) = π(g, g x) for each g in G and x in X such that π is a
measurable map from (G × X × BG × B) to (X, B). We will write π(g, x) = gx for
short. The action is measure-preserving if µ(gE) = µ(E) for each g in G and E
in B. All actions in this paper are assumed to be Borel measurable. For functions
on X, measurability will refer to the completion of the σ-algebra B.
By a result due to V.S. Varadarajan [18], there is a compact metric G-space Y
with a jointly continuous G-action and G-invariant Borel subset Y0 ⊂ Y together
with a G-equivariant measurable and bijective map ψ : X → Y0 . Let µ denote the
push-forward of the measure µ on X. This construction yields a Borel measurable
measure-preserving action of G on the Borel subset Y0 .
Suppose λ → νt is a weakly continuous from R+ to the convex set of prob-
ability measures M 1 (G) on G. Define, for a continuous function f on Y and λ in
R+ , the linear operator

Aλ f (x) = f (g −1 x) dνλ (g).
G
In this paper we will be concerned with the associated maximal function, i.e.,

M f (x) = sup Aλ f (x).
λ>0
Note that since λ → νλ is weakly continuous, M f is a measurable function on Y0 ,

since we can realize it as

M f (x) = sup f (g −1 x) dνλ (g).
λ>0 G
λ∈Q
It is easy to see that if a measurable function f is a pointwise monotone increasing

limit of a sequence fn of nonnegative functions for which the maximal functions
M fn are measurable, then M f is measurable. By rather technical, but standard,
approximation arguments (see, e.g., [13]), M f is measurable for every measurable
function f on X. Note however that this argument only ensures that M f is mea-
surable with respect to the completion of the σ-algebra B with respect to the
probability measure µ.
We now restrict our attention to the group G = Rd for d ≥ 1. If µ is abso-
lutely continuous with respect to the Haar measure on Rd , weak-Lp bounds for
the sublinear operator M are implied, via Calderón’s transfer argument, by the
corresponding weak Lp -bounds for the Hardy–Littlewood maximal function (see,
e.g., [7]). Analogous transfer arguments for maximal functions works equally well
for singular measures and will be described in Subsection 3.3.
2.2. Fourier analysis

In this subsection we recall some basic notions from classical Fourier analysis. If
ν is a complex measure on Rd , we define the Fourier transform of ν by

ν̂(ξ) = e−i ξ,t dt, ξ ∈ Rd .
Rd
It is not hard to see that ν̂ is a uniformly continuous function on Rd . We let A1 (Rd )

denote the class of absolutely continuous complex measures ν on Rd for which ν̂ is
integrable with respect to the Lebesgue measure, and by A10 (Rd ), the subspace of
A1 (Rd ) with ν(Rd ) = 0. If ν is in A1 (Rd ), we can reproduce the density ρ of ν by

ρ(t) = ei ξ,t ν̂(ξ) dm(ξ),
Rd
where m denotes the Plancherel measure on Rd . We let S(Rd ) denote the class of
Schwartz functions on Rd and S0 (Rd ) the subspace of S(Rd ) with zero integral.
Note that S(Rd ) is strictly included in A1 (Rd ).
The Fourier dimension of a probability measure ν is defined as the supremum
over all real numbers 0 ≤ a ≤ d such that
|ξ|a/2 ||ν̂(ξ)| ≤ C, ∀ ξ ∈ Rd ,
for some finite constant C. If the support of ν is compact, the Fourier dimension
can always majorized by the Hausdorff dimension of the support.
80 M. Björklund
3. Ergodic theorems
3.1. Mean ergodic theorems
Before we turn to the pointwise ergodic theorems, we give a proof of Proposition
1.2. Recall that a probability measure ν on Rd is Rajchman if the Fourier transform
of ν decays to zero at infinity. If a homogeneous dilation has been chosen on Rd ,
we let νλ denote the measure

φ(t) dνλ (t) = φ(λ.t) dν(t), φ ∈ Cc (Rd ),
Rd Rd
where Cc (Rd ) is the space of compactly supported continuous functions on Rd .

The proof of Proposition 1.2 consist of simple calculations with spectral measures.
We give the proof for completeness.
Proof of Proposition 1.2. We only have to prove that Aλ x → 0 for all x for which
P x = 0. Note that

||Aλ x||H =
2
Uλ.t x, Uλ.s x dρ(t)dρ(s)
R R
d d
= e−i ξ,λ.(t−s) dνx (ξ)dρ(t)dρ(s)

R R R
d d d
= |ρ̂(λ.ξ)|2 dνx (ξ)

Rd
→ νx ({0}) as λ → ∞,
where νx is the spectral measure of U located at x. Since x is in the complement
of invariant vectors we have νx ({0}) = 0, which finishes the proof.
Remark 3.1. The theorem also holds for isometric representations of more general
uniformly convex Banach spaces from standard approximation arguments.
Note that the analogous theorem for representations of Zd is completely false.

This is essentially due to the discreteness of Zd . Let U be a unitary representation
of Zd on a separable Hilbert space H, and define for x ∈ H

An x = ρk Unk x.
k∈Zd
Proposition 3.2. For all non-zero x ∈ H, and for any probability measure ρ on Zd ,
||An x||H
lim inf ≥ ||ρ||2 (Zd ) > 0.
n→∞ ||x||H
Proof. We define the sets
Ek = {θ ∈ Td | k, θ = 0}, k ∈ Zd .
Note that E0 = Td , and by Parseval’s relation,

N −1 N −1
1 1
lim ||An x||2H = lim ρk ρl Unk x, Unl x
N→∞ N N →∞ N
n=0 n=0 d d k∈Z l∈Z

N −1
1
= lim ρk ρl e−2πi θ,n(k−l) dνx (θ)
N →∞ N Td
n=0 k∈Zd l∈Zd

N −1
1
= lim |ρ̂(nθ)|2 dνx (θ)
N →∞ N Td
n=0
N −1
1
= lim (ρ ∗ ρ̌)k ν̂x (−nk)
N →∞ N n=0
k∈Zd

= (ρ ∗ ρ̌)k νx (Ek ) ≥ ||ρ||22 (Zd ) ||x||2H > 0,
k∈Zd
for all N ≥ 1. Thus, ||An x||H does not converge to 0 for any non-zero x in H.
3.2. Pointwise ergodic theorems
We follow the general approach to pointwise ergodic theorems: We first establish
Wiener’s ergodic theorem for a dense subspace of Lp (X), and then prove a maxi-
mal inequality, which implies that the subspace of functions for which the Wiener
ergodic theorems is true is closed in Lp (X). Since the necessary maximal inequal-
ities follow from A.P. Calderon’s transfer lemma, which we present below, the key
result in this paper is the following lemma.
#
Lemma 3.3. The linear span L of all functions on the form f (x)= Rd f0 (Ts x)φ(s)ds,
where f0 ∈ L∞ (X) and φ ∈ L10 (Rd ), is dense in L10 (X) and if ν is a Rajchman
measure on Rd , then

Aλ f (x) = f (Tλ.t x) dν(t) → 0
Rd
almost everywhere on X for all f ∈ L.
Proof. Suppose there is a function h ∈ L∞0 (X) such that

h(x) f0 (Ts x)φ(s)ds dµ(x) = φ(s) f0 (Ts x)h(x)dµ(x) ds
X Rd Rd
X
= f0 (x) h(T−s x)φ(s)ds dµ(x) = 0,
X Rd
∞
for all f0 ∈ L (X) and φ ∈ S0 (R ). Thus,
d

h(T−s x) φ(s) ds = 0, a.e. [µ].
Rd
Thus, h is invariant under the action of T and by ergodicity, h must be almost
everywhere zero.
82 M. Björklund
We now turn to almost everywhere convergence for f in the subspace L. We

can without loss of generality assume that f is of the form

f (x) = f0 (Ts x)(φ ∗ ψ)(s) ds,
X
where φ ∈ L1 (Rd ) and ψ ∈ S01 (Rd ), since every element in L1 (Rd ) can be approx-
imated arbitrarily well in L10 (Rd ) by such functions. We note that

f (Tλ.t x) dν(t) = f0 (Tλ.t+s x)ψ(s)φ(t − s) dsdν(t)
Rd
R R
d d

= f0 (Ts x) ψ(s − λ.t − r)φ(r) drdν(t) ds
Rd Rd

= f0 (Ts x)φ(r + s) ds ψ(−λ.t − r) dν(t) dr
Rd Rd Rd
We define, for a fixed x in X, the functions

g(r) = f0 (Ts x)φ(r + s) ds
Rd
and
hλ (r) = ψ(−λ.t − r) dν(t).
Rd
We observe that for a conull subset of X, g is a bounded and uniformly continuous

function on Rn and the set {hλ }λ>0 is contained in some ball of finite radius in
L10 (Rd ) for all λ > 0. We think of hλ as Borel measures on Rn with uniformly
bounded total variations. It now suffices to prove that the sequence hλ tends to
zero in the weak topology, i.e.,

g dhλ → 0,
Rd
for all bounded and continuous functions on Rn . Since the variation norm of hλ is
uniformly bounded in λ, this is implied by the uniform convergence of the Fourier
transforms of hλ to 0 and the tightness of the sequence hλ (see, e.g., [1]), Note
that
ĥλ (ξ) = ν̂λ (ξ)ψ(ξ),
and the uniform convergence of this sequence to 0 is immediate from the fact that
ν is a Rajchman measure and ψ̂(0) = 0.
Remark 3.4. Note that Lemma 3.3 also implies that L ∩ Lp0 (X) is dense in Lp0 (X)
for all 1 ≤ p < ∞.
3.3. Maximal inequalities

Let λ → νλ be a weakly continuous map from R+ into M 1 (Rd ). Suppose (X, B, µ)
is a standard Borel probability measure space, and T a Borel measurable action
of Rd on X, which preserves µ. We define

Aλ f (x) = f (Tt x) dνλ (t), λ > 0.
X
and
M f (x) = sup |Aλ f (x)|.
λ>0
By the arguments in Section 2.1, M f is measurable with respect to the completion

of the σ-algebra B. We also define
Dλ φ = φ ∗ νλ , φ ∈ S,
and the corresponding maximal operator
Sφ(x) = sup |Dλ φ(x)|.
λ>0
Both of these operators have been extensively studied in classical harmonic anal-
ysis; see, e.g., [14] and [16]. We recall the following lemma by A.P. Calderon [7]
which allows us to transfer bounds on S to bounds on M . We include a proof for
completeness.
Lemma 3.5 (Calderon’s Transfer Lemma). Suppose λ → νλ is a weakly continuous

map from R+ into M 1 (Rd ). If (X, B, µ) is a Borel standard probability space and
T a Borel measurable action of Rd on X, which preserves the measure µ, then if
S is of strong or weak type (p, p) for some 1 ≤ p ≤ ∞, then so is M .
Proof. We only give the proof in the case when S if of strong type (p, p). Suppose
f is in Lp (X) and define F (s, x) = f (Ts x) for s ∈ Rd and x ∈ X. Note that
F (s + t, x) = F (s, Tt x) for all s, t in Rd and for almost every x ∈ X. Now set

G(s, x) = sup | F (s, Tt x) dνλ (t)|,
λ>0 Rd
and observe that G(s + r, x) = G(s, Tr x) for all s, r in Rd . For R > 0, we define

F (s, x) if |s| < R
FR (s, x) =
0 otherwise,
and GR (s, ·) = SFR (s, ·). Since S is a positive sublinear operator,
G(s, ·) = SF (s, ·)
= S(FR+ε (s, ·) + F (s, ·) − FR+ε (s, ·))
≤ SFR+ε (s, ·) + S(F (s, ·) − FR+ε (s, ·)),
84 M. Björklund
for all ε > 0. The last term is zero, since the function F − FR+ε vanishes in the
region |s| < R + ε. Let BR denote the Euclidean ball in Rd of radius R. Note that
if S is strong type (p, p), then

||M f ||pp = G(0, x)p dm(x)
X

1
= G(s, x)p dµ(x)dm(s)
m(BR ) BR X

1
≤ GR+ε (s, x)p dm(s)dµ(x)
m(BR ) BR X

1
= SFR+ε (s, x)p dm(s)dµ(x)
m(BR ) X BR

Cp
≤ |FR+ε (s, x)|p dm(s)dµ(x)
m(BR ) X BR
m(BR+ε )
= Cp ||f ||pp .
m(BR )
If we let R → ∞ and use the polynomial volume growth of balls in Rd , we conclude

that
||M f ||p ≤ C||f ||p ,
for all f in Lp (X).
The following theorem is now an easy and straightforward consequence of

Lemmata 3.3 and 3.5.
Theorem 3.6. Suppose ν is a probability measure on Rn for which the maximal

operator

M φ(x) = sup φ(λ.t) dν(t), φ ∈ S(Rd )
λ>0 Rd
is of weak type (p, p) for some 1 ≤ p < ∞. For every standard Borel probability
space (X, B, µ) and ergodic measure-preserving action T by Rd on X,

lim f (Tλ.t x) dν(t) = f dµ
λ→∞ Rd X
p
almost everywhere on X for every f in L (X).
Proof. We can without loss of generality restrict our attention to f in the subspace
Lp0 (X). The almost sure convergence above holds for f in the dense subspace L of
Lp0 (X) defined in lemma 3.3. Thus, it suffices to prove that the subspace
C = {f ∈ Lp (X) | lim Aλ f (x) exists a.e.}

λ→∞
is closed in Lp0 (X). Suppose fk is a sequence in C which converges to f in Lp0 (X),

and note that if λ and η are positive, then for all k,
|Aλ f (x) − Aη f (x)| = |Aλ fk (x) − Aη fk (x)|

+ |Aη (f − fk )(x)| + |Aλ (f − fk )(x)|.
The first term clearly goes to zero almost everywhere, since fk is in C. Thus, since
M is of weak type (p, p) we have
µ({x ∈ X | lim sup |Aλ f (x) − Aη f (x)| > α}) ≤ µ({x ∈ X | 2M (f − fk ) > α})
λ,η→∞
p
2
≤C ||f − fk ||pp ,
α
which can be made arbitrarily small for k large.
3.4. Rubio de Francia’s maximal inequality

Let ν be a probability measure on Rd and define the maximal function

Sφ(x) = sup φ(λt) dν(t).
λ>0 Rd
These functions were studied by J.L. Rubio de Francia in [14], where the following
striking theorem was established.
Theorem 3.7. Suppose ν is a compactly supported measure in Rd with Fourier

exponent a > 1. Then S is strong type (p, p) for all p > pa , where
1+a
pa = .
a
By Theorem 3.6, this result immediately implies the following theorem.
Theorem 3.8. Let (X, B, µ) be a standard Borel probability measure space, and
suppose T is a Borel measurable action of Rd on X which preserves µ. If ν is a
compactly supported probability measure on Rd with Fourier exponent a > 1, then

λ→∞ Rd X
almost everywhere on X, for all f in Lp (X) for p > pa , where

1+a
pa = .
a
Weaker versions of Theorem 3.7 has been extended to a more general class
of homogeneous dilations in [8].
86 M. Björklund
4. Applications
We will now present some straightforward applications of Theorems 3.8 and 3.6.
4.1. Ergodic theorems for dilations of submanifolds
The following theorem can be found in Chapter 8 in [15]
Theorem 4.1. Suppose S is a smooth hypersurface in Rd , whose Gaussian curvature
is non-zero everywhere, and let dν = ψdσ, where the support of ψ ∈ C0∞ (Rd ) is
assumed to intersect S in a compact set. Then the Fourier exponent of ν is at least
d − 1.
By Theorem 3.6 we have the following theorem.
Corollary 4.2. Let S and ν be as in Theorem 4.1 above, and suppose d ≥ 3. For
every standard Borel probability space (X, B, µ) and ergodic measure-preserving
action T by Rd on X,

λ→∞ Rd X
almost everywhere on X for every f in Lp (X), where
d
p> .
d−1
Remark 4.3. J. Bourgain [5] proved that if d = 2 and ν denotes the arc-length
measure on the boundary of a smooth centrally symmetric convex body in R2 ,
then maximal operator in Subsection 3.4 is of strong type (p, p) for p > 2. Hence,
the analogue of Corollary 4.2 holds in this case. The special case of circles was
proved by M. Lacey in [11].
4.2. Ergodic theorems for polynomial curves
Let λ > 0 and q1 , . . . , qd non-zero real numbers. We define the polynomial curve
q : [0, 1] → Rd by
q(w) = (q1 w, . . . , qd wd ), w ∈ [0, 1] .
Let m denote the Lebesgue measure on [0, 1] and set ν = q∗ m, where q∗ denotes
the push-forward induced by q. Note that the Fourier dimension of ν is generally
of order 2/d and thus Theorem 1.1 does not apply. We introduce the homogeneous
dilation on Rd defined by
λ.t = (λt1 , . . . , λd td ), t ∈ Rd .
For φ ∈ S we define the maximal operator
1

M φ(t) = sup φ(s − λ.q(w)) dw.
λ>0 0
The following theorem is due to E.M. Stein and S. Wainger [17], who also studied
maximal inequalities for more general curves.
Theorem 4.4. The maximal operator M is of strong type (p, p) for 1 < p < ∞.
Corollary 4.5. For every standard Borel probability space (X, B, µ) and ergodic
measure-preserving action T by Rd on X,
1
lim f (Tλ.q(w) x) dw = f dµ
λ→∞ 0 X
almost everywhere on X for every f in Lp (X), where
d
p> .
d−1
4.3. Ergodic theorems for Salem sets
The Hausdorff dimension of a subset E of Rd can be defined as the supremum of
the a in [0, d] such that, for some probability measure ν which is supported on E,

|ν̂(ξ)|2 |ξ|a−d dξ < ∞.
|ξ|≥1
This reformulation of the standard definition is justified by Frostman’s lemma; see,
e.g., [12]. Note that this does not imply that ν is a Rajchman measure. However, if
C
|ν̂(ξ)| ≤ a/2 ,
|ξ|
then the integral above is finite, and we conclude that the Fourier dimension of
ν is always majorized by the Hausdorff dimension. If E supports a probability
measure with Fourier dimension equal to the Hausdorff dimension of E, we say
that E is Salem set. With no known exception, these sets are constructed either
from probabilistic arguments or number theoretic arguments. It is known (see, e.g.,
[10]) that the image of any closed subset E of R+ under a d-dimensional Brownian
motion B is almost surely a Salem set with Fourier dimension equal to twice the
Hausdorff dimension of E . Thus, if E is any compact subset of R+ of Hausdorff
dimension b > 1/2 and d ≥ 2 then, almost surely, there is a probability measure ν
on the (almost surely totally disconnected) on B(E ) such that Theorem 1.1 holds
for all p ≥ 2b−1
2b
. The measure ν depends of course on the Brownian motion, but
can almost surely be used as an average measure for a generalized Wiener ergodic
theorem. This is reminiscent to J. Bourgain’s [6] theorem on random subsets of Z
for which the pointwise ergodic theorem holds.
4.4. Regularity of return times
We shall consider the set of return times of uniquely ergodic and jointly continuous
actions (Tt ) of Rd on a compact metric space X. Let µ denote the unique invariant
measure, and define, for a given Borel set A ⊆ Y and x ∈ X, the set of return
times:
RA (x) = {t ∈ Rd | Tt ∈ A}.
If A is Jordan measurable with respect to µ, i.e., if µ(∂A) = 0, then the uniform
ergodic theorem implies that

1
lim m[0,1] RA (x) = µ(A),
λ→∞ λ
88 M. Björklund
for all x ∈ X, where m[0,1] denotes the normalized Lebesgue measure on the closed
interval [0, 1]. This example motivates the following definition: A set B ⊆ Rd is
Rajchman regular if for any Rajchman probability measure ν on Rd with compact
support, the limit
1
d(B) = lim ν( B)
λ→∞ λ
exists and is independent of ν. After modifying the proof of Lemma 3.3 to the effect
that the density of the subspace L ⊆ C(X) (with fo ∈ C(X)) can be established,
we can prove the following proposition.
Proposition 4.6. Let X be a compact metrizable space with a uniquely ergodic and
jointly continuous action of Rd , and suppose that A ⊆ X is Jordan measurable
with positive measure. Then for all x ∈ X, the set RA (x) is Rajchman regular.
Moreover, the equality d(RA (x)) = µ(A) holds.
References
[1] Baez-Duarte L. Central Limit Theorems for Complex Measures. J. Theor. Prob.
Theory. (1993) no. 1. 33–56.
[2] Bluhm, C.E. Fourier asymptotics of statistically self-similar measures. J. Fourier
Anal. Appl. 5 (1999), no. 4, 355–362.
[3] Bluhm, C.E. Liouville numbers, Rajchman measures, and small Cantor sets. Proc.
Amer. Math. Soc. 128 (2000), no. 9, 2637–2640.
[4] Bochner, S. Harmonic analysis and the theory of probability. University of California
Press, Berkeley and Los Angeles, 1955. viii+176 pp.
[5] Bourgain, J. Averages in the plane over convex curves and maximal operators. J.
Analyse Math. 47 (1986), 69–85.
[6] Bourgain, J. On the maximal ergodic theorem for certain subsets of the integers.
Israel J. Math. 61 (1988), no. 1, 39–72.
[7] Calderon, A.P. Ergodic theory and translation-invariant operators. Proc. Nat. Acad.
Sci. U.S.A. 59 1968 349–353.
[8] Dappa, H. and Trebels, W. On maximal functions generated by Fourier multipliers.
Ark. Mat. 23 (1985), no. 2, 241–259.
[9] Jones, R.L. Ergodic averages on spheres. J. Anal. Math. 61 (1993), pp. 29–45.
[10] Kahane, J.P. Brownian motion and classical analysis. Bull. London Math. Soc. 8
(1976), no. 2, 145–155.
[11] Lacey, M.T. Ergodic averages on circles. J. Anal. Math. 67 (1995), 199–206.
[12] Mattila, P. Geometry of sets and measures in Euclidean spaces. Fractals and rec-
tifiability. Cambridge Studies in Advanced Mathematics, 44. Cambridge University
Press, Cambridge, 1995. xii+343 pp. ISBN: 0-521-46576-1; 0-521-65595-1
[13] Nevo, A. Pointwise ergodic theorems for radial averages on simple Lie groups. I.
Duke Math. J. 76 (1994), no. 1, 113–140.
[14] Rubio de Francia, J.L. Maximal functions and Fourier transforms. Duke Math. J.
53 (1986), no. 2, 395–404.
[15] Stein, E.M. Harmonic analysis: real-variable methods, orthogonality, and oscillatory
integrals. With the assistance of Timothy S. Murphy. Princeton Mathematical Series,
43. Monographs in Harmonic Analysis, III. Princeton University Press, Princeton,
NJ, 1993. xiv+695 pp. ISBN: 0-691-03216-5
[16] Stein, E.M. Maximal functions. I. Spherical means. Proc. Nat. Acad. Sci. U.S.A. 73
(1976), no. 7, 2174–2175.
[17] Stein, E.M. and Wainger, S. Problems in harmonic analysis related to curvature.
Bull. Amer. Math. Soc. 84 (1978), no. 6, 1239–1295.
[18] Varadarajan, V.S. Groups of automorphisms of Borel spaces, Trans. Amer. Math.
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Michael Björklund
Einstein Institute of Mathematics
Edmond J. Safra Campus
Hebrew University, Givat Ram,
91904 Jerusalem, Israel
e-mail: bjorklund@huji.ac.il

Boundaries from Inhomogeneous

Bernoulli Trials
Alexander Gnedin
Abstract. The boundary problem is considered for inhomogeneous increasing

random walks on the square lattice Z2+ with weighted edges. Explicit solutions
are given for some instances related to the classical and generalized number
triangles.
Mathematics Subject Classification (2000). Primary 60J10, 60J50.

Keywords. Coin-tossing processes, weighted Pascal graph, boundary, combi-
natorial triangles.
1. Introduction
The homogeneous Bernoulli processes all share a property which may be called
lookback similarity : if the number of heads h in any first n trials is given, then
independently of the future outcomes the random history of the process can be
described in some unified way. Specifically, the conditional history of homogeneous
Bernoulli trials has the same distribution as a uniformly random permutation
of h heads and t = n − h tails. This property is equivalent to exchangeability,
meaning the invariance of distribution under finite permutations of coordinates. A
central structural result regarding this class of processes is de Finetti’s theorem,
which asserts that infinite sequences of exchangeable trials can be characterized
as mixtures of the homogeneous Bernoulli processes.
More general coin-tossing processes, in which probability of a head in the next
trial may depend on the history through the counts of heads and tails observed
so far, are divided into other classes of lookback similar processes, each class with
its own random mechanism of arranging h heads and t tails in succession, consis-
tently for every value of n = h + t. Understanding the structure of such classes
is important in a variety of contexts, including statistical mechanics, urn models,
species sampling, random walks on graphs, dimension theory of algebras, ergodic
theory and others. The principal steps of the analysis involve identification of the
extremal boundary, which may be characterized as the set of ergodic processes in a
92 A. Gnedin
given class, as well as construction and decomposition of distinguished nonergodic

processes, like, e.g., Pólya’s urn processes in the exchangeable case.
A major technical issue which must be resolved to set up the scene is the
way of specifying conditional probabilities on histories. The backward transition
probabilities for the Markov chain counting heads-and-tails are rarely available
directly. Sometimes the starting point is a particular reference distribution P ∗ ,
which determines a class of distributions P by requiring that P had the same con-
ditional probabilities on histories as P ∗ [7, 19], however, in many combinatorial
and algebraic contexts there might be no obvious choice for P ∗ with a desirable
property of non-degeneracy. For instance, if the distributions on histories are de-
termined by some symmetry condition, like equidistribution of paths in a Bratteli
diagram, it might require some effort to construct a nontrivial process.
The approach adopted in this paper amounts to defining conditional distri-
butions on histories by means of a multiplicative weight function. The underlying
structure is the lattice Z2+ with weighted edges, which we call a weighted Pascal
graph. For instance, in the case of unit weights the structure is the Pascal triangle,
in which the path-counts (combinatorial dimensions) are given by the binomial
coefficients. The coin-tossing process is encoded into a increasing lattice path with
unit horizontal and vertical jumps, and the boundary problem is connected to the
asymptotic weighted path-enumeration. For various choices of the weight func-
tion, the model covers arbitrary coin-tossing processes, for which the joint counts
of heads and tails is the sufficient statistic of the history to predict the outcomes
of future trials.
We will consider some classes of lookback-similar processes, for which the
boundary can be determined without direct path-counting. Our strategy boils
down to three steps. First of all, we refine a monotonicity idea [16] to show that
the ergodic processes are naturally parameterized by the probability of a head in
the first trial, so the boundary is always a subset of the unit interval. Then we
manipulate with admissible transformations of weights to construct a parametric
family of coin-tossing processes. The last step is to either verify that the con-
structed processes are ergodic, or to obtain all extremes by their decomposition in
ergodic components.
The generalized Pascal triangles appear sometimes in connection with sta-
tistics of combinatorial structures like partition and composition posets. Analysis
of random walks on the ‘triangles’ has been proved useful to construct processes
with values in these more complex objects [10, 11, 12, 14, 16].
2. Weighted Pascal graphs

We shall be dealing with Markov chains S = (Sn , n ≥ 0) on the square lattice
Z2+ , with edges directed away from the origin. A standard path starts at (0, 0)
and each time increments by either (1, 0) or (0, 1). We think of the increment
Sn − Sn−1 = (1, 0) as a head, and Sn − Sn−1 = (0, 1) as a tail in the nth coin-
tossing trial. The components will be denoted Sn = (Hn , Tn ), so Hn + Tn = n.
Boundaries from Inhomogeneous Bernoulli Trials 93
Let w be a (strictly) positive function on the set of edges. We call the lattice
Z2+ with weighted edges a weighted Pascal graph. The weights of the edges (h, t) →
(h+1, t) and (h, t) → (h, t+1), which connect (h, t) to its followers, will be denoted
w1 (h, t) and w0 (h, t), respectively.
Define the weight of a path connecting two given grid points to be the product
of weights of edges along the path. The sum of weights of all standard paths
with terminal point (h, t) is denoted d(h, t) and called dimension, this quantity
is analogous to the partition sum in statistical mechanics. The dimensions satisfy
the forward recursion
d(h, t) = w1 (h − 1, t)d(h − 1, t) + w0 (h, t − 1)d(h, t − 1), d(0, 0) := 1
(where the terms with some negative arguments vanish). More generally, we define
the extended dimension d(h, t; h , t ) as the sum of weights of paths from (h, t) to
(h , t ). A class P = P(w) of lookback similar distributions for S is defined by the
following
Conditioning property: for all (h, t) ∈ Z2+ , if the Markov chain S starting at
S0 = (0, 0) visits (h, t) ∈ Z2+ with positive probability, then given Sh+t = (h, t)
the conditional probability of each standard path with endpoint (h, t) is equal to
the weight of the path divided by d(h, t).
The Markov property of S need not be assumed, rather it follows from the condi-
tioning property. Note also that if the conditioning property holds for one partic-
ular (h , t ) then it holds for every (h, t) lying on a standard path with endpoint
(h , t ).
The class P is a convex, weakly compact set. A finite-dimensional counterpart
of P is the class Pn of probability distributions for Markov chains with n steps sub-
ject to a restricted conditioning property which holds for h+t = n (hence for h+t ≤
n). These distributions are consistent as n varies, therefore P has the structure of
projective limit of the Pn ’s. Since every Pn is n-dimensional simplex, the projec-
tive limit P is a Choquet simplex (see, e.g., Proposition 10.21 in [17]), which means
that every P ∈ P has a unique representation as a convex mixture of the extreme
elements of P. The set of extreme points of P is the extremal boundary denoted
extP. The extremes are characterized as ergodic measures P ∈ P, for which every
tail event of the process S has P -probability zero or one. Note that the tail sigma-
algebra for S coincides with the exchangeable sigma-algebra, comprised of the
events invariant under permutations of the sequence of increments of S. The bound-
ary problem asks one to describe as explicitly as possible the set of extremes extP.
Each P ∈ P is uniquely determined by the probabilities of finite standard
paths. These probabilities are conveniently encoded into a probability function
on Z2+
P (Sh+t = (h, t))
φ(h, t) := ,
d(h, t)
so that the probability of a standard path terminating at (h, t) is equal to the
weight of the path multiplied by φ(h, t). The transition probabilities from (h, t) to
94 A. Gnedin
(h + 1, t) and (h, t + 1) are written then as

w1 (h, t)φ(h + 1, t) w0 (h, t)φ(h, t + 1)
p1 (h, t) := , p0 (h, t) := ,
φ(h, t) φ(h, t)
respectively. The probability functions are characterized as nonnegative solutions
to a backward recursion
φ(h, t) = w0 (h, t)φ(h, t + 1) + w1 (h, t)φ(h + 1, t), (2.1)
with the normalization φ(0, 0) = 1. Note that

n
φ(h, n − h)d(h, n − h) = 1, (2.2)
h=0
since the terms make up the distribution of Sn .

The boundary problem has many faces of which we mention a few.
Moment problems. For the Pascal triangle, with w ≡ 1, the recursion (2.1) goes
back to Hausdorff [18]. Positivity of φ in this case means that the iterated dif-
ferences of the diagonal sequence φ( ·, 0) are nonnegative, i.e., φ( ·, 0) is com-
pletely monotone. The celebrated Hausdorff’s theorem states that such a sequence
is uniquely representable as a sequence of moments of a probability measure on
[0, 1], which means that extP is naturally identified with [0, 1]. Each π ∈ [0, 1]
corresponds to a homogeneous Bernoulli process with probability π for heads. The
representability of each P ∈ P as a unique mixture of the extremes is equivalent
to de Finetti’s theorem.
A similar connection exists in the general case too. To that end, observe that
the bivariate array φ is obtainable by weighted differencing of the diagonal sequence
φ( · , 0), for instance φ(n, 1) = (φ(n, 0)−w1 (n, 0)φ(n+1, 0))/w2 (n, 0). Thus solving
(2.1) means finding all sequences φ( · , 0) for which the weighted differences are
non-negative. We will show in the next section that extP is homeomorphic to a
subset E ⊂ [0, 1] via π(P ) = P (H1 = 1) = φ(1, 0)w(1, 0), therefore the extremal
decomposition
φ(n, 0) = φπ (n, 0)µ(dπ),
E
can be seen as a generalized problem of moments on E, with the kernel φπ (n, 0),
in place of π n from Hausdorff’s problem of moments.
Quasi-invariance. Finite permutations of N act on infinite paths in Z2+ by re-
arranging the sequence of increments. In these terms, the distributions P ∈ P
can be characterized as measures quasi-invariant under permutations. The char-
acteristic cocycle of the action is uniquely determined by the condition that if a
path fragment (h, t) → (h + 1, t) → (h + 1, t + 1) is switched by transposition to
(h, t) → (h, t + 1) → (h + 1, t + 1), then probability of the path is multiplied by
w0 (h, t)w1 (h, t + 1)w1 (h, t)−1 w0 (h + 1, t)−1 . In the case w ≡ 1 the quasi-invariance
means invariance, and we are back to the exchangeability.
Martin kernel. By a well-known recipe [21], each extreme φ is representable as a

limit point of the Martin kernel
dim(h, t; h , t )
φ(h, t) = lim , (2.3)
dim(h , t )
where h + t → ∞, and (h , t ) vary in some way to ensure convergence of the
ratios for all (h, t). This relates the boundary problem to the asymptotic weighted
path enumeration.
h-transform. Call P ∗ ∈ P fully supported, if it gives positive probability to every
finite path, or, equivalently, the corresponding probability function φ∗ is strictly
positive. Every P ∈ P with probability function φ is uniquely obtainable from
P ∗ by a change of measure φ = ψφ∗ where the Radon-Nykodim derivative ψ is a
P ∗ -harmonic function, that is satisfying the recursion
ψ(h, t) = p∗ (h, t)ψ(h + 1, t) + q ∗ (h, t)ψ(h, t + 1),
and p∗ , q ∗ are the transition probabilities of S under P ∗ . Note that the change of
measure is just Doob’s h-transform, because the transition probabilities under P
are connected to that under P ∗ via
p1 (h, t) = p∗1 (h + 1, t)ψ(h + 1, t)/ψ(h, t),
p0 (h, t) = p∗0 (h + 1, t)ψ(h + 1, t)/ψ(h, t). (2.4)
We say that P ∈ P is finitely supported if it is not fully supported. For finitely
supported P ∈ extP the probability function is (strictly) positive on one of the
sets
Im := {(h, t) : h ≤ m}, Jm := {(h, t) : t ≤ m}
for some m ≥ 0. The process S under finitely supported measure eventually
achieves either a finite number of heads or a finite number of tails. The case m = 0
corresponds to two trivial measures, denoted Q0,∞ and Q∞,0 , each supported by
a single infinite path Hn ≡ 0 and Tn ≡ 0, respectively.
Combinatorial structures. If the weights are integers, we may consider the graph
with multiple edges and fine paths, which distinguish among the edges connect-
ing the neighbouring grid points. The setting with multiple edges appears in the
ergodic theory in connection with the ‘adic transform’ of the path space [8, 9].
When the distinction of edges with the same endpoints is made, we understand P
as the class of probability measures on fine paths, with a more delicate condition-
ing property that for every (h, t) all standard fine paths terminating at (h, t) have
the same probability φ(h, t).
Pascal graphs with multiple edges arise by consistent coarsening the set of
nodes in a tree. Suppose T is an infinite rooted tree with the set of vertices Tn
(n ≥ 0) at distance n from the root. Suppose each Tn is partitioned in n + 1
nonempty blocks labeled (0, n), (1, n−1), . . . , (n, 0), so that for h+t = n each vertex
in block (h, t) ⊂ Tn is connected by the same number w1 (h, t) of edges to every
vertex in block (h + 1, t), and by the same number w0 (h, t) of edges to every vertex
96 A. Gnedin
in block (h, t + 1). Merging all nodes in each block (h, t) in a single node we obtain
a weighted Pascal graph, whose standard paths, in turn, ramify according to T .
Example. The Stirling-I triangle has w0 (h, t) = h + t + 1, w1 (h, t) = 1. The di-

mensions dim(h, t) are unsigned Stirling numbers of the first kind. The fine paths
of length n are in bijection with permutations of n + 1 integers. Write permu-
tation σn of [n] := {1, . . . , n} in the one-row notation, like, e.g., 6 4 5 1 2 3.
The boldfaced elements are (lower) records (a record is a number smaller than
all numbers to the left of it, if any). A permutation σn+1 of [n + 1] extending
σn is obtained by inserting integer n + 1 in one of n + 1 possible positions, e.g.,
7 645123, 67 45123, . . . , 6451237 . The extension organizes permutations of inte-
gers 1, 2, . . . in a tree, in which each σn has n + 1 followers. Now suppose per-
mutations of [n] are classified by the number of records. Each σn with h records
(1 ≤ h ≤ n) is followed by a sole permutation of [n + 1] with h + 1 records, ob-
tained by inserting n + 1 in the leftmost position of σn , and n permutations with
h records. Assigning label (h, t) to the class of permutations of [h + t + 1] with
h + 1 records, the classification of permutations by the number of records is then
captured by the Stirling-I triangle.
The same multiplicities appear when permutations are classified by the num-
ber of cycles. To this end, arrange elements in each cycle in the clockwise cyclic
order. Then extending σn amounts to either inserting n + 1 in some cycle clockwise
next to any of the integers 1, . . . , n, or starting a new singleton cycle with n + 1.
3. Probability of the first head

As we have seen, each measure P ∈ P is uniquely determined by φ( · , 0), that is by
the sequence of probabilities P (Hn = n) = dim(n, 0)φ(n, 0), n ≥ 0. We aim now to
show that to uniquely parameterize P ∈ extP it is enough to take the probability
of the first head
π = π(P ) := P (H1 = 1).
Every P ∈ P conditioned on Sh+t = (h, t) coincides, as a measure on the set
of standard paths terminating at (h, t), with the same elementary measure Qh,t
determined by the Martin kernel in (2.3) restricted to standard paths through
(h, t). A path (hn , tn ), n ≥ 0, is called regular if the elementary measures Qhn ,tn
converge weakly along the path, in which case the limit necessarily belongs to P.
We may also say that the limit measure is induced by the path. Denote ext◦ P
the set of measures induced by regular paths. By some general theory (see [1], p.
161) it is known that for every P ∈ P, the set of regular paths has P -probability
1, and that P ∈ extP if and only if the set of regular paths that induce P has
P -probability 1. In particular, ext◦ P ⊃ extP. This larger set ext◦ P is the entrance
Martin boundary for the system of backward transition probabilities determined
by the conditioning property.
For P, P ∈ P we say that P is stochastically larger than P if P (Hn ≥ h) ≥

P (Hn ≥ h) for all (h, n − h) ∈ Z2+ . This defines a partial order on P, and we will
show that it restricts as a total order on ext◦ P.
Lemma 3.1. Let (hn , n − hn ) and (hn , n − hn ), n ≥ 0, be two regular paths which
induce measures P and P , respectively. Then the measures are comparable, and
P is stochastically larger than P iff hn ≥ hn for all large enough n. In the latter
case the measures are distinct iff P (H1 = 1) > P (H1 = 1).
Proof. Choose 0 ≤ hn < hn ≤ n and consider the elementary measures Qhn ,n−hn
and Qhn ,n−hn as the laws of two Markov chains S and S (respectively) with n
moves. We define a coupling of independent S and S by running the chains in the
backward time. Start S, S simultaneously at states (hn , n − hn ) and (hn , n − hn ),
respectively, and let them be running independently until the first time τ when
they meet at the same state. From time τ on let S coincide with S: this does not
affect the marginal distributions of S since both chains have the same (backward)
transition probabilities. Because the number of heads each time decrements by 0
or 1, by this coupling S always has at least as many heads as S . It follows that
P (Hm = m) ≥ P (Hm = m) for m ≤ n.
Now suppose the elementary measures converge along two paths (hn , n − hn)
and (hn , n − hn ) to distinct P and P , respectively. In general, two paths either
have infinitely many intersections or there is a definite inequality between hn and
hn for large enough n. The case of infinitely many intersections is excluded since
P = P . Suppose eventually hn > hn , then by the coupling argument we conclude
that P is strictly stochastically larger than P . Then the probability distribution
P (Hn = ·) is strictly stochastically larger than P (Hn = ·) for a subsequence hence
for all n > 0, which for n = 1 means that P (H1 = 1) > P (H1 = 1).
Proposition 3.2. The set ext◦ P is weakly compact and P → π(P ) is a homeomor-
phism of ext◦ P onto a subset of [0, 1].
Proof. Assume Pj ∈ ext◦ P converge weakly to some P ∈ P. By Lemma 3.1 it is
enough to consider the case when the sequence Pj is monotonic in the stochastic
order, say increasing. For each Pj fix a path inducing it. Then it is always possible
to choose a path which has the last intersection with the path inducing Pj at
some time nj , where nj → ∞. It is readily seen that the path induces P , hence
P ∈ ext◦ P. Thus the sequential boundary is compact. It remains to note that
P → P (H1 = 1) is a continuous strictly increasing function on ext◦ P.
Henceforth the boundary can be identified with E := {π(P ) : P ∈ extP}.
The set E may be fairly arbitrary, but in any case it contains the endpoints 0 and
1 that correspond to the trivial measures.
If there exists a finitely supported measure with probability function strictly
positive on Im and zero otherwise, we denote this measure Qm,∞ . If Qm,∞ exists,
it is extreme and induced by the path (m, n − m), n → ∞. Likewise, a measure
with probability function strictly positive on Jm and zero otherwise is denoted
98 A. Gnedin
Q∞,m , m ≥ 0. In some cases the boundary is comprised of only finitely supported

measures:
Lemma 3.3. Suppose the set of values of m for which the finitely supported measure
Qm,∞ exists is an infinite increasing sequence. If along this sequence π(Qm,∞ ) → 1
then these finitely supported measures and the trivial measure Q∞,0 exhaust the
boundary.
Proof. Let m0 = 0 ≤ m1 ≤ · · · be this sequence, characterized, by Proposition 3.2,
by the first-head probabilities πj = π(Qmj ,∞ ) ↑ 1. Suppose there exists yet another
P ∈ ext◦ P. Choose any j with πj > π(P ), and let (hn , n − hn ) be any regular
path inducing P . By Lemma 3.1 eventually hn < mj , but then P is supported
(nonstrictly) by Imj , which is a contradiction since all the Qmj ,∞ ’s are the only
finitely supported measures.
Moreover, under assumptions of Lemma 3.3, ext◦ P = extP, and every path even-
tually satisfying mj ≤ hn < mj+1 is regular and induces Qmj ,∞ , as one shows
along the same lines.
In some cases the boundary is homeomorphic to [0, 1]:
Lemma 3.4. [16] Suppose there is a sequence of positive constants (cn ) with cn →
∞, and for each s ∈ [0, ∞] there is a Ps ∈ P which satisfies Ps (Hn /cn → s) = 1.
Suppose s → Ps is a continuous injection from [0, ∞] to P, with 0 and ∞ corre-
sponding to the trivial measures. Then a path (hn , n − hn ) is regular iff hn /cn → s
for some s ∈ [0, ∞], in which case the path induces Ps . Moreover, ext◦ P = extP =
{Ps , s ∈ [0, ∞]}.
In the situation of the last lemma the parameter s has the meaning of the
asymptotic frequency of heads on the cn -scale. If cn = n can be chosen, like in the
case of exchangeable trials, then we should take for the range of s a finite interval
(and not [0, ∞]).
4. Transformations of weights
We shall approach the question of constructing some lookback similar processes
through admissible transformations of w, which change dimensions but do not af-
fect the conditioning property. The idea is to apply an analogue of the h-transform
(2.4) to the weights.
Proposition 4.1. Two weight functions w and w̃ yield the same conditional distri-
butions on histories (hence P(w) = P(w̃)) iff there exists a positive function f on
Z2+ such that for every edge s → s
w̃(s → s ) = w(s → s )f (s )/f (s). (4.1)
Proof. For the ‘if’ part, the product of weights w̃(s, s ) along a path depends only
on the endpoints of the path, hence the conditioning property is the same as for
w. The ‘only if’ part follows by induction on the length of the path.
Call w̃ balanced if w̃0 (h, t) + w̃1 (h, t) = σ(h + t) for some function σ, which
may be then determined recursively from the corresponding to w̃ dimension func-
tion d˜ as
n
n−1
˜ n − h) =
d(h, σ(i).
h=0 i=0
If w̃ is balanced then there is a fully supported P ∈ P with transition probabilities
w̃0 (h, t) w̃1 (h, t)
p0 (h, t) = , p1 (h, t) = . (4.2)
σ(h + t) σ(h + t)
Conversely, for fully supported P ∈ P the transition probabilities p0 , p1 themselves
define an equivalent weight function. We see that
finding a fully supported P is equivalent to transforming w to a balanced
weight function w̃.
On the other hand, if substitution (4.1) is used with f ≥ 0 strictly positive
exactly on Im , then every P satisfying the conditioning property with respect
to w̃ for (h, t) ∈ Im also belongs to P(w) and is (nonstrictly) supported by Im .
Transforming w to a balanced w̃ strictly supported by Im yields Qm,∞ . The same
construction applies to Jm .
A family of admissible transformations has the form
w̃0 (h, t) = g0 (t)w0 (h, t)/g(h + t), w̃1 (h, t) = g1 (h)w1 (h, t)/g(h + t), (4.3)
where g > 0, while the functions g0 , g1 must be either both strictly positive, or one
of them strictly positive and another nonnegative and supported by {0, . . . , m} for
some m. If it turns that w̃ is balanced with σ ≡ 1 then the process defined by (4.2)
has the probability function
$t−1 $h−1
i=0 g0 (i) j=0 g1 (j)
φ(h, t) = $h+t−1 , (4.4)
k=0 g(k)
which may or may not be fully supported.
Example: the Pascal triangle
revisited. The weight is w ≡ 1 and the dimension
function is d(h, t) = h+t
h
. The conditioning property identifies P as the family of
processes of exchangeable trials. We will not change P if instead we choose w1 > 0
to be an arbitrary function of h and w2 > 0 arbitrary function of t, however the
balance condition forces g0 , g1 and g to be linear functions.
Choosing π ∈ [0, 1] and g0 ≡ 1 − π, g1 ≡ π, g ≡ 1, the probability function
(4.4) becomes φ(h, t) = π h (1 − π)t , for which Pπ is homogeneous Bernoulli. By the
law of large numbers Pθ (Hn /n → π) = 1, the family π → Pπ is continuous, and the
trivial measures appear for π ∈ {0, 1}, respectively, so by Lemma 3.4 the Ππ ’s are
extreme and all extremes are found. Thus E = [0, 1] and we recover Hausdorff-de
Finetti’s theorem.
Note that the Martin kernel (2.3) is
%
dim(h, n − h; h , n − h ) n −n n

=
.
dim(h , n − h ) h −h h
100 A. Gnedin
From the criterion of path regularity we see that the ratios of binomial coefficients
converge as n → ∞ (for all n and 0 ≤ h ≤ n) if and only if h /n → π for some
π ∈ [0, 1]. Although the latter fact can be derived directly from the formula for
binomial coefficients, it is interesting to note that the conclusion can be made
without direct evaluations.
For a, b > 0, another transformation of weights with g1 (h) = a + h, g0 (t) =
b + t, g(h + t) = a + b + h + t results in a balanced weight function, and (4.4)
becomes
(a)h (b)t
φ(h, t) =
(a + b)h+t
(where (x)m is Pochhammer’s factorial). The corresponding P is the familiar Pólya
urn process with starting configuration (a, b). The representation of P as mixture
of homogeneous Bernoulli processes follows by noting that the limit law of Hn /n
under P is the beta distribution with density
Γ(a + b) a−1
π (1 − π)b−1 , π ∈ [0, 1].
Γ(a)Γ(b)
5. Generalized Stirling triangles

The transformation of weights (4.1) always allows to standardize the weights so
that w1 ≡ 1, without changing P for a given weighted Pascal graph. This leaves
us with the parameterization of graphs by the function w0 . Still, the number of
parameters is too large to be analyzed in full generality. Kerov [20] suggested to
study a smaller class of generalized Stirling triangles, which have weights of the
form
w0 (h, t) = ah+t + bh , w1 (h, t) = 1, (5.1)
where an , bh satisfy ah+t + bh > 0 for (h, t) ∈ Z2+ . In this section we survey some
previous work [11, 16, 26] and give some new results extending [20].
Introduce polynomials in variable θ
An (θ) = (θ + a0 ) · · · (θ + an−1 ), Bn (θ) = (θ − b0 ) · · · (θ − bn−1 ).
Transforming w as
w̃1 (h, t) = θ − bh , w̃0 (h, t) = ah+t + bh ,
we obtain balanced w̃ with σ(n) = θ + an , and (4.4) yields a family of measures
Pθ with probability functions
Bh (θ)
φθ (h, t) = (5.2)
Ah+t (θ)
satisfying (2.1). From (2.2) follows that dimensions are the transition coefficients
between two polynomial bases,
n
An (θ) = d(h, n − h)Bh (θ),
h=0
which justifies their name as generalized Stirling numbers [4]. In the case of the
Stirling-I numbers, the transition is from powers to factorial powers of θ, and for
Stirling-II the other way round.
Using (5.2) yields transition probabilities for Pθ ∈ P,
θ − bh ah+t + bh
p1 (h, t) = , p0 (h, t) = ,
θ + ah+t θ + ah+t
provided that care of positivity is taken. For any bounded range of (h, t) we
can indeed achieve that w̃, p0 , p1 are all positive by choosing large enough θ. If
suph bh < ∞ then a fully supported measure Pθ is defined by choosing θ > suph bh .
Proposition 5.1. For every m ≥ 0 satisfying bm > bh for h < m, there is a finitely
supported measure Qm,∞ ∈ P with the probability of the first head
bm − b0
π= . (5.3)
bm + a0
If suph bh = ∞ then for a sequence of such bmj ↑ ∞ the probabilities (5.3) together
with their accumulation point 1 comprise the discrete boundary E ⊂ [0, 1] of the
generalized Stirling triangle.
Proof. Suppose bm ≤ bm−1 . We first show that the measure Qm,∞ does not exist.
Recall that under this measure Markov chain S must eventually proceed along the
path
(0, 0) → (1, 0) → · · · → (m, 0) → (m, 1) → (m, 2) → · · · ,
which must have a positive probability and induce the measure. Observe that the
weight of the standard path
(0, 0) → (1, 0) → · · · → (m, 0) → (m, 1) → · · · → (m, n − m) (5.4)
$n−1
is j=m (aj +bm ). On the other hand, the dimension is estimated as d(m, n−m) ≥
$n−1
(n − m) j=m (aj + bm ), which follows from bm ≤ bm−1 by estimating the total
weight of n − m + 1 standard paths of the kind
(0, 0) → (1, 0) → · · · → (m − 1, 0) → (m − 1, 1) → · · ·
→ (m − 1, t) → (m, t) → (m, t + 1) → · · · → (m, n − m).
Since the probability of (5.4) under Qm,n−m is equal to the relative weight of the
path, this probability goes to zero as n → ∞, thus the path does not induce Qm,∞ ,
hence the measure does not exist.
If bm is strictly larger than b0 , . . . , bm−1 , a similar weighted path-counting
shows that the path (5.4) induces Qm,∞ , which coincides with Pθ for θ = bm . We
see that Qmj ,∞ ’s are the only measures supported by some Im , and since (5.3)
approaches 1 as mj → ∞, the result now follows from Lemma 3.3.
Example. The classical Stirling-II triangle has an ≡ 0 and bh = h + 1. For m ≥ 0
the extreme measure Qm,∞ can be described as follows. The first head appears
after geometrically distributed time with success probability m/(m + 1), then
the second head appears after independent geometrically distributed time with
102 A. Gnedin
probability of a head (m − 1)/(m + 1), and so on to the last series of trials with
probability of a head 1/(m + 1), finally followed by only tails. This is the familiar
coupon-collectors’ process in which collector starts with one coupon and keeps on
sampling from coupons with m + 1 equal frequencies until all m + 1 distinct types
of coupons are discovered.
If suph bh < ∞ the situation is more complex. We shall consider three special
families of weighted Pascal graphs.
5.1. The linear weights

Suppose in (5.1) we take an = n + 1, bh = −α(h + 1) with parameter α < 1, so
w0 (h, t) = h + t + 1 − α(h + 1), w1 (h, t) = 1. (5.5)
This weight function is related to Gibbs exchangeable partitions of N [11, 16]:
the connection is that Hn+1 coincides with the number of blocks of the partition
restricted to {1, . . . , n}.
For suitable range of θ a probability function is defined by
(θ + α)(θ + 2α) · · · (θ + hα)
φθ (h, t) = , (5.6)
(θ + 1)h+t
The corresponding transition probabilities are
θ + α(h + 1) h + t + 1 − α(h + 1)
p1 (h, t) = , p0 (h, t) = .
h+t+1+θ h+t+1+θ
To ensure positivity we must either require that 0 ≤ α < 1 and θ ≥ 0, or that
α < 0 and −θ/α ∈ Z+ . As n varies, the number of heads Hn+1 increases as the
number of blocks in the Ewens-Pitman partition of {1, . . . , n} [25].
The case α = 0. This is the Stirling-I triangle, intrinsically related to random
permutations and other logarithmic combinatorial structures [3].
For 0 < θ < ∞, S under Pθ is the process of Bernoulli trials with probability
of a head at trial n ≥ 0 being θ/(θ + n + 1). By the strong law of large numbers
the measures (5.6) satisfy
Pθ (Hn / log n → θ) = 1,
thus by Lemma 3.3 the measures are extreme and exhaust the boundary, which
θ
may be parameterized by π = θ+1 ∈ [0, 1].
The case 0 < α < 1. This case is related to the excursion theory of recurrent
continuous-time Markov processes, like Brownian motion in the case α = 1/2 [25].
The Pθ ’s are not extreme, since Hn /nα has a nontrivial limit distribution. The
boundary is continuous, E = [0, 1], as in Lemma 3.4, and the nontrivial extreme
measures are obtained by conditioning any Pθ with −α < θ < ∞ on Hn /nα → s
for 0 < s < ∞. See [16] for details.
The case α < 0. This case is covered by Proposition 5.1. The possible values are
θ = −αm, and the boundary is comprised of Qm,∞ , m ≥ 0, and Q∞,0 .
In the special case α = −1 there is a transformation of weights with
g0 (t) = t + γ, g1 (h) = (h + 1)2 − γ(h + 1) + ζ
leading to the balanced weight function
w̃1 (h, t) = (h + 1)2 − γ(h + 1) + ζ, w̃0 (h, t) = (2h + t + 2)(t + γ), (5.7)
where γ ≥ 0, and ζ has a range suitable to guarantee positivity of the weights.
This yields a nonextreme process with a nondegenerate distribution of the terminal
number of heads limn→∞ Hn , as described in [11]. Similarly to the Ewens-Pitman
partitions [16, 25], one can construct an exchangeable partition-valued process, for
which p1 (h, t) is the probability of a new block at time h+ t+ 1, see [11] for details.
It is natural to wonder if the weights (5.5) admit any other probability func-
tions of the form (4.4). The answer is negative: these are either (5.6), or the special
family in the case α = −1. The characterization follows from the next lemma.
Lemma 5.2. If for nonnegative integers h, t and n = h + t the relation
(n + 1 − α(h + 1))g0 (t) + g1 (h) = g(n)
holds for α = −1 then g0 (t) = c, for c > 0. If the relation holds for α = −1 then
g0 (t) = c1 t + c2 for nonnegative c1 , c2 , with at least one of the constants being
nonzero.
Proof. Let ∆f (n) = f (n + 1) − f (n). Differencing the relation first in n, then in h
yields
−(n + 2 − α(h + 1))∆2 g0 (t − 1) − (1 + α)∆g0 (t − 1) = 0.
Varying h while keeping t = n − h fixed we obtain ∆2 g0 = 0 and then also
(1 + α)∆g0 = 0. From this g0 (t) = c1 t + c2 , where c1 = 0 is only possible if
α = −1.
5.2. Generalized Stirling-I
Suppose bh ≡ 0 and an > 0, so w0 (h, t) = ah+t , w1 (h, t) = 1. Under Pθ the
process S is a process of inhomogeneous Bernoulli trials, sometimes called space-
time random walk. The probability function of Pθ is
θh
φθ (h, t) = .
(θ + a0 ) · · · (θ + ah+t−1 )
The structure of the boundary was sketched by Pitman [26] (abstract of a
conference talk). Here we add some details to [26], in particular we confirm that
the criterion for E = [0, 1] is any of the equivalent conditions
an min(an , 1)
2
= ∞ ⇐⇒ = ∞. (5.8)
n
(1 + an ) n
1 + an
For instance, for an = nβ the boundary is [0, 1] if |β| ≤ 1, and the boundary is
discrete if |β| > 1.
104 A. Gnedin
The weights can be transformed to the form w̃0 (h, t) = v0 (h + t), w̃1 (h, t) =
v1 (h+t) provided v0 , v1 satisfy v0 (n)/v1 (n) = an . The criterion (5.8) assumes then
the form stressing symmetry between heads and tails:
v0 (n)v1 (n)
2
= ∞.
n
(v 0 (n) + v1 (n))
It is not difficult to see that when (5.8) fails, none of the measures Pθ with
0 < θ < ∞ is extreme. Indeed, the variance of Hn remains bounded as n → ∞,
and the centered Hn ’s converge weakly to a nondegenerate distribution, so the
tail sigma-algebra of S is nontrivial. Thus Pθ ∈ extP can only hold if the series
diverges. In the latter case our Lemma 3.4 has a restricted applicability, because
for general (an ) there might be no common scaling cn → ∞ suitable for the full
range of θ ∈ [0, ∞].
It is convenient to re-denote the transition probabilities under Pθ as
θ an
p1 (n) = , p0 (n) = ,
θ + an θ + an
where n = h + t and θ ∈ [0, ∞].
5.2.1. The case of continuous boundary.

Proposition 5.3. If (5.8) holds then extP = {Pθ , θ ∈ [0, ∞]}. Thus the extremal
boundary is E = [0, 1], which is the range of π = a0θ+θ .
Proof. Under Pθ the tail sigma-algebra of S is trivial. Indeed, by a general crite-

rion for the tail sigma-algebra generated by the sequence of sums of independent
random variables it is enough to check that n min(p1 (n), p0 (n)) = ∞; see [22],
Theorem 1 and Corollary on p. 169, or see [23], Theorem 3.1(ii). But the latter
follows from (5.8). As θ varies, π runs over the full range [0, 1], thus by Proposition
3.2 all extremes are found.
See [5] for extensions to more general space-time lattice walks, and [2] for
conditions of triviality of the exchangeable sigma-algebra for random sequences
with more than two values.
5.2.2. The case of discrete boundary. We take θ = 1 and assume now that the
probabilities of heads/tails under P1 satisfy n p1 (n)p0 (n) < ∞. We consider
P ∗ := P1 as the reference measure, to be decomposed in ergodic components.
Recall that the elementary symmetric function of degree k in formal variables
x1 , x2 , . . . is the infinite series

ek (x1 , x2 , . . . ) = xi1 · · · xik ,
i1 <···<ik
Substituting xm = 0 for m > n yields the elementary symmetric polynomial

ek (x1 , . . . , xn ) in n variables.
Introduce the odds ratios rn := p1 (n)/p0 (n). The conditional probability

given Sh+t = (h, t) of h heads at times {n1 , . . . , nh } ⊂ {1, . . . , h + t} is
rn1 · · · rnh
.
eh (r1 , . . . , rh+t )
Let Ln = {m ≤ n : p1 (m) ≤ p0 (m)}, Mn = {m ≤ n : p1 (m) > p0 (m)}, L =
∪n Ln , M = ∪n Mn . Since

p1 (n)p0 (n) < ∞ ⇐⇒ p1 (n) < ∞ and p0 (n) < ∞,
n n∈L n∈M
the Borel-Cantelli lemma implies that P ∗ -almost surely S has finitely many (1, 0)-
increments at times n ∈ L and finitely many (0, 1)-increments at times n ∈ M .
The latter means that Sn = (Hn , Tn ) is essentially converging, i.e.,
(Hn , Tn ) − (#Mn , #Ln ) → (Z, −Z) P ∗ -a.s.,
for some integer-valued random variable Z. Let R be the range of Z; this is either
Z, or a semi-infinite integer interval if M or L is finite.
The variable Z is tail-measurable, thus conditioning P ∗ on the value of Z we
obtain a countable family of probabilities {Pz∗ , z ∈ Z} ⊂ P. Every Pz∗ is extreme,
since it is supported by a single class of equivalent paths which eventually coincide
with the path (hn , tn ) = (#Mn − z, tn = #Ln + z) (where n is large enough).
Proposition 5.4. If (5.8) does not hold then extP = {Pz∗ , z ∈ R} ∪ {Q0,∞, Q∞,0 }.
Proof. We wish to prove that the list of extremes is full. In the spirit of the
monotonicity arguments of Section 3, one concludes that if the sequence |hn −#Mn |
is bounded then the elementary measures Qhn ,n−hn may only converge to some
Pz∗ . Modifying Lemma 3.3, it remains to show that Pz∗ (H1 = 1) → 1 or 0 as
z → +∞ or −∞, respectively. We shall focus on the first relation, the second
being analogous.
Consider first the special case n p1 (n) < ∞, when Hn converges
P ∗ -almost
surely to some finite random variable H. Then also M is finite, n rn < ∞ and
& 'k

ek (r1 , r2 , . . . ) < rn < ∞.
n
Since M is finite, conditioning on a large value of Z is the same as conditioning
on a large value of H. Thus it is enough to show that
r1 eh−1 (r2 , r3 , . . . )
P ∗ (H1 = 1|H = h) = → 1, as h → ∞.
eh (r1 , r2 , . . . )
Using the identity eh (r1 , r2 , . . . ) = r1 eh−1 (r2 , r3 , . . . ) + eh (r2 , r3 , . . . ) we are re-
duced to checking that eh (r2 , r3 , . . . )/eh−1 (r2 , r3 , . . . ) → 0. The latter follows
from the term-wise estimates of the series: ri1 · · · rih ≤ sh ri1 · · · rih−1 with sh =
maxn>h rn → 0.
In the general case, we define H to be the total number of heads at times
n ∈ L ∪ {1}. By independence of the increments of S under P ∗ we get exactly
106 A. Gnedin
as above P ∗ (H1 = 1|H = h) → 1 as h → ∞. Now P ∗ (H1 = 1|Z = z) → 1 for

z → ∞ follows from this and H ≥ Z by conditioning on the number of tails at
times n ∈ M \ {1}.
The weights in the decomposition of P ∗ over the extremal boundary extP

are the probabilities

P ∗ (Z = z) = −1
ei (r ,
∈ L)ej (rm , m ∈ M) p0 (
) p1 (m).
{(i,j): i−j=z} ∈L m∈M
Thus theboundary E ⊂ [0, 1] is discrete, with the unique accumulation

point
at 1 iff n p1 (n) < ∞, the unique
accumulation point at 0 iff p
n 0 (n) < ∞,
and if both series diverge but n p1 (n)p0 (n) < ∞ both 0 and 1 are (the only)
accumulation points.
Remark. In [20] it was conjectured that n 1/an = ∞ implies the continuous
boundary. Pitman’s criterion (5.8) disproves the conjecture (the case an = 1/n2
a counterexample). However, for E = [0, 1] to hold it is enough to assume that
is
n 1/an = ∞ and also that the an ’s are bounded away from 0.
5.3. Generalized Stirling-II

The generalized Stirling-II triangle has weight function w1 (h, t) = 1, w0 (h, t) = bh ,
where bh > 0. The measure Pθ has probability function
(θ − b0 ) . . . (θ − bh−1 )
φθ (h, t) = ,
θh+t
where either θ > suph bh , or θ = bm for some m such that bm is the strict maximum
of b0 , . . . , bm . We shall assume suph bh < ∞, since the opposite situation is covered
by Proposition 5.1. Each such Pbm is the ergodic measure coinciding with Qm,∞ ,
hence we focus on Pθ ’s with θ > suph bh .
The process S under Pθ can be seen as a coupon-collector’s sampling scheme,
with every new coupon identified with a ‘head’. The sampling starts at time 0 with
coupon labelled 0. Each time n ≥ 0 when coupons 0, . . . , h are in the collection, a
new coupon to be labelled h + 1 is drawn with probability 1 − λh for λh = bh /θ.
More generally, let P be a probability under which ξ0 , ξ1 , . . . are independent
geometric variables with
P (ξh = k) = λk−1
h (1 − λh ), k ∈ N.
Define an inhomogeneous ‘renewal process’ which counts heads Hn := max{h ∈
h−1
Z+ : j=0 ξj ≤ n}, and let Tn := n − Hn , Sn = (Hn , Tn ).
∞
Lemma 5.5. The tail sigma-algebra of S is trivial if and only if h=0 λh = ∞.
Proof. Let Sn = σ{Sk , k ≥ n} and S = ∩n Sn be the tail sigma-algebra
$ of S. If
the series n λn converges, the probability P (limn→∞ Tn = 0) = ∞ h=0 (1 − λh )
is strictly between 0 and 1, hence S contains a nontrivial event. Moreover, Tn
converge to a finite random variable P -a.s.
Suppose the series diverges. Since in any case Hn → ∞ P -a.s., we can define
finite times of heads τh := min{n : Hn = h} = ξ0 + · · · + ξh−1 for h ≥ 0. Let Gh
be the sigma-field generated by the events {τh = n} ∩ A for A ∈ Sn and n ≥ 0,
and define G := ∩∞ h=0 Gh . We assert that G coincides with S, up to zero events.
Indeed, we have τn ≥ n, whence Gn = Sτn ⊂ Sn and G ⊂ S. In the other direction,
{τh < n} ∩ A ∈ Gh provided that A ∈ Sn , whence G ⊃ S obtains as first n → ∞
then h → ∞. Now observe that G coincides with the tail sigma-algebra for the
h
sequence of sums of j=1 ξj , h ≥ 0. Mineka’s criterion for triviality of the tail
sigma-algebra for sums ([22] Theorem 1 and Corollary on p. 169) becomes
∞
∞ ∞

min(P (ξh = i), P (ξh = i + 1)) = λh = ∞,
h=0 i=0 h=0
from which G is trivial.
Returning to the generalized Stirling-II triangle we conclude on the structure

of the boundary, which might possess both continuous and discrete components.

Proposition 5.6. If h bh < ∞ then each Pθ for θ > sup bh is decomposable, and
extP = {Qm,∞ : bm > bj for j < m} ∪ {Q∞,m : m ≥ 0}. In this case E is a
set with the only accumulation point at π = 1 − b0 /(suph bh ).
discrete
If h bh = ∞ then extP = {Qm,∞ : bm > bj for j < m} ∪ {Pθ : θ >
suph bh }. In this case E contains the interval [1 − b0 /(suph bh ), 1].
Proof. If the series converges, then Tn converge weakly under Pθ , with θ > sup bh ,
to a finite random variable. Conditioning on the terminal value Tn = m yields
Qm,∞ . If the series diverges then every Pθ with θ > sup bh is extreme by Lemma 5.5.

Remark.
This result disproves the assertion of Theorem 5.2 in [20] in the case
b
h h < ∞. A counterexample is the q-Pascal triangle with 0 < q < 1 (already
discussed in [20]).
q-Pascal triangles. A q-analogue of the Pascal triangle is the generalized Stirling-II

triangle with weights w0 (h, t) = q h , w1 (h, t) = 1, and dimension d(h, t) = h+tt q
equal to the q-binomial coefficient (see [20, 13, 14]). For integer q equal to a power
of prime number, the lookback similar processes on the q-Pascal triangle encode
homogeneous measures on Grassmanians in the infinite-dimensional space over the
Galois field with q elements [14, 15].
Suppose q > 1. By Proposition 5.6 the only ergodic measures are Qm,∞ ,
which are given explicitly by the probability function

t−1
φ(h, t) = q (m−t)h (1 − q m−j ), m = 1, 2, . . . .
j=0
The boundary is E = {q m , m ≥ 0} ∪ {0}.

108 A. Gnedin
A transformation of weights yields w̃0 (h, t) = q h+t , w̃1 (h, t) = 1, which is a

generalized Stirling-I triangle, thus inhomogeneous Bernoulli processes with prob-
ability for head p1 (n) = θ/(θ + q n ) belong to P. By Proposition 5.8 these measures
are not extreme. We refer to [13] for the explicit decomposition over the bound-
ary, for further q-analogues of Bernoulli processes and for q-analogues of Pólya
sequences.
The case q < 1 is treated by transformation to the weights w̃0 (h, t) =
1, w̃1 (h, t) = q −t and transposition of Z2+ about the diagonal, which establish
equivalence of the q-Pascal graphs with parameters q and q −1 .
6. Generalized Eulerian triangles

We define a generalized Eulerian triangle to be a weighted Pascal graph with
w1 (h, t) = t + a, w0 (h, t) = h + b,
where a, b > 0. The classical Eulerian triangle is the instance a = b = 1, where
dimensions are Eulerian numbers that count descents in permutations. Since the
balance condition is fulfilled, there is a natural fully supported measure P ∗ with
transition probabilities
t+a h+b
p1 (h, t) = , p0 (h, t) = .
h+t+a+b h+t+a+b
On the other hand, changing weights to w1 (h, t) = (θ−h+b)(t+a), w0 (h, t) =
(θ + t + a)(h + b) for θ = m + a, m = 0, 1, . . . , we obtain Qm,∞ with transition
probabilities
(θ − h − b)(t + a) (θ + t + a)(h + b)
p1 (h, t) = , p0 (h, t) = .
θ(t + h + a + b) θ(t + h + a + b)
Similarly, the measures Q∞,m are constructed.
Proposition 6.1. The measures Qm,∞ , Q∞,m with m ≥ 0, and P ∗ comprise the
extremal boundary of the generalized Eulerian triangle.
Proof. As m → ∞, the finitely supported measures Qm,∞ , Q∞,m converge to P ∗ .
By a version of Proposition 3.3 and compactness, these measures comprise the
sequential boundary ext◦ P. It remains to be shown that P ∗ is ergodic, but this
follows, because otherwise P ∗ were decomposable in mixture of finitely supported
elements of ext◦ P, which is impossible because Hn → ∞ and Tn → ∞ P ∗ -a.s.
The process S under P ∗ is known as the following Friedman’s urn scheme
(see [6], Section 2.2). At time h + t there are h + t + a + b balls in an urn, of which
h+a are marked ‘heads’ and t+a ‘tails’. A ball is drawn uniformly at random, and
returned in the urn together with another ball of the opposite label. If a or b are
not integers, this prescription is to be understood as adding 1 to the total weight
of ‘heads’ with probability (t + a)/(h + t + a + b). Unlike Pólya’s urn model or the
Stirling process in section 5.1, Friedman’s urn exhibits concentration of measure
in the form P ∗ (Hn /n → 1/2) = 1. The latter fact, combined with the criterion
of ergodicity and the observation that Qhn ,tn converge weakly to P ∗ whichever
hn → ∞, tn → ∞, confirms that P ∗ is a unique fully supported ergodic measure.
See [8, 9, 24] for other proofs of the fact that P ∗ is the unique fully supported
ergodic measure for the standard Eulerian triangle with a = b = 1.
By the virtue of weight transformation, the existence and uniqueness of a fully
supported ergodic measure P ∗ ∈ P, and Proposition 6.1 extend straightforwardly
to generalized Eulerian triangles with weights of the form
w̃0 (h, t) = (h + b)g0 (t)/g(h + t), w̃1 (h, t) = (t + a)g1 (h)/g(h + t),
where a, b > 0 and g0 , g1 , g are arbitrary positive functions. For the special case of
weights w̃0 (h, t) = ch + 1, w̃1 (h, t) = ct + 1, with c ∈ N, the uniqueness of such
P ∗ was shown recently in the context of adic dynamical systems by analysis of the
dimension function of the graph (see [27], Theorem 2.2).
Acknowledgment
The author is indebted to a referee for a number of improvements and helpful
comments.
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Alexander Gnedin
Mathematical Institute
Utrecht University
PO Box 80 010
NL-3508 TA Utrecht, The Netherlands
e-mail: A.V.Gnedin@uu.nl

Resistance Boundaries of Infinite Networks

Palle E.T. Jorgensen and Erin P.J. Pearse
Abstract. A resistance network is a connected graph (G, c). The conductance

function cxy weights the edges, which are then interpreted as conductors of
possibly varying strengths. The Dirichlet energy form E produces a Hilbert
space structure HE on the space of functions of finite energy.
The relationship between the natural Dirichlet form E and the discrete
Laplace operator ∆ on a finite network is given by E (u, v) = u, ∆v2 , where
the latter is the usual 2 inner product. We describe a reproducing kernel {vx }
for E which allows one to extend the discrete Gauss-Green identity to infinite
networks:
E (u, v) = u∆v + ∂v
u ∂n ,
G bd G
where the latter sum is understood in a limiting sense, analogous to a Riemann
sum. This formula yields a boundary sum representation for the harmonic
functions of finite energy.
Techniques from stochastic integration allow one to make the boundary
bd G precise as a measure space, and give a boundary integral representation
(in a sense analogous to that of Poisson or Martin boundary theory). This
is done in terms of a Gel’fand triple S ⊆ HE ⊆ S and gives a probability
measure P and an isometric embedding of HE into L2 (S , P), and yields a
concrete representation of the boundary as a set of linear functionals on S.
Mathematics Subject Classification (2000). Primary: 05C50, 05C75, 31C20,

46E22, 47B25, 47B32, 60J10, Secondary: 31C35, 47B39, 82C41.
Keywords. Dirichlet form, graph energy, discrete potential theory, graph
Laplacian, weighted graph, tree, electrical resistance network, effective re-
sistance, resistance form, Markov process, random walk, transience, Mar-
tin boundary, boundary theory, boundary representation, harmonic analysis,
Hilbert space, orthogonality, unbounded linear operators, reproducing kernel.
The work of P.E.T. Jorgensen was partially supported by NSF grant DMS-0457581. The work
of E.P.J. Pearse was partially supported by the University of Iowa Department of Mathematics
NSF VIGRE grant DMS-0602242.
112 P.E.T. Jorgensen and E.P.J. Pearse
1. Introduction
There are several notions of “boundary” as “points at infinity” associated to in-
finite graphs. Some of these come directly from graph theory, like the notion of
graph ends [9, 55] or ideal boundary [47, 74]. Others come from by way of the
associated reversible Markov process, the random walk associated to the graph,
like topological notion of Martin boundary [56, 58] or its measure-theoretic refine-
ment, the Poisson boundary [29, 31]. There are also less well-known ideas, like the
discrete Royden boundary [33] and discrete Kuramochi boundary [48]. Interrela-
tions amongst these concepts are detailed in several excellent collections of notes,
including [70, 72] and [63]. This material has its roots in minimal surface theory,
probability theory, ergodic theory, and group theory, and the central ideas are
often analogues of a corresponding notion for continuous domains (manifolds, Lie
groups, etc.).
This paper gives a brief account of a new type of boundary developed in [20,
21, 23] and [18] which we call the resistance boundary; it is denoted bd G. It bears
many similarities to the Martin and Poisson boundaries, but pertains to a different
class of functions: the functions of finite energy. Let G be a resistance network (i.e.,
a connected simple weighted graph) with vertex set G0 and edges determined by
a symmetric conductance function c which weights the edges: cxy = cyx ≥ 0, and
cxy > 0 iff there is an edge from x to y, which is denoted x ∼ y. The energy of a
function u : G → C is then defined to be
1
E(u) := cxy |u(x) − u(y)|2 . (1.1)
2 0
x,y∈G
For the most part, it suffices to work with R-valued functions (see Remark 2.14
in particular). However, we will need C-valued functions for some applications of
spectral theory in §5.
Under suitable hypotheses, if h is a bounded harmonic function on X, then
Poisson boundary theory provides a measure space (∂X, µ) with respect to which
one has an integral representation of h in terms of a kernel k : X × ∂X → C:

h(x) = k(x, ξ)h̃(ξ) dµ(ξ), for x ∈ X (1.2)
∂X
where h̃ is the extension of h to ∂X, in some sense. This paper provides a synopsis
of how one can obtain a similar representation for the harmonic functions of finite
energy. However, instead of using ergodic theory or (topological) compactifications,
we take an entirely different approach: operator theory and functional analysis.
After embedding the resistance network into a certain Hilbert space, we con-
struct a space of distributions (i.e., generalized functions) on that Hilbert space.
We then show that this space of distributions contains the boundary of the orig-
inal network, in the sense that it supports integral representations of harmonic
functions on the network. We work with the energy space, a Hilbert space whose
Resistance Boundaries of Infinite Networks 113
inner product is given by the sesquilinear form associated to E by polarizing (1.1):

1
u, vE = E(u, v) := cxy u(x) − u(y) v(x) − v(y) . (1.3)
2 0
x,y∈G
We construct a reproducing kernel for this Hilbert space, and then use it to obtain
a Gel’fand triple
SE ⊆ HE ⊆ SE . (1.4)
Here, SE is a E-dense subspace of HE which is also equipped with a strictly finer
“test function topology” (defined in terms of the domain of the Laplacian), and the
space SE is the dual space of SE with respect to this finer topology; the specifics are
discussed further just below. For now, however, let us eschew technical details and
just say that SE is strictly larger than HE , and it is in SE that the boundary bd G
lies. This framework allows us to invoke Minlos’ theorem and Wiener’s isomet-
ric embedding theorem, powerful tools from the theory of stochastic integration.
Boundary theory usually involves an enlargement of the original space, either by
topological means (e.g., by compactification or completion, in the case of Martin
boundary) or by measure-theoretical means (e.g., by taking the measurable hull
of an equivalence relation, as in Poisson boundary). For the resistance boundary
bd G, we enlarge HE (the Hilbert space representation of the resistance network)
by embedding it into SE via the inclusion map.
Definition 1.1. The Laplacian on a resistance network (G, c) is the linear difference
operator ∆ which acts on a function v : G0 → C by

(∆v)(x) := cxy (v(x) − v(y)). (1.5)
y∼x
A function v : G0 → C is harmonic iff ∆v(x) = 0 for each x ∈ G0 . The domain of

∆ is specified in Definition 2.17.
Note that we adopt the (physicists’) sign convention in (1.5) (so that the spec-
trum is nonnegative) and thus our Laplacian is the negative of the one commonly
found in the PDE literature; e.g., [35, 65].
The study of resistance boundaries begins with the following well-known iden-
tity for finite networks.
Proposition 1.2. Let G be a finite network. For functions u, v on G0 ,

E(u, v) = u(x)∆v(x). (1.6)
x∈G0
The right-hand side of (1.6) is often denoted by u, ∆v2 . Theorem 3.3 gives
a broad extension of Proposition 1.2 to a certain domain M (see Definition 2.17).
Extensions of this type have been studied before (see [34, 43]), but only with
regard to determining conditions that ensure E(u, v) = u, ∆v2 . By contrast, we

are more interested in the situation for which it is replaced by

u, vE = u∆v + u ∂∂v . (1.7)
G0 bd G
Theorem 3.3 gives conditions under which (1.7) holds; the notation bd G and ∂∂v
are explained precisely in Definition 3.1 and Definition 3.2. In particular, (1.7)
holds for any u ∈ HE when v lies in a certain dense subspace of HE which we
denote by M. The space M was introduced in [20] for this purpose and also to
serve as a dense domain for the possibly unbounded Laplace operator, which will
be useful later for the construction of SE . We call (1.7) the discrete Gauss-Green
identity by analogy with

∇u∇v dV = − u∆v dV + u ∂∂v dS.
Ω Ω ∂Ω
The space HE consists of potentials (functions on the vertices of G, modulo
constants; see Definition 2.5) and enjoys an orthogonal decomposition into the
subspace Fin of finitely supported functions and the subspace Harm of harmonic
functions; this is given precisely in Definitions 2.9–2.11 and Theorem 2.12. It turns
out that HE has a reproducing kernel {vx }x∈G0 : for any u ∈ HE , one has
vx , uE = u(x) − u(o), ∀x ∈ G0 ,
where o ∈ G0 is a fixed reference point. Since the reproducing kernel behaves
well with respect to (orthogonal) projections P , we also have reproducing kernels
{fx }x∈G0 for Fin and {hx }x∈G0 for Harm, where
fx := PFin vx , and hx := PHarm vx .
In Theorem 5.1, we apply (1.7) to the reproducing kernels {hx }x∈G0 for
Harm, and find that for all h ∈ Harm,

h(x) − h(o) = h ∂h
∂ .
x
(1.8)
bd G
This direct analogue of (1.2) first appeared in [20, Cor. 3.14]. Formula (1.8) gives a
boundary sum representation of harmonic functions, but the boundary sum in (1.8)
is understood only as a limit of sums taken over boundaries of finite subnetworks.
Comparison of (1.8) and (1.2) makes one optimistic that bd G can be realized as a
measure space which supports a measure corresponding to ∂h ∂
x
, thus replacing the
sum in (1.8) with a integral. In Corollary 5.19, we extend (1.8) to such an integral
representation for which (1.8) is analogous to a Riemann sum.
The primary difference between our boundary theory and that of Poisson
and Martin is rooted in our focus on HE : both of these classical theories concern
harmonic functions with growth/decay restrictions. By contrast, provided they
neither grow too wildly nor oscillate too wildly, elements of HE may be unbounded
and may fail to remain nonnegative. From [1], it is known that functions which
are E-limits of finitely supported functions must vanish at ∞ (except for a set
of measure 0 with respect to the usual path-space measure); however see [18,
Ex. 13.10] for an unbounded harmonic function of finite energy. Note, however,
that functions of finite energy can always be approximated in HE by bounded
functions; cf. [63, §3.7].
Just as for Martin and Poisson boundaries, the resistance boundary essen-
tially consists of different limiting behaviors of the (transient) random walk on
the network, as the walker tends to infinity. It turns out that recurrent networks
have no resistance boundary, and transient networks with no nontrivial harmonic
functions have exactly one boundary point (corresponding to the fact that the
monopole at x is unique; see Definition 2.15). In particular, the integer lattices
(Zd , 1) each have 1 boundary point for d ≥ 3 and 0 boundary points for d = 1, 2.
Further examples are discussed in §6.
Outline. §2 recalls basic definitions and some previously obtained results. In par-
ticular, we give precise definitions for the Laplace operator ∆, the energy space HE ,
the reproducing kernel {vx }, monopoles wx , the monopolar domain M, and we
discuss the Royden decomposition of HE into the finitely supported functions and
the harmonic functions. §3 states the discrete Gauss-Green identity and gives the
definition of the boundary sum bd G u ∂∂v , as a limit of sums. Some implications
of the discrete Gauss-Green identity are given, including several characterizations
of transience of the random walk on the network. §4 gives the definition of effec-
tive resistance, and discusses how this metric can be extended to infinite networks
in different ways the free resistance RF (x, y) and wired resistance RW (x, y). §5
discusses the boundary sum representation for elements of Harm as introduced in
(1.8). This section also gives an overview of the theory of Gel’fand triples, Minlos’
theorem, and Wiener’s theorem, and how these enable one to obtain a Gaussian
probability measure on the space SE alluded to in (1.4). §5 gives the boundary
integral representation of elements of Harm: an integral version of (1.8) which is
an HE -analogue of (1.2). §6 contains several examples which illustrate our results.
Boundary theory is a well-established subject; the deep connections between
harmonic analysis, probability, and potential theory have led to several notions of
boundary and we will not attempt to give complete references. However, we rec-
ommend [58] for introductory material on Martin boundary and [70, 72] for a more
detailed discussion. Introductory material on resistance networks may be found in
[12] and [41], and [36] gives a detailed investigation of resistance forms (a potential-
theoretic generalization of resistance networks). More specific background appears
in [4, 42] and the foundational paper [50]. With regard to infinite graphs and
finite-energy functions, see [5, 10, 19, 24–27, 53, 55, 57, 63, 64, 66, 69, 70, 72].
Applications to analysis on fractals can be found in [35, 65]. For papers studying
fractals as boundaries of networks or Markov processes, see [6–8, 28, 30, 37, 39, 53].
2. The energy space HE

We now proceed to introduce the key notions used throughout this paper: resis-
tance networks, the energy form E, the Laplace operator ∆, the energy space HE ,
the reproducing kernel {vx }, and their elementary properties.
Definition 2.1. A resistance network is a connected graph (G, c), where G is a graph
with vertex set G0 , and c is the conductance function which defines adjacency by
x ∼ y iff cxy > 0, for x, y ∈ G0 . We assume cxy = cyx ∈ [0, ∞), and write
c(x) := y∼x cxy . We require c(x) < ∞ but c(x) need not be a bounded function
on G0 , and note that vertices of infinite degree are allowed. The notation c may be
used to indicate the multiplication operator (cv)(x) := c(x)v(x), i.e., the diagonal
matrix with entries c(x) with respect to the (vector space) basis {δx }.
As the letters x, y, z always denote vertices, it causes no confusion to write
x, y, z ∈ G instead of x, y, z ∈ G0 . Similarly, u and v will always denote functions
which map vertices to scalars, e.g., u : G0 → C.
In Definition 2.1, “connected” means simply that for any x, y ∈ G, there is
a finite sequence {xi }ni=0 with x = x0 , y = xn , and cxi−1 xi > 0, i = 1, . . . , n.
Conductance is the reciprocal of resistance, so one can think of (G, c) as a network
of nodes G0 connected by resistors of resistance c−1 xy . We may assume there is at
(1) (2)
most one edge from x to y, as two conductors cxy and cxy connected in parallel
(1) (2)
can be replaced by a single conductor with conductance cxy = cxy + cxy . Also,
we assume cxx = 0 so that no vertex has a loop, as electric current will never flow
along a conductor connecting a node to itself.
Definition 2.2. An exhaustion of G is an increasing sequence
of finite and connected
subgraphs {Gk }∞ k=1 , so that Gk ⊆ Gk+1 and G = Gk . Since any vertex or edge
is eventually contained in some Gk , there is no loss of generality in assuming they
are contained in G1 , for the purposes of a specific computation.
Definition 2.3. The notation

:= lim (2.1)
k→∞
x∈G x∈Gk
is used whenever the limit is independent of the choice of exhaustion {Gk } of G.

This is clearly justified, for example, whenever the sum has only finitely many
nonzero terms, or is absolutely convergent as in the definition of E just below.
Definition 2.4. The energy of functions u, v : G0 → C is given by the (closed,
bilinear) Dirichlet form
1
E(u, v) := cxy (u(x) − u(y))(v(x) − v(y)), (2.2)
2
x∈G y∈G
with the energy of u given by E(u) := E(u, u). The domain of the energy is
dom E = {u : G0 → C ... E(u) < ∞}. (2.3)
Since cxy = cyx and cxy = 0 for nonadjacent vertices, the initial factor of 12
in (2.2) implies there is exactly one term in the sum for each edge in the network.
Definition 2.5. Let 1 denote the constant function with value 1 and recall that
ker E = C1. The energy form E is symmetric and positive definite on dom E. Then
dom E/C1 is a vector space with inner product and corresponding norm given by
u, vE := E(u, v) and uE := E(u, u)1/2 . (2.4)
The energy Hilbert space is defined to be
dom E dom E
HE := = . (2.5)
ker E C1
Thus, HE consists of potentials: we are not interested in values u(x) as much
as differences u(x) − u(y). In other words, if u and v are both elements of dom E
and there is some constant k ∈ C such that u(x) − v(x) = k for all x ∈ G, then u
and v are both representatives of the same element (equivalence class) of HE .
Definition 2.6. Let vx be defined to be the unique element of HE for which
vx , uE = u(x) − u(o), for every u ∈ HE . (2.6)
The collection {vx }x∈G forms a reproducing kernel for HE ; cf. [20, Cor. 2.7]. We
call it the energy kernel and (2.6) shows its span is dense in HE . Note that vo
corresponds to a constant function, since vo , uE = 0 for every u ∈ HE . Therefore,
vo (or o) may often ignored or omitted.
Definition 2.7. A dipole is any v ∈ HE satisfying the pointwise identity ∆v = δx −δy
for some vertices x, y ∈ G. The elements of the energy kernel are all dipoles: one
can check that ∆vx = δx − δo as in [20, Lemma 2.13].
Remark 2.8. To minimize cumbersome notation, let {x ∈ G} be the default index
set from now on. That is, we use {vx } to denote the energy kernel {vx }x∈G , and
span{vx } to denote the set of all linear combinations of elements of {vx }, etc.
2.1. The finitely-supported functions and the harmonic functions
Definition 2.9. For v ∈ HE , one says that v has finite support iff there is a finite
set F ⊆ G0 for which v(x) = k ∈ C for all x ∈
/ F , i.e., the set of functions of finite
support in HE is span{δx }, where δx is the Dirac mass at x, i.e., the element of
HE containing the characteristic function of the singleton {x}. Define Fin to be
the closure of span{δx } with respect to E.
Remark 2.10. The usual candidate for an orthonormal basis (onb) in
2 (G0 ) would
be the collection of Dirac masses {δx }; however, this is not an onb in HE . One can
compute from (2.2) that
δx , δy E = E(δx , δy ) = −cxy , for x = y, and E(δx ) = c(x), (2.7)
so that δx ⊥ δy with respect to E. Moreover, Theorem 2.12 shows that {δx } is, in
general, not even dense in HE . It is immediate from (2.7) and Definition 2.1 that
δx ∈ HE .
Definition 2.11. The harmonic subspace of HE is denoted

Harm := {v ∈ HE ... ∆v(x) = 0, for all x ∈ G}. (2.8)
Note that this is independent of choice of representative for v in virtue of (1.5).
The following result is sometimes called the “Royden Decomposition” since
[73, Thm. 4.1], in reference to Royden’s analogous result for Riemann surfaces; see
[63, §VI], [41, §9.3]1 . It follows immediately from [20, Lemma 2.11], which states
that δx , uE = ∆u(x) for any x ∈ G; cf. [20, Thm. 2.15].
Theorem 2.12 (Royden decomposition). HE = Fin ⊕ Harm.
Definition 2.13. Let fx = PFin vx denote the image of vx under the (orthogonal)
projection to Fin. Similarly, let hx = PHarm vx denote the image of vx under the
projection to Harm.
Remark 2.14 (Reproducing kernels for Fin and Harm). The reproducing kernel
property behaves well with respect to orthogonal projections, and consequently,
{fx } is a reproducing kernel for Fin, and {hx } is a reproducing kernel for Harm.
While we will need complex-valued functions for some results obtained via spectral
theory, it will usually suffice to consider R-valued functions because the reproduc-
ing kernels elements vx , fx , hx all have R-valued representatives [20, Lemma 2.24].
In fact, we must restrict attention to R-valued functions at one point; see Re-
mark 5.10.
2.2. Monopoles
Definition 2.15. A monopole at x ∈ G is an element wx ∈ HE which satisfies
∆wx (y) = δxy , where δxy is Kronecker’s delta. In case the network supports
monopoles (that is, if the above Dirichlet equation admits finite-energy solutions),
let wo always denote the unique energy-minimizing monopole at the origin.
With vx and fx = PFin vx as above, we indicate the distinguished monopoles
wxv := vx + wo and wfx := fx + wo . (2.9)
Remark 2.16. Note that wo ∈ Fin, whenever it is present in HE , and similarly
that wfx is the energy-minimizing monopole at x. To see this, suppose wx is any
monopole at x. Since wx ∈ HE , write wx = f + h by Theorem 2.12, and get
E(wx ) = E(f ) + E(h). Projecting away the harmonic component will not affect the
monopole property, so wfx = PFin wx is the unique monopole of minimal energy.
The Green function is g(x, y) = wyo (x), where wyo is the representative of wfy which
vanishes at ∞.
Definition 2.17. The dense subspace of HE spanned by monopoles (and dipoles) is
M := span{vx } + span{wxv , wfx }. (2.10)
Let ∆M be the closure of the Laplacian when taken to have the dense domain M.
In general, we assume ∆ is unbounded as an operator on HE .
1 This name is also sometimes associated with the corresponding (nonorthogonal) decomposition
for the “grounded energy form”; see Remark 3.11.
Since ∆ agrees with ∆M pointwise, we may suppress reference to the domain

for ease of notation. It is shown in [20, Lemma 3.5] that ∆M is Hermitian with
u, ∆M uE ≥ 0 for all u ∈ M. When given a pointwise identity ∆u = v, there
is an associated identity in HE , but one must use the adjoint: ∆u(x) = v(x) for
all x ∈ G if and only if v = ∆∗M u in HE [20, Lemma 3.7]. Note that ∆M may
have defect vectors; such an object is an element of the Hilbert space HE (though
clearly not an element of M) which has a representative u satisfying
∆M u(x) = −u(x), ∀x ∈ G, and u ∈ dom ∆∗M .
See [22, §4.2] or [18, §13.4]. While it is always the case that the (possibly un-
bounded) operator ∆M is Hermitian (i.e., ∆M ⊆ ∆∗M ), this shows that ∆M may
fail to be self-adjoint (i.e., ∆M = ∆∗M ).
Remark 2.18 (Monopoles and transience). The presence of monopoles in HE is
equivalent to the transience of the simple random walk on the network with tran-
sition probabilities p(x, y) = cxy /c(x): note that if wx is a monopole, then the
current induced by wx is a unit flow to infinity with finite energy. It was proved
in [42] that the network is transient if and only if there exists a unit current flow
to infinity; see also [41, Thm. 2.10]. Moreover, it is shown in [20, Lemma 3.6] that
when the network is transient, M contains the spaces span{vx }, span{fx }, and
span{hx }, where fx = PFin vx and hx = PHarm vx . When Harm = 0 (in particu-
lar, when the network is not transient), fx = vx and so M = span{vx } = span{fx }
trivially. See also [19].
3. The discrete Gauss-Green formula

In Theorem 3.3, we establish a discrete version of the Gauss-Green formula which
extends Proposition 1.2 to the case of infinite graphs; the scope of validity of this
formula is given in terms of the space M of Definition 2.15. The appearance of a
somewhat mysterious boundary term alluded to in (1.7) prompts several questions
which are discussed in Remark 3.6.
3.1. Relating ∆ to E
Definition 3.1. If H is a subgraph of G, then the boundary of H is
bd H := {x ∈ H ... ∃y ∈ H , y ∼ x}. (3.1)
The interior of a subgraph H consists of the vertices in H whose neighbours also
lie in H:
int H := {x ∈ H ... y ∼ x =⇒ y ∈ H} = H \ bd H. (3.2)
For vertices in the boundary of a subgraph, the normal derivative of v is

∂v
∂
(x) := cxy (v(x) − v(y)), for x ∈ bd H. (3.3)
y∈H
Thus, the normal derivative of v is computed like ∆v(x), except that the sum
extends only over the neighbours of x which lie in H.
Definition 3.1 will be used primarily for subgraphs that form an exhaustion
of G, in the sense of Definition 2.2.
Definition 3.2. A boundary sum is computed in terms of an exhaustion {Gk } by

:= lim , (3.4)
k→∞
bd G bd Gk
whenever the limit is independent of the choice of exhaustion, as in Definition 2.3.

Theorem 3.3 (Discrete Gauss-Green Formula). If u ∈ HE and v ∈ M, then

u, vE = u∆v + u ∂∂v . (3.5)
G bd G

Corollary 3.4. For all u ∈ dom ∆M , G ∆u = − bd G ∂∂u . Thus, the discrete
Gauss-Green formula (3.5) is independent of choice of representatives.
Remark 3.5. The proof of Theorem 3.3 follows from taking limits of

u(x)∆v(x) + u(x) ∂∂v (x).
x∈Gk x∈bd Gk
Thus, the decomposition (3.5) is true for all u, v ∈ HE , but is meaningless if it

takes the form ∞ − ∞. A key point of Theorem 3.3 is that for u, v in the specified
domains, the two sums are both finite and independent of choice of exhaustion.
However, the specific value of each sum is dependent on the choice of representative
for u; this motivates Definition 3.9.
It is also clear that (3.5) remains true much more generally
than under the
specified conditions; certainly the formula holds whenever x∈G |u(x)∆v(x)| < ∞.
The requirement v ∈ M is the most explicit condition we could find that ensures
convergence of this sum on any network.
A formula similar to (3.5) appears in [11, Prop 1.3]; however, these authors ap-
parently do not pursue the extension of this formula to infinite networks. Another
similar result appears in [34, Thm. 4.1], where the authors give some conditions
under which (1.6) extends to infinite networks. The main differences here are that
the scope of Kayano and Yamasaki’s theorem is limited to a subset of what we call
Fin, and that Kayano and Yamasaki are interested in when the boundary term
vanishes; we are more interested in when it is finite and nonvanishing; see Theo-
rem 3.10, for example. Since Kayano and Yamasaki do not discuss the structure
of the space of functions they consider, it is not
clear how large the scope of their
result is; their result requires the hypothesis x∈G |u(x)∆v(x)| < ∞, but it is not
so clear what functions satisfy this. By contrast, we develop a dense subspace of
functions on which to apply the formula. Furthermore, in the forthcoming paper
[23], we show that these functions are relatively easy to compute.
∂v
Remark 3.6. We refer to bd G u ∂ as the “boundary term” by analogy with
classical PDE theory. This terminology should not be confused with the notion of
boundary that arises in the discussion of the discrete Dirichlet problem, where the
boundary is a prescribed subset of G0 . As the boundary term may be difficult to

contend with, it is extremely useful to know when it vanishes, for example:
(i) when the network is recurrent (Theorem 3.10),
(ii) when v is an element of the energy kernel [20, Lemma 5.8],
(iii) when u, v, ∆u, ∆v lie in
2 [20, Lemma 5.12], and
(iv) when either u or v has finite support [20, Lemma 5.16].
3.2. More about monopoles and the space M
This section studies the role of the monopoles with regard to the boundary term of
Theorem 3.3, and provides several characterizations of transience of the network,
in terms of the operator-theoretic properties of ∆M .
Note that if h ∈ Harm satisfies the hypotheses of Theorem 3.3, then E(h) =
h
bd G ∂
∂h
. On the other hand, E(u) = G u∆u for all u ∈ HE iff the network
is recurrent, as stated in Theorem 3.10. With respect to HE = Fin ⊕ Harm,
this shows that the energy of finitely supported functions comes from the sum
over G, and the energy of harmonic functions comes from the boundary sum.
However,for a monopole wx , the representative specified by wx (x) = 0 satisfies
E(w) = bd G w ∂w ∂
but the representative specified by wx (x) = E(wx ) satisfies
E(w) = G w∆w. Roughly speaking, a monopole is therefore “half of a harmonic
function” or half-way to being a harmonic function. A further justification for this
comment is given by Corollary 3.8 (the proof shows that a harmonic function can
be constructed from two monopoles at the same vertex, see [20, Cor. 4.4]). The
general theme of this section is the ability of monopoles to “bridge” the finite and
the harmonic.
Theorem 3.7 ([63, Thm. 1.33]). Let u be a nonnegative function on a recurrent
network. Then u is superharmonic if and only if u is constant.
It follows from Theorem 3.7 that Harm = 0 implies the existence of a mono-
pole in HE , i.e., the transience of the network; cf. [20, Cor. 4.3]. However, it turns
out that a nontrivial harmonic function can only exist when there is more than
one monopole.
Corollary 3.8. Harm = 0 iff there are at least two linearly independent monopoles
at one (equivalently, every) vertex x.
Definition 3.9. The phrase “the boundary term is nonvanishing” indicates that
(3.5) holds with nonzero boundary sum when applied to u, vE , for every repre-
sentative of u except one; namely, the one specified by u(x) = u, wxv E .
Recall from Remark 2.18 that the network is transient iff there are monopoles
in HE . From the Discrete Gauss-Green theorem, we obtain three more criteria for
transience of the random walk.
Theorem 3.10. The random walk on the network (G, c) with transition probabilities
cxy
p(x, y) = c(x) is transient if and only if any of the following equivalent conditions
are satisfied:
(i) the boundary term is nonvanishing,

(ii) fk := (εk + ∆)−1 δx is weak-∗ convergent for some sequence εk → 0, or
(iii) (ran ∆∗M )c = Fin.
⊆ Fin and hence Harm ⊆ ker ∆∗M ;
clo
Note that on any network, (ran ∆M )
cf. [20, Lemma 4.8].
Remark 3.11. An alternative approach to studying the space of finite-energy func-
tions comes by considering the grounded inner product
u, vo := u(o)v(o) + u, vE ,
which makes dom E into a Hilbert space D which we call the grounded energy
space. This approach is discussed in [41], [63] and [32, 34, 49, 73].
Let D0 be the closure of span{δx } in D. If PD0 is the projection to D0 , and
it is applied to the constant function 1 then PD0 1 = 1 if and only if the network is
recurrent. In fact, when the network is transient, then (modulo additive constants)
⊥
both PD0 1 and PD 0
1 are scalar multiples of monopoles at o. The space D⊥ 0 is
spanned by monopoles and harmonic functions. See [20, §4.1] for more details.
4. Effective resistance
There is a natural notion of distance on finite networks, which is defined in terms
of resistance. Consider each edge of the network to be an electrical resistor of
resistance c−1
xy . The effective resistance metric R(x, y) is the voltage drop between
the vertices x and y if a current of one amp is inserted into the network at x
and withdrawn at y. It is a bit surprising that this actually gives a metric, and
there are several other equivalent formulations, most of which are well known. The
essential reference for effective resistance is [36], but the reader may also find the
excellent treatments in [63] and [41] to be helpful.
Theorem 4.1. The resistance R(x, y) has the following equivalent formulations:
R(x, y) = {v(x) − v(y) ... ∆v = δx − δy } (4.1)
= {E(v) ∆v = δx − δy }
.
.. (4.2)
= 1/ min{E(v) v(x) = 1, v(y) = 0, v ∈ dom E}
.
.. (4.3)
= min{κ ≥ 0 |v(x) − v(y)| ≤ κE(v), v ∈ dom E}
.
..
2
(4.4)
= sup{|v(x) − v(y)|2 ... E(v) ≤ 1, v ∈ dom E}. (4.5)
Remark 4.2 (Resistance distance via network reduction). Let G be a finite planar
network and pick any x, y ∈ G0 . Then G may be reduced to a trivial network
consisting only of these two vertices and a single edge between them via the use
of three basic transformations: (i) series reduction, (ii) parallel reduction, and
(iii) the ∇-Y transform [13, 67]. The effective resistance between x and y may be
interpreted as the resistance of the resulting single edge; see Figure 1. See also [35]
or [65] for the ∇-Y transform.
x x x
Ω1 Ω1
1
R(x,z) = Ω1+ Ω -1+Ω -1
y 2 3
y
1
Ω2 Ω3 Ω2-1+Ω3-1
z z z
Figure 1. Effective resistance as network reduction to a trivial net-

work. This basic example uses parallel reduction followed by series re-
duction; see Remark 4.2.
4.1. Resistance metric on infinite networks

There are challenges in extending the notion of effective resistance to infinite net-
works. The existence of nonconstant harmonic functions h ∈ dom E implies the
nonuniqueness of solutions to ∆u = f in HE , and hence (4.1) and (4.2) are no
longer well defined. This issue is studied in detail in [23], and in [36] (by very dif-
ferent methods). There are also accounts in [41] and the literature on “uniqueness
of currents” in infinite networks, e.g., [64, 66].
Two natural choices for extension lead to the free resistance RF and the
wired resistance RW . In general, one has RF (x, y) ≥ RW (x, y) with equality iff
Harm = 0. Both of these correspond to the selection of certain solutions to ∆u =
δx − δy (in fact, these can be interpreted as Neumann and Dirichlet boundary
conditions, respectively; see [23, Rem. 2.23]). Also, both are given in terms of
limits computed with respect to certain networks associated to an exhaustion, in
the sense of Definition 2.2. The notation {Gk }∞ k=1 always denotes an exhaustion
of the infinite network (G, c), as in Definition 2.2. Since x and y are contained in
all but finitely many Gk , we may always assume that x, y ∈ Gk , ∀k.
Definition 4.3. If H is a finite subnetwork of G which contains x and y, define
RH (x, y) to be the resistance distance from x to y as computed within H. In other
words, compute RH (x, y) by any of the equivalent formulas of Theorem 4.1, but
extremizing over only those functions whose support is contained in H.
Definition 4.4. Let H 0 ⊆ G0 . Then the full subnetwork on H 0 has all the edges
of G for which both endpoints lie in H 0 , with the same conductances. That is,
cH = cG |H 0 ×H 0 .
4.1.1. Free resistance.
Definition 4.5. For any subset H 0 ⊆ G0 , the free subnetwork H F is just the
full subnetwork with vertices H 0 . That is, all edges of G with endpoints in H 0 are
edges of H F , with the same conductances. Thus, we will denote H F by H to reduce
notation. Let RH (x, y) denote the effective resistance between x and y as computed
in H, as in Definition 4.3. The free resistance between x and y is defined to be
RF (x, y) := lim RGk (x, y), (4.6)

k→∞
where {Gk } is any exhaustion of G.
The name “free” comes from the fact that this formulation is free of any
boundary conditions or considerations of the complements of the Gk ; see [41, §9].
Theorem 4.6 is the free extension of Theorem 4.1 to infinite networks.
Theorem 4.6 ([23, Thm. 2.14]). For an infinite network G, the free resistance
RF (x, y) has the following equivalent formulations:
RF (x, y) = v(x) − v(y), v = vx − vy (4.7)

= E(v), v = vx − vy (4.8)

= min{D(I) I ∈ F(x, y) and I =
.
.. ξγ χγ} (4.9)
−1
= (min{E(u) ... u ∈ HE , |u(x) − u(y)| = 1}) (4.10)
= inf{κ ≥ 0 |v(x) − v(y)| ≤ κE(v), ∀v ∈ HE }
.
..
2
(4.11)
= sup{|v(x) − v(y)|2 ... v ∈ HE , vE ≤ 1} (4.12)
Fix x, y ∈ G and define the operator Lxy on HE by Lxy v := v(x) − v(y).

Then (4.11)–(4.12) are equivalent to RF (x, y) = Lxy .
4.1.2. Wired resistance.
Definition 4.7. Given a finite full subnetwork H of G, define the wired subnetwork
H W by identifying all vertices in G0 \ H 0 to a single, new vertex labeled ∞. Thus,
the vertex set of H W is H 0 ∪ {∞H }, and the edge set of H W includes all the
edges of H, with the same conductances. However, if x ∈ H 0 has a neighbour
y ∈ G0 \ H 0 , then H W also includes an edge from x to ∞ with conductance

cx∞ :=
H
cxy . (4.13)
y∼x, y∈H
The identification of vertices in Gk may result in parallel edges; then (4.13) cor-
responds to replacing these parallel edges by a single edge according to the usual
formula for resistors in parallel.
Let RH W (x, y) denote the effective resistance between x and y as computed
in H W , as in Definition 4.3. The wired resistance is then defined to be
RW (x, y) := lim RGW

k
(x, y), (4.14)
k→∞
where {Gk } is any exhaustion of G.

p p p p
H3 H4 H5 H6
p p 24 p 25 p 26
23
H3X H4X H5X H6X
Figure 2. Comparison of free and wired exhaustions for the example of

the binary tree; see Definition 4.5 and Definition 4.7. Here, the vertices
of Gk are all those which lie within k edges (“steps”) of the origin. If the
edges of G all have conductance 1, then so do all the edges of each GF k
and GWk , except for the edges incident upon ∞k = ∞Gk , which have
conductance 2.
The wired subnetwork is equivalently obtained by “shorting together” all

vertices of H , and hence it follows from Rayleigh’s monotonicity principle that
RW (x, y) ≤ RF (x, y); cf. [12, §1.4] or [41, §2.4].
Theorem 4.8 ([23, Thm. 2.20]). The wired resistance may be computed by any of
the following equivalent formulations:
RW (x, y) = f (x) − f (y), f = f x − fy (4.15)
= E(f ), f = fx − f y (4.16)
−1
= (min{E(v) |v(x) − v(y)| = 1, v ∈ Fin})
.
.. (4.17)
= inf{κ ≥ 0 |v(x) − v(y)| ≤ κE(v), ∀v ∈ Fin}
.
..
2
(4.18)
= sup{|v(x) − v(y)|2 ... v ∈ Fin, vE ≤ 1} (4.19)
Note that (4.15) and (4.16) are equivalent to
RW (x, y) = min{v(x) − v(y) ... ∆v = δx − δy , v ∈ dom E} (4.15 )
= min{E(v) ∆v = δx − δy , v ∈ dom E}.
... (4.16 )
4.2. von Neumann construction of the energy space HE

Let R = RF or R = RW . The discussion of the effective resistance is important in
this paper in two respects.
(i) Theorem 4.11 shows that HE is the natural Hilbert space for studying the
metric space (G, R).
(ii) The function R(x, y) allows us to construct a probability measure in Theo-
rem 5.15.
Both of these results stem from the fact that (free or wired) effective resistance is
a negative semidefinite function on G0 × G0 , as is shown in [23, Thm. 5.4].
Definition 4.9. A function
M : X × X → R is negative semidefinite iff for any
f : X → R satisfying x∈X f (x) = 0, one has

f (x)M (x, y)f (y) ≤ 0, (4.20)
x,y∈F
where F is any finite subset of X.

One can think of M as a matrix and (4.20) as matrix multiplication. von
Neumann and Schoenberg [2, 3, 59, 60, 68] showed that (4.20) is precisely the
condition that allows one to embed a metric space into a Hilbert space. This
theorem also has a form of uniqueness which may be thought of as a universal
property.
Theorem 4.10 (von Neumann). Suppose (X, d) is a metric space. There exists a
Hilbert space H and an embedding w : (X, d) → H sending x → wx and satisfying
d(x, y) = wx − wy H (4.21)
2
if and only if d is negative semidefinite.
Furthermore, if there is another Hilbert space K and an embedding k : H → K,
with kx − ky K = d(x, y) and {kx }x∈X dense in K, then there exists a unique
unitary isomorphism U : H → K.
Theorem 4.11 ([23, Thm. 5.4]). (G, RF ) may be isometrically embedded in a Hilbert
space, and this Hilbert space is unitarily equivalent to HE . Under this embedding,
x is mapped to the energy kernel element vx .
Moreover, (G, RW ) may be isometrically embedded in a Hilbert space, and this
Hilbert space is unitarily equivalent to Fin. Under this embedding, x is mapped to
fx = PFin vx .
By this theorem, we see that HE is the natural choice of Hilbert space for
studying the metric spaces (G, RF ) and (G, RW ).
5. A boundary integral representation for the harmonic functions

We are motivated by the following result, which follows readily from Theorem 3.3
and may be found in [20, Cor. 3.14].
Theorem 5.1 (Boundary representation of harmonic functions). For u ∈ span{hx },

u(x) = u ∂h
∂
x
+ u(o). (5.1)
bd G

Proof. Note that u(x) − u(o) = vx , uE = u, vx E = bd G u ∂h
∂
x
by (2.6).
Formula (5.1) begs comparison with the Poisson integral formula. Recall the
classical result of Poisson that gives a kernel k : Ω×∂Ω → R from which a bounded
harmonic function can be given via

u(x) = u(y)k(x, dy), y ∈ ∂Ω. (5.2)
∂Ω
One would like to obtain a (probability) measure space to serve as the bound-
ary of G. We use some techniques from the theory of stochastic integration for
which it was shown in [51] that a Hilbert space does not suffice; see [17, §3.1].
The workaround is to build a Gel’fand triple S ⊆ H ⊆ S (a more precise def-
inition appears just below), and construct a suitable probability measure on S .
In §5.1, we briefly describe the general theory of Gel’fand triples as they apply
in the current context. In §5.2, we use an unbounded Laplacian ∆ to construct a
Gel’fand triple for HE . Then in §5.3, we apply the general theory to the Gel’fand
triple SE ⊆ HE ⊆ SE and obtain a Gaussian probability measure P on SE , and an
isometric embedding HE → L2 (SE , P). This allows us to study the boundary bd G
as a subset of SE . For the general theory of analysis in Hilbert space, see [15, 16].
5.1. Gel’fand triples and duality
In a little more detail, a Gel’fand triple (also called a rigged Hilbert space) is
S ⊆ H ⊆ S, (5.3)

where S is dense in H and S is the dual of S. While S is a dense subspace of H
with respect to the Hilbert norm, it also comes equipped with a strictly finer “test
function” topology, and it is required that the inclusion mapping of S into H is
continuous with respect to these topologies. Therefore, when the dual S is taken
with respect to this finer topology, one obtains a strict containment HE S . It
turns out that S is large enough to support a (Gaussian!) probability measure.
We will give a “test function topology” as a Fréchet topology defined via a
specific sequence of seminorms. It was Gel’fand’s idea to formalize this construction
abstractly using a system of nuclearity axioms [14, 44, 45]. This presentation is
adapted from quantum mechanics.
Remark 5.2 (Tempered distributions and the Laplacian). There is a concrete sit-
uation when the Gel’fand triple construction is especially natural: H = L2 (R, dx)
and S is the Schwartz space of functions of rapid decay. That is, each f ∈ S is a
C ∞ smooth function which decays (along with all its derivatives) faster than any
polynomial as x → ±∞. In this case, S is the space of tempered distributions and
the seminorms defining the Fréchet topology on S are
pm (f ) := sup{|xk f (n) (x)| ... x ∈ R, 0 ≤ k, n ≤ m}, m = 0, 1, 2, . . . ,
where f (n) is the nth derivative of f . Then S is the dual of S with respect to this
Fréchet topology. One can equivalently express S as
S := {f ∈ L2 (R) ... (P̃ 2 + Q̃2 )n f ∈ L2 (R), ∀n}, (5.4)
where P̃ : f (x) → 1 dx
d
and Q̃ : f (x) → xf (x) are Heisenberg’s operators. The
2 2
operator P̃ + Q̃ is often called the quantum mechanical Hamiltonian, but some
others (e.g., Hida, Gross) would call it a Laplacian, and this perspective tightens
the analogy with the present context. In this sense, (5.4) could be rewritten S :=
dom ∆∞ ; compare to (5.9) just below. Scattering theory in the present (discrete)
context is studied in [26] and some interpolation theory results are given in [24].
The duality between S and S allows for the extension of the inner product
on H to a pairing of S and S :
·, ·H : H × H → C to ·, ·H̃ : S × S → R. (5.5)
In other words, one obtains a Fourier-type duality restricted to S.
The proof of Theorem 5.15 will require Minlos’ generalization of Bochner’s
theorem from [46, 62]. This important result states that a cylindrical measure
on the dual of a nuclear space is a Radon measure iff its Fourier transform is
continuous. In this context, however, the notion of Fourier transform is infinite-
dimensional; cf. [40].
Theorem 5.3 (Minlos). Given a Gel’fand triple S ⊆ H ⊆ S , there is a bijec-

tive correspondence between the positive definite functions f on S and the Radon
probability measures on S , determined uniquely by the identity

f (s) = e s,ξH̃ dPf (ξ), ∀s ∈ S, (5.6)
S
where ·, ·H̃ is the extended pairing on S × S as in (5.5).
Formula (5.6) may be interpreted as defining the Fourier transform of P. We

apply Minlos’ theorem in the standard manner for white noise constructions, and
obtain the following corollary.
Corollary 5.4 (White noise). Given a Gel’fand triple S ⊆ H ⊆ S , there is a

probability measure P on S satisfying

e s,ξH̃ dP(ξ).
1
e− 2 s,sH = (5.7)
S
In the proof of Theorem 5.15, we show that P in (5.7) is actually a Gaussian

measure on SE . The function on the left-hand side of (5.7) plays a special role
in stochastic integration, and its use in quantization. To see that it is a positive
definite function on S, we appeal to a famous result of Schoenberg which may be
found in [3, 61].
Theorem 5.5 (Schoenberg). Let X be a set and let Q : X × X → R be a function.
Then the following are equivalent.
1. Q is negative semidefinite.
2. ∀t ∈ R+ , the function pt (x, y) := e−tQ(x,y) is positive definite on X × X.
3. There exists a Hilbert space H and a function f : X → H such that
Q(x, y) = f (x) − f (y)2H .
In the proof of Theorem 5.15, we apply Schoenberg’s Theorem with t = 12 to
the g(u, v) = u − v2E , which is negative semidefinite on HE × HE for the same
reason that the resistance metric RF (x, y) = vx − vy 2E is negative semidefinite
on G × G. See §4.2 and [23, Thm. 2.13].
5.2. A Gel’fand triple for HE
To apply Minlos’ Theorem, we first need to construct a Gel’fand triple for HE ;
we begin by identifying a certain subspace of M = dom ∆M (as given in Defini-
tion 2.17) to act as the space of test functions, which we denote SE . We present
here the construction of a Gel’fand triple which is convenient for the case when ∆
is unbounded on HE . See [21] for a less explicit construction which allows one to
deal with the general case.
Definition 5.6. Let ∆ ∗ M be a self-adjoint extension of the unbounded operator ∆M ;
since ∆M is Hermitian and commutes with conjugation (since c is R-valued), a
theorem of von Neumann’s states that such an extension exists.
p
∗ M u := (∆
Let ∆ ∗ M∆∗M . . . ∆ ∗ M applied to u ∈ HE .
∗ M )u be the p-fold product of ∆
p
Define dom(∆ ∗ M ) inductively by
p p−1
∗ M ) := {u ... ∆
dom(∆ ∗ M u ∈ dom(∆
∗ M )}. (5.8)
Definition 5.7 (Test functions). The (Schwartz) space of potentials of rapid decay is
∗∞
SE := dom(∆M ), (5.9)
(∞
∗∞
p p
where dom(∆M) := ∗ consists of all u ∈ HE for which
p=1 dom(∆M )
∗ Mu
∆ ∈ HE
for any p. Since ∆M is unbounded, SE HE .
Definition 5.8 (Distributions). For each p ∈ N, there is a seminorm on SE de-
fined by
p
up := ∆∗ M uE . (5.10)
p
Since (dom ∆M , · p ) is a Hilbert space for each p ∈ N, the system of seminorms
∗
P = { · p }p∈N defines a Fréchet topology on SE . The space SE of Schwartz
distributions or tempered distributions is the (dual) space of P-continuous linear
functionals on SE .
Remark 5.9. If deg(x) is finite for each x ∈ G0 , or if c < ∞, then one has
vx ∈ SE .
In the first case, this can be proved from the identity δx = c(x)vx − y∼x cxy vy
which is given in [20, Lem. 2.22]. In the second case, the bound on c implies ∆ ∗M
is bounded and hence everywhere-defined.
When SE contains {vx }, it should be noted that span{vx } is dense in SE
with respect to E, but not with respect to the Fréchet topology induced by the
seminorms (5.10), nor with respect to the graph norm. One has the inclusions
) ) )
vx s u
⊆ ⊆ (5.11)
∆M vx ∆∗ Ms ∆∗ Mu
where s ∈ SE and u ∈ HE . The second inclusion is dense but the first is not.
Remark 5.10. Note that SE and SE consist of R-valued functions.
# This technical
detail is important because we do not expect the integral S e u,·W̃ dP from (5.6)
to converge unless it is certain that u, · is R-valued. This is the reason for the
last conclusion of Theorem 5.13.
Definition 5.11. Let χ[a, b] denote the usual indicator function of the interval [a, b] ⊆
R, and let S be the spectral transform in the spectral representation of ∆ ∗ M , and let
E be the associated projection-valued measure. Then define En to be the spectral
truncation operator acting on HE by
n
∗χ
En u := S [ n1 , n]Su = E(dt)u.
1/n
Lemma 5.12. With respect to E, SE is a dense analytic subspace of HE .

Proof. This essentially follows immediately once it is clear that En maps HE into
SE . For u ∈ HE , and for any p = 1, 2, . . . ,
n
p
∆ 2
∗ M En uE = λ2p E(dλ)u2E ≤ n2p u2E , (5.12)
1/n
So En u ∈ SE . It follows that u − En uE → 0 by standard spectral theory.

Theorem 5.13. SE ⊆ HE ⊆ SE is a Gel’fand triple, and the energy form ·, ·E
extends to a pairing on SE × SE defined by
p −p
u, ξW := ∆
∗ M u, ∆
∗ M ξE , (5.13)
where p is any integer such that |ξ(u)| ≤ K∆ uE for all u ∈ SE . This pairing
p
on SE × SE is equivalently given by

u, ξW = lim ξ(En u), (5.14)
n→∞
where the limit is taken in the topology of SE .

Corollary 5.14. En extends to a mapping Ẽn : SE → HE defined via u, Ẽn ξE :=
ξ(En u). Thus, we have a pointwise extension of · , ·W to HE × SE given by
u, ξW = lim u, Ẽn ξE . (5.15)
n→∞
5.3. The Wiener embedding and the space SE

With Theorem 5.13, we have a Gel’fand triple and we are now ready to apply the
white noise construction of Cor. 5.4. Note that in Theorem#5.15, expectations are
taken with respect to the variable ξ ∈ SE , that is, E(f ) := S f (ξ) dP(ξ).
E
Theorem 5.15 (Wiener embedding). The Wiener transform W : HE → L2 (SE , P)

is given by
W : v → ṽ, ṽ(ξ) := v, ξW , (5.16)
and is an isometry. The extended reproducing kernel {ṽx }x∈G0 is a system of
Gaussian random variables which gives the resistance distance by
RF (x, y) = E((ṽx − ṽy )2 ). (5.17)

Moreover, for any u, v ∈ HE , the energy inner product extends directly as

u, vE = E ũṽ = ũṽ dP. (5.18)
SE
Proof. Since g(u, v) = u−v2E is negative semidefinite by the same computation as

in [23, Thm. 5.4], we may apply Schoenberg’s theorem and deduce that exp(− 12 u−
v2E ) is a positive definite function on HE × HE . Consequently, an application of
the Minlos correspondence (Theorem 5.3) to the Gel’fand triple established in
Lemma 5.12 yields a Gaussian probability measure P on SE .
Moreover, (5.6) gives
E(e u,ξW ) = e− 2 uE ,

1 2
(5.19)
provided that ξ is R-valued (so that the integral converges). Therefore, we give
the proof for the R-valued subspace of SE (and of SE ), and then complexify in the
last step via the standard decomposition into real and complex parts: u = u1 + u2
where ui is a R-valued elements of HE , etc.
From (5.19), one computes

1 1
1 + u, ξW − u, ξ2W + · · · dP(ξ) = 1 − u, uE + · · · . (5.20)

SE 2 2
Now it follows that E(ũ2 ) = E(u, ξ2W ) = u2E for every u ∈ SE , by comparing the
terms of (5.20) which are quadratic in u. Therefore, W : HE → SE is an isometry,
and (5.20) gives
E(|ṽx − ṽy |2 ) = E(vx − vy , ξ2 ) = vx − vy 2E , (5.21)
whence (5.17) follows from (4.8). Note that by comparing the linear terms, (5.20)
implies E(1) = 1, so that P is a probability measure, and E(u, ξ) = 0 and
E(u, ξ2 ) = u2W , so that P is actually Gaussian.
Finally, use polarization to compute

1
u, vE = u + v2E − u − v2E
4
1 2

2

= E |ũ + ṽ| − E |ũ − ṽ| by (5.21)
4
1 2 2
= |ũ + ṽ| (ξ) − |ũ − ṽ| (ξ) dP(ξ)
4 SE

= ũ(ξ)ṽ(ξ) dP(ξ).
SE
This establishes (5.18) and, upon complexification, completes the proof.
Remark 5.16. Observe that Theorem 5.15 was carried out for the free resistance,
but all the arguments go through equally well for the wired resistance; note that
RW is similarly negative semidefinite by Theorem 5.5 and [23, Cor. 5.5]. Thus,
there is a corresponding Wiener transform W : Fin → L2 (SE , P) defined by
W : v → f˜, f = PFin v and f˜(ξ) = f, ξW . (5.22)
Again, {f˜x }x∈G0 is a system of Gaussian random variables which gives the wired
resistance distance by RW (x, y) = E((f˜x − f˜y )2 ).
Remark 5.17. For u ∈ Harm and ξ ∈ SE , let us abuse notation and write u for ũ
so as to avoid unnecessary tildes. That is, u(ξ) := ũ(ξ) = u, ξW .
Remark 5.18. The polynomials are dense in L2 (SE , P): let ϕ(t1 , t2 , . . . , tk ) denote
an ordinary polynomial in k variables. Then

ϕ(ξ) := ϕ u1 (ξ), u2 (ξ), . . . , un (ξ) (5.23)
is a polynomial on SE and

Polyn := {ϕ u1 (ξ), u2 (ξ), . . . , uk (ξ) , deg(ϕ) ≤ n, .
.. uj ∈ HE , ξ ∈ SE } (5.24)
is the collection of polynomials of degree at most n, and {Polyn }∞ n=0 is an increas-

ing family whose union is all of SE . One can see that the monomials u, ξW are
in L2 (SE , P) as follows:
compare like powers of u from either side of (5.20) to see
that E u, ξ2n+1W = 0 and

(2n)!
E u, ξ2n
W = |u, ξW |2n dP(ξ) = n u2nE , (5.25)
SE 2 n!
and then apply the Schwarz inequality.
To see why the polynomials {Polyn }∞
n=0 should be dense in L (SE , P) observe
2
that the sequence {PPolyn }∞n=0 of orthogonal projections increases to the identity,
and therefore, {PPolyn ũ} forms a martingale, for any u ∈ HE (i.e., for any ũ ∈
L2 (SE , P)).
Denote the “multiple Wiener integral of degree n” by

Hn := (cl span{u, ·nW ... u ∈ HE }) " {u, ·kW ... k < n, u ∈ HE },
for each n ≥ 1, and H0 := C1 for a vector 1 with 12 = 1. Then we have an
orthogonal decomposition of the Hilbert space
∞
*
L2 (SE , P) = Hn . (5.26)
n=0
See [17, Thm. 4.1] for a more extensive discussion. A physicist would call (5.26) the
Fock space representation of L2 (SE , P) with “vacuum vector” 1. Note that Hn has
a natural (symmetric) tensor product structure: Hn ∼ = HE⊗n , the n-fold symmetric
tensor product of HE with itself. Observe that 1 is orthogonal to Fin and Harm,
but is not the zero element of L2 (SE , P).
Familiarity with these ideas is not necessary for the sequel, but the decom-
position (5.26) is helpful for understanding two key things:
(i) The Wiener isometry W : HE → L2 (SE , P) identifies HE with the subspace
H1 of L2 (SE , P), in particular, L2 (SE , P) is not isomorphic to HE . In fact, it
is the second quantization of HE .
(ii) The constant function 1 is an element of L2 (SE , P) but does not correspond
to any element of HE . In particular, 1 is not equivalent to 0 in L2 (SE , P) (as
it was in HE ).
It is somewhat ironic that we began this story by removing the constants (via the
introduction of HE ), only to reintroduce them with a certain amount of effort,
much later.
Recall that we began with a comparison of the Poisson boundary repre-
sentation for bounded harmonic functions with the boundary sum representation
recalled in Theorem 5.1:

u(x) = u(y)k(x, dy) ↔ u(x) = u ∂h
∂
x
+ u(o).
∂Ω bd G
In this section, we replace the sum with an integral and complete the parallel.
Corollary 5.19 (Boundary integral representation for harmonic functions). For
any u ∈ Harm and with hx = PHarm vx ,

u(x) = u(ξ)hx (ξ) dP(ξ) + u(o). (5.27)
SE
Proof. Starting with (2.6), compute

u(x) − u(o) = hx , uE = u, hx E = uhx dP, (5.28)
SE
where the last equality comes by substituting v = hx in (5.18). It is shown in

[20, Lem. 2.24] that hx = hx .
Remark 5.20 (A Hilbert space interpretation of bd G). In view of Corollary 5.19,

we are now able to “catch” the boundary between SE and SE : the boundary bd G
may be thought of as (a presumably proper subset of) SE /HE . In parallel to the
construction of the Martin boundary, one expects that SE /HE is larger than nec-
essary, and that P is probably supported on a much smaller set, comparable to the
minimal Martin boundary; cf. [72, §7] or [70, Ch. IV]. Corollary 5.19 suggests that
(x, dξ) := hx (ξ)dP is the discrete analogue in HE of the Poisson kernel k(x, dy),
and comparison of (1.8) with (5.27) gives a way of understanding a boundary
integral as a limit of Riemann sums:

u hx dP = lim u(x) ∂h
∂
x
(x). (5.29)
SE k→∞
bd Gk
(We continue to omit the tildes as in Remark 5.17.) By a theorem of Nelson, P

is fully supported on those functions which are Hölder-continuous with exponent
α = 12 , which we denote by Lip( 12 ) ⊆ SE ; see [51, 52]. Recall from [23, Cor. 2.16]
that HE ⊆ Lip( 12 ). Current research focuses on determining the precise relationship
between bd G and these other spaces (Martin boundary, Lip( 12 )), and an explicit
representation of bd G in terms of paths in G and/or cocycles. We expect that bd G
will have applications in the analysis of self-similar fractals, by understanding the
fractal as a boundary of a resistance network; see [53].
6. Examples
In this section, we introduce the most basic family of examples that illustrate our
technical results and exhibit the properties (and support the types of functions)
that we have discussed above.
Example 6.1 (Geometric integer model). For a fixed constant c > 1, let (Z, cn )
denote the network with integers for vertices, and with geometrically increasing
conductances defined by cn−1,n = cmax{|n|,|n−1|} so that the network under con-
sideration is
c3 c2 c c c2 c3 c4
··· −2 −1 0 1 2 3 ···
Fix o = 0. On this network, the energy kernel is given by


0, k ≤ 0,
1−r k+1
vn (k) = 1−r , 1 ≤ k ≤ n, n > 0,

 1−r n+1
1−r , k ≥ n,
and similarly for n < 0. Furthermore, the function

r
wo (n) = ar|n| , a := (6.1)
2(1 − r)
defines a monopole, and h(n) = sgn(n)(1 − wo (n)) defines an element of Harm.
Example 6.2 (Geometric half-integer model). It is also interesting to consider

(Z+ , cn ), as this network supports a monopole, but has Harm = 0.
c c2 c3 c4
0 1 2 3 ···
r
The monopole can be obtained by rescaling (6.1); just take a := (1−r) . There
cannot be any nontrivial harmonic functions on this network by [20, Lem. 5.5],
which states that if h ∈ Harm\{0}, then h has at least two different limiting values
at ∞. That is, there exist infinite paths γ1 = (x1 , x2 , . . . ) and γ2 = (y1 , y2 , . . . )
with limj→∞ h(xj ) = limj→∞ h(yj ).
For k = 2, 3, . . . , the network (Z+ , k n ) can be thought of as the “projection”
of the homogeneous tree of degree k (Tk , k1 1) under a map which sends x to n ∈ Z
iff there are n edges between x and o.
Remark 6.3. One can consider
−1 more general integer networks, and in this case,
Harm = 0 for (Z, c) iff cxy < ∞. In this case, Harm is spanned by a single
bounded function; details appear in [20]. Networks of this form have been discussed
elsewhere in the literature (for example, [34, Ex. 3.12, Ex. 4.9] and [32, Ex. 3.1,
Ex. 3.2]), but the authors appear to assume that ∆ is self-adjoint. This is not
generally the case when c is unbounded; in fact, the Laplacian is not self-adjoint
for Example 6.2 or Example 6.1; see [22, §4.2] or [18, §13.4] for further discussion
and the explicit computation of defect vectors.
Example 6.4 (Star networks). Let (Sm , cn ) be a network constructed by conjoining
m copies of (Z+ , cn ) by identifying the origins of each; let o be the common origin.
Recall from Theorem 3.10 that the boundary term is nontrivial precisely when
bd G = ∅; the presence of a monopole indicates that bd G contains at least one
point. If Harm = 0, then there are at least two boundary points; see [20, Lem. 5.5]
and Corollary 3.8.
Example 6.4 shows how to construct a network which has a boundary with
cardinality m. Note that these boundary points can be distinguished by monopoles,
by constructing a monopole which is constant everywhere except on one branch.
Example 6.5 (Networks of integer lattices). For d ≥ 3, let {Zd(k) }m k=1 be a collection
of m copies of the d-dimensional integer lattice Zd with edges between nearest
neighbours, and let ok denote the origin of Zd(k) . Let Zm be the Cayley graph of
the cyclic group of order m, and denote its elements by {1, 2, . . . , m}. Now define
(Zd Zm , 1) by identifying ok ∈ Zd(k) with k ∈ Zm , thus conjoining all the copies
of Zd . Since Zd is transient, each copy Zd(k) supports a monopole, and hence Harm
has dimension m−1 for this network. This is essentially a variation of Example 6.4
where (Z+ , cn ) is replaced by Zd . Note that this is not the same as the Cayley graph
of the wreath product Zd Zm , which is instead a Diestel-Leader graph; cf. [71].
Example 6.6 (One-sided infinite ladder network). Consider two copies of the
nearest-neighbour graph on the nonnegative integers Z+ , one with vertices labelled
by {xn }, and the other with vertices labelled by {yn }. Fix two positive numbers
α > 1 > β > 0. In addition to the edges cxn ,xn−1 = αn and cyn ,yn−1 = αn , we also
add “rungs” to the ladder by defining cxn ,yn = β n :
α α2 α3 α4 αn αn+1
x0 x1 x2 x3 ··· xn ··· (6.2)
β 2 3 β n
1 β β
α α2 α3 α4 αn αn+1
y0 y1 y2 y3 ··· yn ···
This network was suggested to us by Agelos Georgakopoulos. In [21], we show
that this example is a one-ended network with nontrivial Harm, by explicitly
constructing a formula for a harmonic function of finite energy on this network.
Example 6.7 (The reproducing kernel on the tree). Let (T , 1) be the binary tree
network as in the top of Figure 2 with constant conductance c = 1. Figure 3
depicts the embedded image of a vertex vx , as well as its decomposition in terms
of Fin and Harm. We have chosen x to be adjacent to the origin o; the binary
label of this vertex would be x1 .
In Figure 3, numbers indicate the value of the function at that vertex; artistic
liberties have been taken. If vertices s and t are the same distance from o, then
|fx (s)| = |fx (t)| and similarly for hx . Note that hx provides an example of a
nonconstant harmonic function in HE . It is easy to see that limz→±∞ hx (z) = 12 ± 12 ,
whence hx is bounded.
We can use hx of Figure 3 to describe an infinite forest of mutually orthogonal
harmonic functions on the binary tree. Let z ∈ T be represented by a finite binary
sequence: the root o corresponds to the empty sequence ∅, and the two vertices
connected to it are 0 and 1. The neighbours of 0 are ∅, 00 and 01; the neighbours
of 01 are 0, 010, and 011, etc. Define a mapping ϕz : T → T by prepending, i.e.,
ϕz (x) = zx. This has the effect of “rigidly” translating the tree so that the image
lies on the subtree with root z. Then hz := hx ◦ ϕz is harmonic and is supported
only on the subtree with root z. The supports of hz1 and hz2 intersect if and only if
Im(ϕzi ) ⊆ Im(ϕzj ). For concreteness, suppose it is Im(ϕz1 ) ⊆ Im(ϕz2 ). If they are
equal, it is because z1 = z2 and we don’t care. Otherwise, compute the dissipation
of the induced currents

dhz1 , dhz2 D = 12 Ω(x, y)dhz1 (x, y), dhz2 (x, y).
(x,y)∈ϕz1 (G1 )
Note that dhz2 (x, y) always has the same sign on the subtree with root z1 = o,
but dhz1 (x, y) appears in the dissipation sum positively signed with the same
multiplicity as it appears negatively signed. Consequently, all terms cancel and
0 = dhz1 , dhz2 D = hz1 , hz2 E shows hz1 ⊥ hz2 .
This family of harmonic functions can be heuristically described by analogy
with Haar wavelets.2 Consider the boundary of the tree as a copy of the unit
interval with hx as the basic Haar mother wavelet; via the “shadow” cast by
2 Compare to the “wavelet basis of eigenfunctions” discussed in [37] (and [38, 54]). These refer-
ences were brought to our attention by a reader of [18].
1 1
1
x
vx
RF(x,o) = (vx) = 1
0 0 0
o 0
1 1
4 1
8
x 16
fx RW(x,o) = (fx) = 3
4
1 1
1 1 16
4 8
2
o
3
4 7 15
8 16
1 x
2
1
hx o RH(x,o) = (hx) = 4
1
4 1 1
8 16
Figure 3. The reproducing kernel on the tree with c = 1. For a vertex

x which is adjacent to the origin o, this figure illustrates the elements
vx , fx = PFin vx , and hx = PHarm vx ; see Example 6.7.
limn→±∞ hx (xn ) = ±1 (this can be formalized in terms of cocycles). Then hz is

a Haar wavelet localized to the subinterval of the support of its shadow, etc. Of
course, this heuristic is a bit misleading, since the boundary is actually isomorphic
to {0, 1}N with its natural cylinder-set topology.
Acknowledgement
The authors are grateful to Ecaterina Sava and Wolfgang Woess for organizing the
Boundaries 2009 workshop and to Florian Sobieczky for organizing the 2009 Alp
Workshop on Spectral Theory and Random Walks, thereby making it possible for
us to meet and exchange ideas with a multitude of top-tier researchers. We are
grateful to the participants of these workshops for their ideas and comments, sug-
gestions and general mathematical stimulation (there were a lot of great talks!).
In particular, we benefitted from conversations with Donald Cartwright, Agelos
Georgakopolous, Vadim Kaimanovich, Matthias Keller, Jun Kigami, Massimo Pi-
cardello, Elmar Teufl, Wolfgang Woess, and Radek Wojciechowski.
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Palle E.T. Jorgensen

University of Iowa
Iowa City
IA 52246-1419, USA
e-mail: jorgen@math.uiowa.edu
Erin P.J. Pearse
University of Oklahoma
Norman
OK 73019-0315, USA
e-mail: ep@ou.edu

Brownian Motion and Negative Curvature

Marc Arnaudon and Anton Thalmaier
Abstract. It is well known that on a Riemannian manifold, there is a deep

interplay between geometry, harmonic function theory, and the long-term be-
haviour of Brownian motion. Negative curvature amplifies the tendency of
Brownian motion to exit compact sets and, if topologically possible, to wan-
der out to infinity. On the other hand, non-trivial asymptotic properties of
Brownian paths for large time correspond with non-trivial bounded harmonic
functions on the manifold. We describe parts of this interplay in the case of
negatively curved simply connected Riemannian manifolds. Recent results are
related to known properties and old conjectures.
Mathematics Subject Classification (2000). Primary 58J65; Secondary 60H30,
31C12, 31C35.
Keywords. Harmonic function, Poisson boundary, Cartan-Hadamard mani-
fold, Conjecture of Greene-Wu, Dirichlet problem at infinity.
1. Introduction
In complex analysis the desire to understand how geometry of a complex manifold
influences its complex structure has been a guiding inspiration for decades. A
typical problem in this direction is the following question.
Question 1 (cf. Wu [33] p. 98). If a simply connected complete Kähler manifold
has sectional curvature ≤ −c < 0, is it biholomorphic to a bounded domain in Cn ?
Analogous questions may be asked for Riemannian manifolds. The Riemann-
ian counterpart to the above question concerns richness of the space of bounded
harmonic functions on simply-connected negatively curved Riemannian manifolds.
Question 2 (cf. Wu [33] p. 139). If M is a simply-connected complete Riemannian
manifold with sectional curvature ≤ −c < 0, do there exist n bounded harmonic
functions (n = dim M ) which give global coordinates on M ?
Even if complete answers to these questions is not in sight, it seems fair to
say that such problems have directly or indirectly inspired a huge part of work
144 M. Arnaudon and A. Thalmaier
done in these areas. Concerning Question 2, under the given assumptions, it is still
not known in general whether there exist non-trivial bounded harmonic functions
at all. This leads us to the famous conjecture of Greene and Wu which claims
existence of non-trivial bounded harmonic functions under slightly more refined
curvature conditions.
Conjecture (cf. Greene-Wu [13] p. 767). Let M be a simply-connected complete
Riemannian manifold of non-positive sectional curvature and x0 ∈ M such that
−2
x ≤ −c r(x)
SectM for all x ∈ M \ K
for some K compact, c > 0 and r = dist(x0 , ·). Then M carries non-constant
bounded harmonic functions.
From a probabilistic point of view, the conjecture of Greene and Wu con-
cerns the eventual behaviour of Brownian motion on Cartan-Hadamard manifolds
as time tends to infinity. We briefly sketch the relation with Brownian motion. In-
deed, for any Riemannian manifold, we have the following well-known probabilistic
characterization.
Lemma 1.1. For a Riemannian manifold (M, g) the following two conditions are
equivalent:
i) There exist non-constant bounded harmonic functions on M .
ii) Brownian on (M, g) has non-trivial exit sets, i.e., if X is a Brownian motion
on M then there exist open subsets U in the 1-point compactification M̂ of M
such that
P{Xt ∈ U eventually} = 0 or 1.
More precisely, Brownian motion X on M may be realized on the space
C(R+ , M̂ ) of continuous paths with values in the 1-point compactification M̂ of
M , equipped with the filtration Ft = σ{Xs = prs |s ≤ t} generated by the
coordinate projections prs up to time t. Let
ζ = sup{t > 0 : Xt ∈ M }
be the lifetime of X and let Finv denote the shift-invariant σ-field on C(R+ , M̂ ).
Then there is a canonical isomorphism between the space Hb (M ) of bounded
harmonic functions on M and the set bFinv of bounded Finv -measurable random
variables up to equivalence, given as follows:
∼
Hb (M ) −→ bFinv /∼ , u −→ lim(u ◦ Xt ). (1.1)
t↑ζ
(Bounded shift-invariant random variables are considered as equivalent, if they

agree Px -a.e., for each x ∈ M . Here Px denotes the law of Brownian motion
starting at x.)
Note that the isomorphism (1.1) is well defined by the martingale convergence
theorem; the inverse map to (1.1) is given by taking expectations:
bFinv /∼ # H −→ u ∈ Hb (M ) where u(x) := Ex [H]. (1.2)
Brownian Motion and Negative Curvature 145
In particular,
u(x) := Px {Xt ∈ U eventually}
defines a bounded harmonic function on M , which is non-constant if and only if
U is a non-trivial exit set. Clearly {Xt ∈ U eventually} ∈ Finv .
Conversely, to an element B ∈ Finv one can associate an exit set U such that
{Xt ∈ U eventually} = B. For instance, one may take U = {x ∈ M : u(x) > 1/2},
where u is the harmonic map defined by u(x) = Px (B).
2. Brownian motion on rotationally symmetric manifolds

In this section we determine the asymptotic behaviour of Brownian motion on
rotationally symmetric Riemannian manifolds, see [26, 14]. Such manifolds play
an important role as comparison models for more general manifolds.
2.1. Rotationally symmetric manifolds
Let (M, g) be a Riemannian manifold of dimension n ≥ 2 and x ∈ M such that
the exponential map expx defines a diffeomorphism between Tx M and M . The
manifold M is then diffeomorphic to Rn ; in geodesic polar coordinates on M \{0} =
]0, ∞[ × S n−1 about 0 ∈ M the metric takes the form
g = dr ⊗ dr + hr
with Riemannian metrics hr on S n−1 depending on the radius r.
We consider the following two particular cases:
(a) g = dr ⊗ dr + f 2 (r, ·) h where f : ]0, ∞[ × S n−1 → ]0, ∞[ is a scalar function
and h a fixed Riemannian metric on S n−1 (independent of r);
(b) g = dr ⊗ dr + f 2 (r) dϑ2 where dϑ2 is the standard metric on S n−1 and
f : ]0, ∞[ → ]0, ∞[.
Case (b) corresponds to the case of rotationally invariant models, see [13]. Let
q : M \{0} → S n−1 , (r, ϑ) → ϑ. (2.1)
The following Lemma is immediately verified.
Lemma 2.1. Let q : M \{0} → S n−1 be the angular map (2.1).
(i) In situation (a) the map q : (M \{0}, g) → (S n−1 , h) is harmonic if and only if
(n − 3) grad fr = 0
where grad fr denotes the gradient vector field to fr = f (r, ·) on (S n−1 , h).
(ii) In situation (b) the map q : (M \{0}, g) → (S n−1 , dϑ2 ) is affine, and moreover
a harmonic morphism with dilatation f −1 , i.e.,
∆M (ϕ ◦ q) = f −2 (∆S n−1 ϕ) ◦ q, ϕ ∈ C ∞ (S n−1 ),
where ∆M and ∆S n−1 are the Laplacians on (M, g), resp., (S n−1 , dϑ2 ).
We can give a complete description of the behaviour of Brownian motion on
rotationally invariant manifolds, see [14] for details.
Theorem 2.2 (Brownian motion on rotationally invariant models). Let M be a

rotationally invariant model with center 0 ∈ M and metric
g = dr ⊗ dr + f 2 (r) dϑ2 .
Let X be Brownian motion on (M, g) with X0 = x0 (x0 = 0) which is decomposed
according to M \{0} = ]0, ∞[ × S n−1 into its radial and angular process
X = (r(X), ϑ(X)).
(i) For the radial process, we have r(X)t → ∞ a.s. (i.e., X is transient) if and
only if
∞
f 1−n (r) dr < ∞.
1
(ii) The lifetime ζ of X is either a.s. finite or a.s. infinite, and a.s. finite if and
only if
∞ ∞ )
f n−1
(r) f 1−n
(ρ) dρ dr < ∞.
1 r
(iii) The angular process ϑ(X) converges on S n−1 for t $ ζ a.s., if and only if
∞ ∞ )
f n−3
(r) f 1−n
(ρ) dρ dr < ∞.
1 r
The latter is equivalent to M being a non Liouville manifold.
Sketch of Proof. (1) Denote by Rt := r(X)t and Θt := ϑ(X)t the radial part,
respectively angular part of X. Then
1
dR = dW + (∆r ◦ X) dt
2

for some one-dimensional Brownian motion W . Since (∆r)(X) = (n−1) f /f (R),
the radial process R solves the SDE
1
dR = dW + (n − 1) (f /f ) ◦ R dt.
2
Hence R is a one-dimensional diffusion on ]0, ∞[ with infinitesimal generator
1/ 2 0
D + (n − 1) (f /f ) D , D := d/dt.
2
We may calculate the Riemannian quadratic variation of X (see for instance [12])
using the relation
d[X, X] = d[R, R] + f 2 (R) d[Θ, Θ].
Taking into account that d[X, X] = (dim M ) dt = n dt and d[R, R] = dt, we
arrive at
d[Θ, Θ] = (n − 1) (f −2 ◦ R) dt.
According to the Martingale Convergence Theorem of Darling-Zheng (see [12]) the

#ζ
process Θ converges as t $ ζ on S n−1 a.s. if and only if 0 f −2 (Rt ) dt < ∞ a.s.
Let t
T (t) = f −2 (Rs ) ds , t<ζ,
0
and consider the continuous time change
τt := T −1 (t) ≡ inf{s ∈ R+ : T (s) ≥ t}, t < Tζ := T (ζ).
Obviously Tζ is the maximal lifetime of the time-changed radial process R̃t := Rτt ,
with the consequence that Θ converges as t $ ζ if and only if the lifetime of R̃ is
finite a.s.
(2) Note that by Lemma 2.1, the angular map q is a harmonic morphism
with dilatation f −1 . Hence X decomposes as
Xt = (Rt , BT (t) )
for some Brownian motion B on (S n−1 , dϑ2 ). In other words, by means of the time
change (τt ), radial and angular part of X decouple as
Xτt = (Rτt , Bt ), t < Tζ .
In the new time scale the angular component is just Brownian motion on
(S d−1 , dϑ2 ) which runs up to time Tζ . In particular, the angular part converges if
and only if Tζ is finite a.s.
(3) Since R is a one-dimensional diffusion on ]0, ∞[ with generator
1/ 2 0
D + (d − 1) (f /f ) D ,
2
the time-changed radial process R̃ is generated by
1 2/ 2 0
f D + (d − 1) (f /f ) D .
2
All questions of interest concerning transience and lifetime of R, resp. R̃, can now
be answered by means of the classical Feller theory of one-dimensional diffusions.

Recall that a Riemannian manifold M is called Liouville manifold , if all

bounded harmonic functions on M are constant. Note that in dimension 2, by
Theorem 2.2, a rotationally invariant model M is Liouville if and only if Brownian
motion on M is recurrent.
The radial curvature of M at a point x is by definition the restriction of the
sectional curvature to radial planes E, i.e., planes E ⊂ Tx M containing the radial
vector (∂/∂r)x . For rotationally invariant models M the radial curvature at any
point x obviously depends only on the radius r = r(x). We denote
kM (r) := radial curvature at x ∈ M if r(x) = r.
For a rotationally invariant model M with metric g = dr ⊗ dr + f 2 (r) dϑ2 , one

verifies immediately
kM = −f /f.
2.2. Curvature conditions for the Liouville property
The conditions of Theorem 2.2 are easily rewritten in terms of radial curvature,
see [14] for instance. It is interesting to note that no lower curvature bounds are
required for the existence of non-trivial bounded harmonic functions.
Theorem 2.3 (Bounded harmonic functions on rotationally symmetric manifolds).
Let (M, g) be a rotationally symmetric model with center 0 ∈ M and Riemannian
metric
g = dr ⊗ dr + f 2 (r) dϑ2 .
Let
kM (r) = −f (r)/f (r)
be the radial curvature function of (M, g). Suppose that kM (·) ≤ 0. Further let
c = 1 in case of n = 2, resp., c = 1/2 in case of n ≥ 3.
A. If for some ε > 0,
(c + ε)
kM (r) ≤ − 2 , for r sufficiently large,
r log r
then M carries non-constant bounded harmonic functions.
B. If however for some ε > 0,
(c − ε)
kM (r) ≥ − 2 , for r sufficiently large,
r log r
then M is a Liouville manifold.
Remark 2.4. Note that constant negative curvature outside a compact set is not
sufficient for existence of non-constant bounded harmonic functions, not even
for hyperbolicity (i.e., transience of Brownian motion), as the following exam-
ple shows. Let M = R2 be equipped with a rotationally symmetric metric, for
instance, given by the radial function
f (r) = exp(−r)
for r > 1 and a differentiable interpolation for 0 ≤ r ≤ 1, such that f (0) = 0
and f (0) = 1 holds. Then (M, g) has constant negative curvature outside the unit
disk, but according to Theorem 2.2, Brownian motion on (M, g) is recurrent; the
manifold M is hence Liouville.
3. Brownian motion on Cartan-Hadamard manifolds

of pinched negative curvature
Let (M, g) be a Cartan-Hadamard manifold, i.e., a simply connected, metrically
complete Riemannian manifold of non-positive sectional curvature. (All manifolds
in the sequel are supposed to be connected.) In terms of the exponential map
∼
expx0 : Tx0 M −→ M at a fixed base point x0 ∈ M , we identify
ρ : Rn ∼ ∼
= Tx0 M −→ M.
Via pullback of the metric g on M to Rn , we obtain an isometric isomorphism
(M, g) ∼= (Rn , ρ∗ g); in particular, M \ {x0 } ∼= ]0, ∞[ × S n−1 . In terms of such
global polar coordinates, Brownian motion X on M will be decomposed into its
radial and angular part,
Xt = (r(Xt ), ϑ(Xt ))
where r(Xt ) = dist(x0 , Xt ) and where ϑ(Xt ) takes values in S n−1 .
3.1. Boundaries at infinity

For a Cartan-Hadamard manifold M of dimension n there is a natural geometric
compactification which is given by attaching an ideal boundary M (∞) at infinity.
Formally the points of the boundary are given as equivalence classes of geodesics
which stay in bounded distance,
M̄ = M ∪˙ M (∞)
where M (∞) = {γ : R → M | γ geodesics }/∼ and
γ1 ∼ γ2 ⇔ lim sup dist(γ1 (t), γ2 (t)) < ∞.
t→∞
Then M ∪ M (∞) equipped with the cone topology is homeomorphic to the closed
unit ball B ⊂ Rn with boundary ∂B = S n−1 , cf. [6, 11], whereas M itself is
diffeomorphic to the open unit ball. In particular,
S∞ (M ) := M (∞) ≡ {γ(∞) | γ geodesics}
is a (n − 1)-sphere which serves as horizon at infinity. In terms of polar coordinates
on M , a sequence (rn , ϑn )n∈N of points in M converges to a point on the sphere
at infinity S∞ (M ) if and only if rn → ∞ and ϑn → ϑ ∈ S n−1 .
Definition 3.1. Let M be a Cartan-Hadamard manifold and f : S∞ (M ) → R be
a continuous function defined on the sphere at infinity. The Dirichlet problem at
infinity is to find a harmonic function h : M → R which extends continuously to
S∞ (M ) and coincides there with the given function f , i.e.,
h|S∞ (M ) = f.
The Dirichlet problem at infinity is said to be solvable if this is possible for every
such function f .
Solvability of the Dirichlet problem at infinity provides a rich class of non-

trivial bounded harmonic functions on M , given as solutions of the Dirichlet prob-
lem at infinity for various boundary functions.
3.2. Angular convergence and solvability of the Dirichlet problem at infinity
First results concerning angular convergence have been obtained by J.-J. Prat
[29, 30]. He proved that on a Cartan-Hadamard manifold with sectional curvature
bounded from above by a negative constant −b2 , b > 0, Brownian motion is
transient, i.e., almost surely all paths of the Brownian motion exit M at the sphere
at infinity [30]. If in addition the sectional curvatures are bounded from below by
a constant −a2 , a > b, he showed that the angular part ϑ(Xt ) of the Brownian
motion almost surely converges as t → ζ.
Y. Kifer [21] presented a stochastic proof that on Cartan-Hadamard man-
ifolds with sectional curvature pinched between two strictly negative constants
and satisfying a certain additional technical condition, the Dirichlet problem at
infinity has a unique solution. The proof there was given in explicit terms for the
two-dimensional case.
D. Sullivan [31] finally gave a complete stochastic proof of the fact that on a
Cartan-Hadamard manifold with pinched negative curvature the Dirichlet problem
at infinity is uniquely solvable. The crucial open point has been to show that the
harmonic measure class is non-trivial in this case.
Theorem 3.2 (J.-J. Prat [30], Y. Kifer [21]). Let (M, g) be a Cartan-Hadamard
manifold of dimension n such that
−a2 ≤ SectM ≤ −b2 < 0.
Let Xt = (r(Xt ), ϑ(Xt )) be a Brownian motion on M decomposed in its radial and
angular part. Then a.s., as t → ∞,
r(Xt ) → ∞, and ϑ(Xt ) converges on S n−1 .
Denoting Θ∞ := limt→∞ ϑ(Xt ) and µx := Px ◦ Θ−1
∞ , for every Borel set U ⊂
S∞ (M ), the function
u(x) = Px {Θ∞ ∈ U } ≡ µx (U ) is harmonic on M .
Remark 3.3. By the maximum principle, the Poisson hitting measure at infinity
are equivalent,
µx ∼ µy for x, y ∈ M,
and define a measure class on the sphere at infinity. Indeed, for any Borel set
U ⊂ S∞ (M ), the assignment
hU : x → µx (U )
defines a bounded harmonic function on M , which by the maximum principle is
either identically equal to 0 or 1 or takes its values in ]0, 1[. For the solvability
of the Dirichlet problem at infinity this measure class µ must be shown to be
non-trivial.
Theorem 3.4 (D. Sullivan [31], M. T. Anderson [3]). Let (M, g) be a Cartan-
Hadamard manifold of dimension n such that
−a2 ≤ SectM ≤ −b2 < 0.
The harmonic measure class on S∞ (M ) is positive on each non-void open set. In
fact, if xi in M converges to x∞ in S∞ (M ), then the Poisson hitting measures
µxi tend weakly to the Dirac mass at x∞ .
Corollary 3.5 (Solvability of the Dirichlet problem at infinity). Let (M, g) be a n-
dimensional Cartan-Hadamard manifold with sectional curvature pinched between
to negative constants,
−a2 ≤ SectM ≤ −b2 < 0.
For f ∈ C(S∞ (M )) let

u(x) = Ex f (Θ∞ )].
Then
u ∈ C(M̄ ), ∆u = 0 on M and u|S∞ (M ) = f.
Denoting by Hb (M ) the Banach space of bounded harmonic functions on M ,
a complete description of bounded harmonic functions on M has been given by
M.T. Anderson [3].
It is an interesting feature of the pinched curvature case that any bounded
harmonic function on M comes from a solution of the Dirichlet problem at ∞ (for
some bounded measurable f ).
Theorem 3.6 (M.T. Anderson [3]). Let (M, g) be a Cartan-Hadamard manifold of
dimension n ≥ 2, whose sectional curvatures satisfy −a2 ≤ SectM
x ≤ −b < 0 for
2
all x ∈ M . Then the linear mapping

P : L∞ (S∞ (M ), µ) → Hb (M ),

(3.1)
f → P (f ), P (f )(x) := f dµx
S∞ (M )
is a norm-nonincreasing isomorphism onto Hb (M ).

In the case of a Cartan-Hadamard manifold of pinched negative curvature
the limiting angle Θ∞ = limt→∞ ϑ(Xt ) generates the shift-invariant σ-field of X,
Finv = σ(Θ∞ ).
Thus all shift-invariant properties which allow to distinguish Brownian paths for
large times, are expressible in terms of the angular projection of X onto S∞ (M ).
Remark 3.7 (Probabilistic conditions for the solvability of the Dirichlet problem
at ∞). The proof of solvability of the Dirichlet problem at ∞ by probabilistic
methods proceeds in several steps:
1. Prove transience of Brownian motion, i.e., r(Xt ) → ∞ for the radial part of
Brownian motion.
2. Establish convergence of the angular part ϑ(Xt ) of Brownian motion; this

provides entrance measures µx into the sphere at ∞.
3. Show that the harmonic measure class at infinity is non-trivial and all bound-
ary points are regular, i.e.,
µxn → δx∞ in probability, as xn → x∞ ∈ S∞ (M ).
The upper curvature bound in this approach guarantees a certain escape rate
for Brownian motion, whereas the lower curvature bound controls the angular
oscillations.
The constant curvature bounds for solvability of the Dirichlet problem have
been relaxed in various directions, e.g., Hsu-March [18], Hsu [16], Vähäkangas [32],
Holopainen-Vähäkangas [15].
It is interesting to note that the curvature may well tend to −∞ as long the
oscillation of curvature (in the sense of the quotient of lower and upper bounds)
is bounded.
Theorem 3.8 (Vähäkangas [32], Holopainen-Vähäkangas [15]). Let M be a simply-

connected complete Riemannian manifold of non-positive sectional curvature such
that
c
x ≤ − 2
SectM ∀x ∈ M \ K
r (x)
for some K compact in M , c > 0 and r = dist(x0 , ·). Suppose that there exists
C > 1 such that for each x ∈ M \ K and all radial planes E, E ⊂ Tx M

|SectM
x (E)| ≤ C |Sectx (E )|.
M
Then the Dirichlet problem at ∞ is solvable.
3.3. The role of lower curvature bounds

The discussion above raises the question to what extent lower curvature bounds
are necessary.
In the special case of a Riemannian surface M of negative curvature bounded
from above by a negative constant, Kendall [20] gave a simple stochastic argument
that the Dirichlet problem at infinity is uniquely solvable. He used the fact that
every geodesic on the Riemannian surface connecting two different points on the
sphere at infinity divides the surface into two totally geodesic disjoint half-parts.
Starting from a point x on M , with non-trivial probability, Brownian motion will
eventually stay in one of the two half-parts up to its lifetime. As this is valid
for every geodesic and every starting point x, the non-triviality of the harmonic
measure class on S∞ (M ) easily follows.
Choi [8] provided a general criterion, the so-called convex conic neighbourhood
condition, which is sufficient for solvability of the Dirichlet problem at infinity. The
condition requires that distinct points x, y ∈ S∞ (M ) can be separated in M̄ by
convex sets.
Definition 3.9. A Cartan-Hadamard manifold M satisfies the convex conic neigh-

bourhood condition at x ∈ S∞ (M ) if for any y ∈ S∞ (M ), y = x, there exist
subsets Vx and Vy of M̄ , containing x and y respectively, such that Vx and Vy are
disjoint open sets of M̄ in terms of the cone topology and Vx ∩ M is convex with
C 2 -boundary. If this condition holds for all x ∈ S∞ (M ), M is said to satisfy the
convex conic neighbourhood condition.
Theorem 3.10 (H. I. Choi [8]). Let M be a Cartan-Hadamard manifold satisfying

the convex conic neighbourhood condition, with SectM ≤ c for some constant c < 0.
Then the Dirichlet problem at infinity for M is solvable.
Intuitively the convex conic neighbourhood condition looks as a plausible

assumption suggesting that lower curvature bounds might be dispensable. It has
been shown by Ancona [2] that this is however not the case. In [2] he constructed an
example of a complete, simply connected Riemannian manifold M of dimension 3,
with SectM ≤ −1, and a point ∞M ∈ S∞ (M ) such that
(i) Brownian motion on M has a.s. infinite lifetime;
(ii) With probability 1, any Brownian motion on exits from M at ∞M .
In addition, the convex hull of any neighbourhood of ∞M in M̄ contains all of M .
Remark 3.11. It is obvious that on Ancona’s manifold the Dirichlet problem at

infinity is not solvable. Indeed, let
f ∈ C(S∞ (M )), u ∈ C(M̄ ) such that ∆u = 0 on M and u|S∞ (M ) = f.
Then, for any x ∈ M ,

u(x) = Ex f (X∞ )] = f (∞M )
which shows that the function u must be constant. Hence only the constant har-
monic functions have a continuous continuation to the boundary at ∞.
Nevertheless the above discussion does not answer the question whether there
exist non-trivial bounded harmonic functions on Ancona’s manifold, since there
may be non-trivial bounded harmonic functions which do not come from boundary
values at infinity. Ancona did not address this problem in his paper [2]. It turns out
that there are indeed plenty of non-trivial bounded harmonic functions with no
continuation to the boundary at infinity, as will be discussed in the next section.
Borbély [7] constructed a similar example of a Cartan-Hadamard manifold
with curvature bounded above by a strictly negative constant, on which the Dirich-
let problem at infinity is not solvable. Borbély does not discuss the behaviour of
Brownian motion on his manifold. However it turns out that from a probabilis-
tic point of view, the manifolds of Ancona and Borbély share similar properties.
Borbély’s construction is however technically simpler; in the next section we shall
give a detailed probabilistic analysis of his manifold.
4. Brownian motion on Cartan-Hadamard manifolds of unbounded

negative curvature
In this section we discuss examples of negatively curved manifolds where the poten-
tial theoretic boundary does not coincide with the geometric boundary at infinity.
To see the full Poisson boundary, certain points at infinity need to be blown up in
a non-trivial way. Such examples indicate that the situation concerning the conjec-
ture of Greene and Wu about existence of non-trivial bounded harmonic functions
on Cartan-Hadamard manifolds may be more complicated than expected.
4.1. Description of the manifold

The construction of the following example is basically due to Borbély [7]. Let
H2 = {(x, y) ∈ R2 | y > 0}
be the hyperbolic half-plane equipped with the hyperbolic metric ds2H2 of constant
curvature −1. Denote by L = {(0, y) | y > 0} the positive y-axis in H2 and let H
denote one component of H2 \ L. We shall define a Riemannian manifold M as the
warped product:
M := (H ∪ L) ×g S 1 ,
with Riemannian metric
ds2M = ds2H2 + g ds2S 1 ,
where g : H ∪ L → R+ is a positive C ∞ -function which has to be chosen appro-
priately. By identifying points (
, α1 ) and (
, α2 ) with
∈ L and α1 , α2 ∈ S 1 , we
make M a simply connected space.
L(−∞)
L(0)
H
L(s)
p = (r, s, α)
α
←− γsα = (·, s, α)
L(∞)
Figure 1. Fermi coordinates (r, s, α) for M

We introduce Fermi coordinates (r, s, α) on M , where for a point p ∈ M the

coordinate r is the hyperbolic distance between p and the geodesic L, i.e., the
hyperbolic length of the perpendicular on L through p. The coordinate s is the
parameter on the geodesic {L(s) : s ∈ ]−∞, ∞[ }, i.e., the length of the geodesic
segment on L joining L(0) and the orthogonal projection L(s) of p onto L. Fur-
thermore, α ∈ [0, 2π[ is the parameter on S 1 when using the parameterization eiα
of S 1 .
Theorem 4.1. Let M = (H ∪ L) ×g S 1 be equipped with the metric
ds2M = ds2H2 + g ds2S 1 .
There exists a choice for a smooth wedge function g : R+ × R → R+ such that the
following two properties hold true:
(i) (M, ds2M ) is Cartan-Hadamard with SectM ≤ −1;
(ii) Xt → L(+∞) a.s. for each Brownian motion X on M .
Remark 4.2. Typical geodesics in M are the ones of the type γsα : r → (r, s, α). We
get the sphere at infinity S∞ (M ) by following these geodesics to infinity, together
with the endpoints L(−∞), L(+∞) of the vertical geodesic L which serves as
symmetry axis:
/ 0
S∞ (M ) = γsα (∞) | s ∈ R, α ∈ [0, 2π[ ∪ {L(±∞)}.
L(−∞)
γs0 γsα
α (r, s, α)
(r, s, 0)
γs0 (+∞) L(+∞) γsα (+∞)
S∞ (M )
Figure 2. Sphere at infinity S∞ (M )

4.2. Asymptotic behaviour of Brownian motion

The behaviour of Brownian motion on M may be investigated in the given coordi-
nates, by studying the corresponding stochastic differential equations. It turns out
that Brownian motion almost surely exits the manifold at a distinguished point of
the sphere at infinity, independently of its starting point x at time 0.
Theorem 4.3 (Arnaudon-Thalmaier-Ulsamer [5]). Writing Brownian motion on M
in terms of the Fermi coordinates Xt = (Rt , St , At ), we have the following asymp-
totic properties, as t approaches the lifetime ζ of X,
(i) Rt → +∞ a.s. (ii) St → +∞ a.s. (iii) At → Aζ a.s.,
where the limiting variable Aζ is a non-trivial random variable taking values in S 1 .
Moreover, for any x ∈ M , the support of Px ◦ (Aζ )−1 equals all of S 1 .
Remark 4.4. An immediate consequence of Theorem 4.3 is that, for each non-
constant f ∈ C(S 1 ; R), the formula
h(x) = Ex [f (Aζ )] (4.1)
defines a non-trivial bounded harmonic function h on M . The variable Aζ gives the
asymptotic direction on the sphere at ∞ along which Brownian motion approaches
the point
∞M = L(+∞) ∈ S∞ (M ).
The question whether M carries further non-trivial bounded harmonic func-
tions besides functions of the type (4.1), turns out to be highly non-trivial. To
answer this question we go back to equations of Brownian motion in the specified
Fermi coordinates
 1 1
 dR = F (R, S) dt + dM

dS = F 2 (R, S) dt + dM 2


dA = dM 3
with M 1 , M 2 and M 3 local martingales. After an appropriate change of time
(which turns the drift of R into a deterministic linear motion) this system writes as


 dR̂ = dt + dM̂ 1

dŜ = f (R̂, Ŝ) dt + dM̂ 2



dÂ = dM̂ 3
where the local martingale parts M̂ti converge as t → ζ.

The idea now is to compare the asymptotic behaviour of (R, S) with the
deterministic dynamical system in the (r, s)-plan given by

drt = dt ṙt = 1
i.e.,
dst = f (rt , st ) dt ṡt = f (t, st ).
It seems reasonable to expect that

(R̂t , Ŝt , ) ≈ (rt , st ), for t & 0,
where (rt , st ) is an integral curve of the vector field
∂ ∂
V = + f (r, s) .
∂r ∂s
Taking into account the fact that there is a good approximation q = q(r) such
that
f (r, s) ≈ q(r) for large r,
we consider t
Γs0 (t) = t, s0 + q(u) du
0
and let
Γs0 := {Γs0 (t) : t ≥ 0} .
Then (Γs0 )s0 ∈R defines a foliation of H. The change of coordinates:
Φ : R+ × R → R+ × R,
#r
(r, s) → r, s − 0 q(u) du =: (r, z)
transforms integral curves of the dynamical system to straight lines.
s z
Φ(Γs0 )
s0
Γs0
Φ(L(+∞))
Φ
−→
L(+∞) r r
Figure 3. The coordinate transformation Φ
4.3. Description of the Poisson boundary

The family (Γs0 )s0 ∈R when rotated about the symmetry axis (given by the vertical
geodesic L) defines a foliation of M . If the idea is correct that Brownian motion
exits M asymptotically along the leaves of this foliation, then the z-component
of Brownian motion (using the coordinates (r, z, α) as above) should have a large
time limit.
Theorem 4.5 (Arnaudon-Thalmaier-Ulsamer [5]). Considering Brownian motion

on M in the new coordinates:
X = (R, S, A) −→ X = (R, Z, A)
where Rt
Zt := St − q(u) du,
0
we find the following asymptotic behaviour: almost surely, as t → ζ,

 R →∞
 t
Zt → Zζ ∈ R


At → Aζ ∈ S 1 .
Moreover, the induced measures Px ◦ Zζ−1 on R, respectively, Px ◦ A−1
ζ on S 1 have
full support.
Remark 4.6. For each f ∈ Cb (R × S 1 ), f = const,

u(x) = Ex f (Zζ , Aζ )
defines a non-trivial bounded harmonic function on M . Indeed, it can be shown
that
Finv = σ(Zζ , Aζ ). (4.2)
The proof of (4.2) is far from being obvious and uses time reversal arguments [28],
coupling arguments for the time-reversed process, as well as a 0/1 law for the
time-reversed process, see [5] for details.
Theorem 4.7 (Arnaudon-Thalmaier-Ulsamer [5]). Let B(R × S 1 ; R) be the set of
bounded measurable functions on R × S 1 , with the equivalence relation f1 ' f2 if
f1 = f2 Lebesgue-a.e.
1. The map
(B(R × S 1 ; R)/ ') −→ Hb (M )

f −→ x → E [f (Zζ (x), Aζ (x))]
is one to one.
2. The inverse map is given as follows. For x ∈ M , letting K(x, ·, ·) be the
density of (Zζ (x), Aζ (x)) with respect to the Lebesgue measure on R × S 1 , for
any h ∈ Hb (M ) there exists a unique f ∈ B(R × S 1 ; R)/ ' such that

∀x ∈ M, h(x) = K(x, z, a) f (z, a) dzda. (4.3)
R×S1
Moreover, for x ∈ M , the kernel K(x, ·, ·) in (4.3) is strictly positive a.e.

Note that the space of bounded harmonic functions Hb (M ) on the con-
structed manifold M is as rich as in the pinched curvature case
−a2 ≤ SectM ≤ −b2 < 0,
where one has

Finv = σ(Θ∞ ).
The rich space of harmonic functions on M comes however from completely dif-
ferent reasons. There is no contribution from the limiting angle of Brownian mo-
tion, since Brownian motion degenerates to a single point at infinity. To see the
true Poisson boundary, the point ∞M at infinity has to be blown up to a two-
dimensional space.
Remark 4.8. From the point of view of Harnack inequalities harmonic functions
in the constructed manifold share an interesting feature: on any neighbourhood in
M of the point ∞M ∈ S∞ (M ), a bounded harmonic function on M attains each
value between its global minimum and global maximum.
Remark 4.9. The constructed manifold has another interesting property in con-
trast to the pinched curvature case: it is easy to show that the σ-field of terminal
events is strictly larger than the σ-field of shift-invariant events. This implies that
the space of bounded harmonic functions is a proper subspace of the bounded
space-time harmonic functions.
4.4. Absolute continuity of the harmonic measure class
It is interesting to note that on the constructed manifold, despite of diverging
curvature, the harmonic measure has a density (Poisson kernel) with respect to the
Lebesgue measure on the Poisson boundary R × S 1 . In the pinched curvature case
the harmonic measure may well be singular with respect to the surface measure
on the sphere at infinity (see [21], [25], [19], [10] for results in this direction).
Typically it is the fluctuation of the geometry at infinity which prevents harmonic
measure from being absolutely continuous. It is well known that pinched curvature
alone does in general not allow to bound the angular derivative of the Riemannian
metric, when written in polar coordinates.
4.5. Outlook
The example discussed in this section can be modified in such a way that, with
probability 1, every point on S∞ (M ) is a cluster point of Xt (when t → ∞).
This can be achieved by properly moving the attracting point ∞M on the sphere
at infinity. Such examples may turn out to be possible candidates for disproving
Greene-Wu’s conjecture.
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Marc Arnaudon
Laboratoire de Mathématiques et Applications, CNRS: UMR6086
Université de Poitiers, Téléport 2 – BP 30179
F-86962 Futuroscope Chasseneuil Cedex, France
e-mail: arnaudon@math.univ-poitiers.fr
Anton Thalmaier
Unité de Recherche en Mathématiques, FSTC
Université du Luxembourg
6, rue Richard Coudenhove-Kalergi
L-1359 Luxembourg, Grand-Duchy of Luxembourg
e-mail: anton.thalmaier@uni.lu

Stochastically Incomplete Manifolds

and Graphs
Radoslaw Krzysztof Wojciechowski
Abstract. We survey geometric properties which imply the stochastic incom-

pleteness of the minimal diffusion process associated to the Laplacian on
manifolds and graphs. In particular, we completely characterize stochastic
incompleteness for spherically symmetric graphs and show that, in contrast
to the case of Riemannian manifolds, there exist examples of stochastically
incomplete graphs of polynomial volume growth.
Mathematics Subject Classification (2000). Primary 39A12; Secondary 58J65.

Keywords. Stochastic incompleteness, explosion, heat kernel, manifolds,
graphs, curvature, volume growth.
1. Introduction
A diffusion process whose lifetime is almost surely infinite is said to be stochasti-
cally complete (or conservative or non-explosive). If this fails to occur, that is, if
the total probability of the particle undergoing the diffusion to be in the state space
is less than one at some time, the process is said to be stochastically incomplete. A
trivial way for stochastic incompleteness to occur is to impose a killing boundary
condition. It is the objective of this article to survey the geometric properties,
in the case when no such killing condition is present, that cause the stochastic
incompleteness of the minimal diffusion process associated to the Laplacian on
manifolds and graphs. We draw heavily from the survey article of A. Grigoryan
[14] for the case of Riemannian manifolds and then present some recent results for
graphs.
Examples of geodesically complete but stochastically incomplete manifolds
were first given by R. Azencott [1]. Specifically, if M is a geodesically complete,
This work was completed with the support of FCT grant SFRH/BPD/45419/2008 and FCT
project PTDC/MAT/101007/2008.
164 R.K. Wojciechowski
simply connected, negatively curved, analytic Riemannian manifold and k(r) de-
notes the infimum, in absolute value, of the sectional curvatures at distance r, then
Azencott showed that M is stochastically incomplete if k(r) ≥ Cr2+ for > 0
and all r large [1, Proposition 7.9]. In these examples, the large negative curvature
forces the particle to infinity in a finite time and explosion occurs. Furthermore,
Azencott showed that such a manifold is stochastically complete if the sectional
curvature is uniformly bounded from below. In 1978, S.T. Yau showed that a
geodesically complete manifold whose Ricci curvature is bounded from below is
stochastically complete [32]. A different type of criterion for stochastic complete-
ness in terms of volume growth was given by Grigoryan in 1986. In particular,
2
Grigoryan’s result implies that if V (r) ≤ ecr , where V (r) denotes the volume of
a geodesic ball of radius r, then a geodesically complete manifold is stochastically
complete [13]. The examples of Azencott, or the case of model manifolds, show
that Grigoryan’s criterion is sharp.
The corresponding question for graphs was explicitly addressed by J. Dodz-
iuk and V. Mathai in 2006. By analyzing bounded solutions of the heat equation
they show that graphs of bounded valence are stochastically complete [7, Theorem
2.10]. Examples of stochastically incomplete graphs were given in [30, 31]. These
examples are trees branching rapidly in all directions from a fixed vertex. More
specifically, letting k+ (r) denote the minimum number of outward pointing edges,
where the minimum is taken over all vertices on a sphere of radius r in a tree, then
∞
the diffusion is stochastically incomplete if r=0 k+1(r) < ∞ [31, Theorem 3.4].
Therefore, in the case of graphs, the number of outward pointing edges plays the
role of the negative sectional curvature in sweeping the particle out to infinity. The
volume growth for such trees is factorial and, while smaller, at least comparable to
the examples of Azencott. In this article, we give many more examples of stochasti-
cally incomplete graphs. In particular, in Theorem 4.8, we completely characterize
the stochastic incompleteness of spherically symmetric graphs and use this to give
examples of stochastically incomplete graphs with only polynomial volume growth.
Thus, in the case of graphs, no direct analogue of Grigoryan’s theorem holds.
2. Stochastic incompleteness
In this section we give an overview of properties equivalent to stochastic incom-
pleteness. Here, the manifold and graph settings are analogous so we do not dis-
tinguish between the two. To avoid trivial examples, we assume that all manifolds
are geodesically complete and that all graphs are infinite. Furthermore, we assume
that all underlying spaces are connected.
We start by outlining a construction of the heat kernel. In both cases, one
has a Laplacian acting on a dense subset of the space of L2 functions. We choose
our sign convention so that the Laplacian is a positive operator. Therefore, in
n ∂ 2
the case of Rn , we take ∆ = − i=1 ∂x 2 , while, for graphs, if f is a function on
i
the vertices, then, pointwise, the Laplacian acts by ∆f (x) = y∼x (f (x) − f (y)),
Stochastic Incompleteness 165
where y ∼ x indicates that the vertices x and y form an edge. We note that this
sign convention is consistent with the one followed in [7, 31] but opposite of [14].
In both cases, the Laplacian is essentially self-adjoint and one uses the func-
tional calculus to define a semigroup of operators e−t∆ . The action of the semigroup
is given by a kernel pt (x, y), henceforth called the heat kernel, so that, for t > 0
and x ∈ M
−t∆
e u0 (x) = pt (x, y)u0 (y)dy
M
where u0 is a continuous, bounded function.
Alternatively, the heat kernel can be constructed by an exhaustion argu-
ment. In this construction, one takes a sequence of increasing subsets of the whole
space, defines the heat kernel with Dirichlet boundary conditions for each subset
in the exhaustion, and then passes to the limit. This is the approach taken in the
case of manifolds in [4] and for graphs in [29, 30] and the equivalence of the two
constructions is demonstrated there.
The heat kernel is positive, symmetric, satisfies the semigroup property and
has total integral less than or equal to 1. In particular, pt (x, y) gives the transition
density for a diffusion process on the underlying space, referred to as the minimal
diffusion process associated to the Laplacian (see [1, 3, 14]).
Definition 2.1. The minimal diffusion process associated to the Laplacian is sto-
chastically incomplete if
pt (x, y)dy < 1
M
for some (equivalently, all) t > 0 and x ∈ M .
We will follow convention and say that the space is stochastically incomplete if this
is the case. Note that, another way of writing this is e−t∆ 1 < 1 where 1 indicates
the constant function whose value is 1.
The following theorem gives some equivalent formulations of stochastic in-
completeness. In particular, stochastic incompleteness is equivalent to the non-
uniqueness of bounded solutions of the heat equation. These criteria originate in
the works of R.Z. Hasminskiı̆ [15] and W. Feller [8] for Euclidean spaces and Feller
[9] and G.E.H. Reuter [27] in the discrete setting. For a full historical overview
and proof in the case of manifolds see [14, Theorem 6.2], for a proof in the case
of the graph Laplacian [31, Theorem 3.1], for more general operators which are
generators of regular Dirichlet forms on discrete sets with an arbitrary measure of
full support [22, Theorem 1].
Theorem 2.2. The following statements are equivalent:
#
(1) M pt (x, y)dy < 1 for some (equivalently, all) t > 0 and x ∈ M .
(2) For some (equivalently, all) λ > 0, there exists a bounded, positive function
v satisfying (∆ + λ)v = 0.
(3) For some (equivalently, all) λ > 0, there exists a bounded, non-negative, non-
zero function v satisfying (∆ + λ)v ≤ 0.
(4) There exists a non-zero, bounded function u : M × (0, ∞) → R satisfying

∆u(x, t) + ∂u
∂t (x, t) = 0 for x ∈ M, t > 0
limt→0+ u(·, t) ≡ 0.
Remark 2.3. The condition (3) is sometimes referred to by saying that M is λ-
massive. More generally, an open subset Ω of M is called λ-massive, if there exists
a bounded, non-negative function v satisfying (∆ + λ)v ≤ 0 on M such that
v|M \Ω ≡ 0 and v is non-zero on Ω. By a maximum principle argument, it is easy
to see that this property is preserved by enlarging Ω or by removing a compact
subset from Ω [14, Proposition 6.1]. Therefore, M is stochastically incomplete
if it contains a λ-massive subset and, furthermore, stochastic incompleteness is
preserved under the operation of removing a compact subset from M .
Remark 2.4. For another formulation of stochastic completeness in terms of a weak
form of the Omori-Yau maximum principle see [26, Theorem 1.1].
3. Stochastically incomplete manifolds

In this section we survey some of the known examples of stochastically incomplete
manifolds. As mentioned in the introduction, the discovery of such examples goes
back to the work of Azencott. In particular, letting K(r) and k(r) denote the
supremum and infimum of the absolute value of the sectional curvatures at distance
r from a fixed point on a negatively curved, simply connected, analytic manifold
M , Azencott [1, Proposition 7.9] proved that:
#r
(i) If 1r 0 K(s)ds ≤ C for r large, then M is stochastically complete.
(ii) If k(r) ≥ Cr2+ for > 0 and all r ≥ r0 , then M is stochastically incomplete.
These results are achieved by applying criteria for the explosion time of the diffu-
sion in terms of the coefficients of the operator.
In [32], the heat kernel is analyzed and, in particular,
# it is shown that, if the
Ricci curvature of M is bounded from below, then M pt (x, y)dy = 1. This was
reproved by using a maximum principle argument to show uniqueness of bounded
solutions of the heat equation under the same assumption in [4, Theorem 4.2].
Therefore, any manifold whose Ricci curvature is bounded from below is stochas-
tically complete. This was extended by P. Hsu who #showed that, if κ(r) denotes any
∞ 1
function satisfying κ2 (r) ≥ − inf x∈Br Ric(x), then κ(r) dr = ∞ implies stochas-
tic completeness [16]. Related results were also given by K. Ichihara [17, Theorem
2.1] by comparing with the case of model manifolds, and M. Murata [25, Theorem
A] who studied the uniqueness of non-negative solutions of the heat equation.
A different type of criterion for stochastic completeness was given by M.P.
Gaffney in [11]. Letting r(x) denote the distance from x to a fixed reference point,
Gaffney proves that M is stochastically complete if e−cr(·) is integrable on M
for all positive constants c. This gives rise to a volume criterion for stochastic
completeness. If V (r) denotes the Riemannian volume of a geodesic ball in M ,
2
then L. Karp and P. Li, in an unpublished article, showed that V (r) ≤ ecr implies
stochastic completeness by studying solutions of the heat equation [20]. A better
volume growth condition given by Grigoryan states that if
∞
r
dr = ∞, (3.1)
log V (r)
then M is stochastically complete [13] (see also [14, Theorem 9.1]). This criterion
was extended to a general setting of local Dirichlet spaces by K.T. Sturm [28,
Theorem 4].
That Grigoryan’s criterion (3.1) is sharp can be seen by considering the case
of spherically symmetric or model manifolds Mσ . These are manifolds, homeomor-
phic to Rn = R+ × S n−1 , which, following the removal of some number of points,
have well-defined polar coordinates (r, θ1 , . . . , θn−1 ), and whose Riemannian met-
ric is given by g = dr2 + σ 2 (r)gS n−1 . Here, gS n−1 denotes the standard Euclidean
metric on S n−1 and σ is a smooth function satisfying σ(0) = 0 and σ (0) = 1. In
particular, the area of a geodesic sphere is given by S(r) = ωn σ n−1 (r) where ωn is
the area of the sphere in Rn . See [14, Section 3] or [12] for details. It can be shown
[14, Corollary 6.8] that model manifolds are stochastically complete if and only if
∞
V (r)
dr = ∞. (3.2)
S(r)
2+
In particular, if one chooses σ(r) so that V (r) ≥ er for > 0, then Mσ is
stochastically incomplete.
Remark 3.1. Grigoryan asked [14, Problem 9 on page 238] if the condition (3.2)
could replace (3.1) in implying stochastic completeness for general manifolds. In
a recent paper, C. Bär and G.P. Bessa give examples of connected sums of model
manifolds which satisfy (3.2) but are stochastically incomplete [2, Theorem 1.3].
4. Stochastically incomplete graphs

We now begin our discussion of stochastically incomplete graphs. We consider
G = (V, E) an infinite, locally finite, connected graph with vertex set V and edge
set E. We do not consider the case of multiple edges or loops. We use the notation
x ∼ y to indicate that the vertices x and y form an edge and say that x and y are
adjacent or neighbors if this is the case. We let m(x) = |{y | y ∼ x}| denote the
valence or degree of x, that is, the number of neighbors of x.
We equip the graph with the usual metric, that is, d(x, y), the distance be-
tween the vertices x and y, is defined as the number of edges in the shortest path
connecting x and y. We then fix a vertex x0 and let Sr = Sr (x0 ) = {x | d(x, x0 ) =
r} denote the sphere of radius r about x0 . We let S(r) denote thearea of a sphere
r
of radius r, defined as the number of vertices in Sr , and V (r) = i=0 S(i) denote
the volume of a ball of radius r, in analogy with the case of Riemannian manifolds.
We consider real-valued functions on the vertices of G and, if f is such a

function, we define the Laplacian by

∆f (x) = f (x) − f (y) = m(x)f (x) − f (y).
y∼x y∼x
As mentioned previously, ∆ is positive and essentially self-adjoint on the space

of finitely supported functions on V , which is a dense subset of the Hilbert space
of square summable functions on V . Furthermore, the Laplacian is a bounded
operator if and only if m(x) ≤ K for all vertices x. See, for example, [5,7,21,29,30]
for some of the basic properties of the Laplacian.
Remark 4.1. Many authors (e.g., [24]) consider a different Laplacian which acts
! (x) = f (x) − 1
on functions on vertices by ∆f 1
m(x) y∼x f (y) = m(x) ∆f (x). The
! is bounded on the space of square summable functions, with a weighted
operator ∆
!
inner product, and it can be shown that e−t∆ 1 = 1 for all t > 0, where 1 denotes
the function which is 1 on all vertices of G. In particular, the minimal diffusion
process associated to ∆! is always stochastically complete [30]. See [21] for other
differences between ∆ and ∆ ! and [22, 23] for a unified framework.
In [7], Dodziuk and Mathai study the heat equation using the maximum
principle as in [4]. They show that, if m(x) ≤ K for all vertices x, then bounded
solutions of the heat equation on G are uniquely determined by initial data. In
particular, all such graphs are stochastically complete.
This result was extended in several ways. In [6], Dodziuk applied this tech-
nique to a Laplacian with weights. More specifically, consider a weighted graph,
that is, a graph where each edge x ∼ y is assigned a positive, symmetric
weight
ax,y .
The resulting weighted Laplacian A acts on functions by Af (x) = y∼x ax,y f (x)−

f (y) . In [6, Theorem 4.1], it is shown that, if m(x) ≤ K1 for all vertices x and
ax,y ≤ K2 for all edges x ∼ y, then the heat equation involving this Laplacian has
unique bounded solutions and, as such, e−tA 1 = 1 for all t ≥ 0. It should be noted
that, under these assumptions, the corresponding operators are bounded on the
appropriate Hilbert spaces, and it was recently shown by M. Keller and D. Lenz
[23, Corollary 27] that generalized Laplacians which are bounded on weighted
2
spaces generate stochastically complete processes.
In [29], A. Weber replaced the assumption m(x) ≤ K with a different cur-
vature condition on the graph. Specifically, letting, r(x) = d(x, x0 ) where x0 is a
fixed reference vertex, if is shown that ∆r(x) ≥ −C for C ≥ 0 implies that the
graph is stochastically complete [29, Corollary 4.15]. To give a geometric interpre-
tation to this last result, let m± (x) = |{y | y ∼ x and r(y) = r(x) ± 1}| denote the
number of vertices one step further and closer, respectively, from x0 then is x. It
follows that ∆r(x) ≥ −C if and only if m+ (x) − m− (x) ≤ C. Hence, in particular,
a graph will be stochastically complete if it is not expanding too much, relative to
the number of incoming edges, in all directions.
These results were obtained by applying a maximum principle to study

bounded solutions of the heat equation. Furthermore, the geometric assumptions
are imposed at each vertex of the graph. However, the stochastic completeness or
incompleteness of a graph should be determined by geometric conditions at infinity
as in the Riemannian setting.
In [30, 31] a different technique is applied. Specifically, the same question
is approached through the study of positive solutions to the difference equa-
tion (∆ + λ)v(x) = 0 for a positive constant λ. By (2) in Theorem 2.2, sto-
chastic incompleteness is equivalent to the boundedness of the solution v. This
fact was used to obtain a general criterion for stochastic completeness extend-
ing the result of Dodziuk and Mathai. Specifically, fixing a vertex x0 and letting
K(r) = maxx∈Sr (x0 ) m(x), Theorem 3.2 in [31] states that, if ∞ r=0 K(r) = ∞, then
1
G is stochastically complete. We now sharpen this result as follows: we let m+ (x) =

|{y | y ∼ x and r(y) = r(x) + 1}| as above, and let K+ (r) = maxx∈Sr m+ (x).
Theorem 4.2. If
∞
1
= ∞,
r=0
K+ (r)
then G is stochastically complete.
Proof. Let v > 0 satisfy (∆ + λ)v(x) = 0 for λ > 0 and x ∈ G. Let
w(r) =
maxx∈Sr v(x). Then, (∆+λ)v(x0 ) = 0 implies that y∼x0 v(y)−v(x0 ) = λv(x0 ).
Therefore, as w(0) = v(x0 ),

K+ (0) w(1) − w(0) ≥ v(y) − w(0) = λw(0)
y∼x0
so that
λ
w(1) − w(0) ≥ w(0). (4.1)
K+ (0)
Now, choose xr ∈ Sr such that w(r) = v(xr ). Then, (∆ + λ)v(xr ) = 0 implies
that
v(y) − v(xr ) = v(xr ) − v(y) + λv(xr ). (4.2)
y∼xr y∼xr
y∈Sr+1 y ∈Sr+1
Using (4.1) and (4.2), it follows by induction that w(r + 1) − w(r) > 0 for all r ≥ 0.
Therefore,

K+ (r) w(r + 1) − w(r) ≥ v(y) − w(r)
y∼xr
y∈Sr+1

= w(r) − v(y) + λw(r) > λw(r).
y∼x
y ∈Sr+1
This implies that

λ λ
w(r + 1) − w(r) > w(r) > w(0).
K+ (r) K+ (r)
∞
Therefore, ∞ r=0 K+ (r) = ∞ implies
1
r=0 w(r + 1) − w(r) = ∞ so that w, and,
therefore, v, is unbounded.
Remark 4.3. For trees, we have the following complementary result: ∞ if k+ (r) =
minx∈Sr m+ (x) > 0, then the tree is stochastically incomplete if r=0 k+1(r) < ∞
[31, Theorem 3.4]. In particular, in the case of spherically symmetric trees Tk , that
is, trees which contain a vertex x0 such that k(r) = k+ (r) = K+ (r), we have that
Tk is stochastically incomplete if and only if
∞
1
< ∞.
r=0
k(r)
4.1. Stochastically incomplete subgraphs

As mentioned in Remark 2.3, λ-massiveness is preserved under the operation of
removing a compact (or finite, in the graph case) subset. In particular, this can
be used to show that a graph which contains a stochastically incomplete subgraph
with only finitely many vertices adjacent to vertices that are not in the subgraph
is stochastically incomplete. That is, if G ⊂ G " with G, considered as a graph on
its own, stochastically incomplete and ∂G = {x ∈ G | ∃ y ∼ x with y ∈ G} a finite
set, then G" is stochastically incomplete.
This result was extended by Keller and Lenz in [22, Theorem 3] where a gen-
eral condition for the stochastic incompleteness of G " in terms of G by considering
the Dirichlet Laplacian on G ⊂ G " is given. In fact, it should be pointed out, that
Keller and Lenz consider processes associated to much more general operators of
the form L = B + C, where B is a weighted Laplacian and C is a potential, with
L acting on an
2 space with an arbitrary measure of full support; furthermore,
their graphs are not necessarily locally finite, but we specialize their results to
our setting. In particular, they show that, if G ⊂ G " is a stochastically incomplete
subgraph and supx∈∂G |{y ∼ x | y ∈ G}| < ∞, then G " is stochastically incomplete.
Moreover, they show that every stochastically incomplete graph G is a sub-
graph of a stochastically complete graph G " [22, Theorem 2]. They construct the
supergraph G " by attaching, to each vertex x in G, m(x)c(x) copies of the graph
N with vertex set {0, 1, 2, . . .} and edges n ∼ n + 1 for n = 0, 1, 2, . . .. Here,
m(x) denotes the valence of the vertex x in G and attaching means that the ver-
tex x is identified with the vertex 0 in N. They show that, if c(x) is chosen so
∞
that r=0 c(x1r ) = ∞ for every sequence of vertices such that xr ∼ xr+1 for all
" is stochastically complete.
r = 0, 1, 2, . . ., then G
We now show that this result is optimal by analyzing the stochastic complete-
ness of the supergraph constructed this way in the case of spherically symmetric
trees. As mentioned above, for spherically symmetric trees
∞ k(r) = k+ (r) = K+ (r)
and they are stochastically incomplete if and only if r=0 k(r) 1
< ∞. Such trees
are determined by the function k and we denote them by Tk . Now, instead of
attaching the graphs N as in [22], we connect k̃(r) terminal vertices, by which we
mean vertices of valence 1, to each vertex x ∈ Sr ⊂ Tk . As Keller and Lenz point

out in [22], this construction has an equivalent effect (see Remark 4.7 below). We
denote the resulting graph Tkk̃ . Therefore, each x ∈ Tk ⊂ Tkk̃ which is in Sr has
k(r) neighbors in Sr+1 ⊂ Tk and k̃(r) terminal vertex neighbors in Tkk̃ \ Tk .
Theorem 4.4. Tkk̃ is stochastically incomplete if and only if

∞
k̃(r) + 1
< ∞.
r=0
k(r)
Proof. Let v > 0 satisfy (∆ + λ)v(x) = 0 for λ > 0 and x ∈ Tkk̃ . For every
ỹ ∈ Tkk̃ \ Tk there exists a unique x ∼ ỹ such that
x ∈ Tk . Then, (∆ + λ)v(ỹ) =

v(ỹ) − v(x) + λv(ỹ) = 0, implies that v(ỹ) = 1+λ v(x). In particular, for every
1
ỹ ∈ Tkk̃ \ Tk with x ∼ ỹ and x ∈ Tk , we have

λ
v(x) − v(ỹ) = v(x) = αv(x) (4.3)
1+λ
λ
for α = 1+λ .
Now, by (4.3) and by averaging v over spheres in Tk , it suffices to consider
positive functions w defined on Tk whose value depends only on the distance from
x0 and which satisfy
∆Tk + αk̃(r) + λ w(r) = 0 (4.4)
where ∆Tk denotes the Laplacian on Tk and r is the distance from x0 . The sto-
chastic incompleteness of Tkk̃ is then equivalent to such a function being bounded.

For r = 0, (4.4) states that k(0) w(0) − w(1) + αk̃(0) + λ w(0) = 0. Therefore,
& '
αk̃(0) + λ
w(1) − w(0) = w(0). (4.5)
k(0)

For r > 0, (4.4) states that k(r) w(r) − w(r + 1) + w(r) − w(r − 1) + (αk̃(r) +
λ)w(r) = 0. Therefore,
& '
αk̃(r) + λ 1
w(r + 1) − w(r) = w(r) + w(r) − w(r − 1) . (4.6)
k(r) k(r)
Applying (4.5) and (4.6), it follows by induction that w(r + 1) − w(r) > 0 for
all r ≥ 0. Therefore, the increment w(r + 1) − w(r) can be estimated as follows:
& ' & '
αk̃(r) + λ αk̃(r) + λ + 1
w(r) ≤ w(r + 1) − w(r) < w(r).
k(r) k(r)
Therefore,
& ' & '
αk̃(r) + λ αk̃(r) + λ + 1
1+ w(r) ≤ w(r + 1) < 1+ w(r)
k(r) k(r)
and iterating this down to r = 0 gives

& ' & '
r
αk̃(i) + λ r
αk̃(i) + λ + 1
1+ w(0) ≤ w(r + 1) < 1+ w(0).
i=0
k(i) i=0
k(i)
It follows that Tkk̃ is stochastically incomplete if and only if

∞ ∞
k̃(r) + λ k̃(r) + 1
v is bounded ⇔ w is bounded ⇔ 1+ <∞⇔ < ∞.
r=0
k(r) r=0
k(r)

Example 4.5. As an example, we let k(r) = (r + 1)2 and k̃(r) = r + 1 so that
Tk is stochastically incomplete and Tk ⊂ Tkk̃ with Tkk̃ complete. Note that, on Tkk̃ ,
K+ (r) = (r + 1)2 + (r + 1) while k+ (r) = 0 for r > 0, so that neither of our general
results concerning the stochastic completeness of trees apply in this case.
Remark 4.6. If k̃(r) = 0 for all r ≥ 0, then we recover the result for spherically
symmetric trees
∞ mentioned previously, that is, Tk is stochastically incomplete if
1
and only if r=0 k(r) < ∞.
Remark 4.7. The only difference between this construction, where we connect
terminal vertices to each vertex in Tk , and the one in [22], where one attaches
λ
paths to infinity, is in the constant α = 1+λ in (4.3). Namely, when one attaches a
path to a vertex x ∈ Tk , by identifying that vertex with the vertex 0 in the graph
N, then a calculation with difference equations gives that

λ + λ(λ + 2)
v(x) − v(1) = v(x) = βv(x)
λ + 2 + λ(λ + 2)
and one replaces the constant α in (4.3) with the constant β. We mention this
fact to make it clear, as Keller and Lenz in [22] do, that it is not necessary to add
terminal vertices to a graph in order to construct the complete supergraph.
4.2. Spherically symmetric graphs
We now give a necessary and sufficient condition for the stochastic incompleteness
of spherically symmetric graphs and illustrate the result with several examples.
We consider graphs with a vertex x0 such that m± (x) = |{y | y ∼ x and r(y) =
r(x)±1}| where r(y) = d(y, x0 ), depend only on the distance between x and x0 . We
write k± (r) for the common values of m± (x) on Sr . We call such graphs spherically
symmetric and denote them by Gk± . For the special case of spherically symmetric
trees Tk discussed previously, it follows that k+ (r) = k(r) and k− (r) = 1.
Note, that we make no assumptions concerning m0 (x) = |{y | y ∼ x and
r(y) = r(x)}| and it will become clear in the course of the proof of the next
theorem that these quantities play no role in the stochastic incompleteness of
Gk± . This is somewhat surprising as one might expect that by choosing m0 (x)
large and making the spheres highly connected one might slow the diffusion down,
but this is not the case and we give an interpretation of this in Remark 4.10 below.
We recall that S(r) denotes the number of vertices in the sphere of radius r about
x0 , while
rV (r) denotes the number of vertices in the ball of radius r, so that,
V (r) = i=0 S(i).
Theorem 4.8. Gk± is stochastically incomplete if and only if
∞
V (r)
< ∞.
r=0
k+ (r)S(r)
Proof. Let v > 0 satisfy (∆+λ)v(x) = 0 for λ > 0 and x ∈ Gk± . By averaging over
spheres, it suffices to consider functions depending only of the distance from x0 .
That is, if v satisfies the conditions above, then,
using the identities k+ (r)S(r) =
1
k− (r + 1)S(r + 1), it follows that w(r) = S(r) x∈Sr v(x) satisfies (∆ + λ)w(r) = 0
for all r ≥ 0. Note that, it is at this point that the terms involving m0 (x) cancel
out.
Therefore, we consider positive functions w satisfying (∆ + λ)w(r) = 0 for
λ > 0 and r ≥ 0. We claim that
λ r
w(r + 1) − w(r) = S(i)w(i). (4.7)
k+ (r)S(r) i=0

This follows by induction. For r = 0, we have (∆ + λ)w(0) = k+ (0) w(0) − w(1) +
λw(0) = 0 which implies that
λ
w(1) − w(0) = w(0).
k+ (0)

Now,
for r > 0,(∆ + λ)w(r) = 0 implies that k + (r) w(r + 1) − w(r) =
k− (r) w(r) − w(r − 1) + λw(r). Therefore, if (4.7) holds for w(r) − w(r − 1), then,
applying k+ (r − 1)S(r − 1) = k− (r)S(r), we obtain
k− (r) λ
w(r + 1) − w(r) = w(r) − w(r − 1) + w(r)
k+ (r) k+ (r)
& '
k− (r) λ
r−1
λ
= S(i)w(i) + w(r)
k+ (r) k+ (r − 1)S(r − 1) i=0 k+ (r)
λ
r−1
λ
= S(i)w(i) + w(r)
k+ (r)S(r) i=0 k+ (r)
λ r
= S(i)w(i)
k+ (r)S(r) i=0
establishing (4.7).
In particular, (4.7) implies that w(r + 1) > w(r) for all r ≥ 0 so that the
increments w(r + 1) − w(r) can be estimated as follows:
λV (r) λV (r)
w(0) ≤ w(r + 1) − w(r) ≤ w(r).
k+ (r)S(r) k+ (r)S(r)
∞
Therefore, if ∞ V (r)
r=0 k+ (r)S(r) = ∞, then r=0 w(r + 1) − w(r) = ∞ and w is
unbounded. On the other hand,
r
λV (r) λV (i)
w(r + 1) ≤ 1 + w(r) ≤ 1+ w(0)
k+ (r)S(r) i=0
k+ (i)S(i)
∞ V (r)
so that, if r=0 k+ (r)S(r) < ∞, then w is bounded.
We now illustrate the theorem by giving several examples.
Example 4.9. For the case of spherically symmetric trees, k+ (r) = k(r), the branch-
ing number, and k− (r) = 1. Furthermore, k+ (r)S(r) = S(r + 1), so that Theorem
4.8 implies that Tk is stochastically incomplete if and only if
∞
V (r)
< ∞. (4.8)
r=0
S(r + 1)
$r−1
For such trees, S(r) = i=0 k+ (i) and, by the limit comparison test for series,
(4.8) is equivalent to
∞
1
<∞ (4.9)
r=0
k+ (r)
which was obtained as Corollary 3.8 in [31] and, as a special case, in Theorem 4.4.
One can extend these examples by connecting any number of vertices on a
particular sphere Sr in Tk and this has no effect on the stochastic completeness.
That is, let Tk ⊂ Gk , where Gk is obtained by connecting some number of vertices
on each sphere Sr . Then, Theorem 4.8 shows that Gk is stochastically incomplete
if and only if
∞
V (r)
< ∞. (4.10)
r=0
S(r + 1)
Furthermore, by applying heat kernel comparison theorems, it follows that
the heat kernels on Tk and Gk are equal. Specifically, it is easy to see that the heat
kernel on Tk depends only on the distance from x0 , that is, pTt k (x0 , x) = pTt k (r) for
all x ∈ Sr . Then, applying Theorem 3.11 in [31], it follows that pG Tk
t (x0 , x) = pt (r)
k
for all x ∈ Sr , where pt (x0 , x) denotes the heat kernel on Gk . This gives another
Gk
proof of the fact that Gk is stochastically incomplete if and only if Tk is, since Gk
and Tk have the same set of vertices.
The graphs Gk are an analog of model manifolds and the criterion (4.10)
# ∞ V (r)
corresponds to the condition S(r) dr < ∞ in (3.2). Specifically, dV (r) := V (r +
1) − V (r) = S(r + 1) plays the role of V (r) = S(r) from the manifold case. The
essential point for the correspondence, apart from the spherical symmetry, is that
each vertex in Gk has a unique shortest path connecting it to the origin vertex x0 ,
which is also the case for model manifolds.
Remark 4.10. It is surprising that the criteria (4.8) and (4.9) for stochastic in-
completeness apply to Gk as well as to Tk . For example, take Tk with k+ (r) =
k(r) = (r + 1)2 so that Tk is stochastically incomplete with S(r) = (r!)2 . Now,
connect each vertex x ∈ Sr to every other vertex in Sr to obtain Gk . Then, at
x ∈ Sr ⊂ Gk , m+ (x) = k+ (r) = (r + 1)2 , while m0 (x) = (r!)2 − 1 so, probabilisti-
cally, the particle is much more likely to remain on the sphere Sr than to continue
outwards. On the other hand, Theorem 4.4 shows that adding only k̃(r) = r + 1
terminal vertices at x does have the effect of trapping the particle.
This contrast can be understood in light of the following model for the dif-
fusion process governed by the heat kernel. The direction of each jump is chosen
randomly with probabilities as in the case of the simple random walk on the graph;
however, the holding time of the particle at a vertex is a random variable whose
exponential distribution depends on the valence of the vertex. Specifically, if the
particle undergoing the diffusion is at a vertex x at time s, then it will jump, after
1
a random time, to one of the neighbors of x with probability m(x) . Furthermore,
the probability that it has not jumped from the vertex x at time s + t is e−tm(x) .
See [3, 23] for more details on this model of the diffusion process.
Therefore, in the example above, although the particle will most likely jump
to another vertex on the same sphere, the factorial valence at that vertex implies
that the particle is not expected to remain there for long. In the case of adding
terminal vertices, the holding time of the particle at a vertex of valence one is
expected to be much longer then at a vertex of high valency and this explains
why, in this case, the particle is slowed down and explosion does not occur.
Example 4.11. Let S(r) be given with S(0) = 1. We then connect each vertex in
Sr to every vertex in Sr+1 for all r ≥ 0. Such graphs are spherically symmetric
with k+ (r) = S(r + 1) and k− (r) = S(r − 1) and we denote them by GS . Theorem
4.8 then implies that GS is stochastically incomplete if and only if
∞ r
i=0 S(i)
< ∞. (4.11)
r=0
S(r + 1)S(r)
This allows us to create many examples of stochastically incomplete graphs

with polynomial volume growth. For example, letting S(r) = (r + 1)3 then, by
2 2
(4.11), GS is stochastically incomplete with V (r) = (r+1) 4(r+2) . Moreover, these
∞
r=0 k+ (r) < ∞ which is sufficient for the
1
examples show that the condition
stochastic incompleteness of trees is not, in general, sufficient by considering GS
with k+ (r) = S(r + 1) = (r + 2)2 .
Furthermore, given any graph, not necessarily spherically symmetric, whose
spheres satisfy (4.11) for some vertex x0 , one can create a spherically symmetric
stochastically incomplete graph by connecting all vertices in Sr to all vertices in
Sr+1 for r ≥ 0. This operation, where we add edges but do not change the vertex set
to obtain a stochastically incomplete graph from a complete one, is complementary
to the procedure from [22] described in Section 4.1, where we added vertices and
edges to obtain a complete graph from an incomplete one. On the other hand, in
Example 4.9 we discussed how adding edges along the same sphere has, in this
case, no effect on stochastic completeness.
Example 4.12. One can also apply our techniques to the case of the weighted
Laplacian as found in [6] and, as a special case, in [22, 23]. For example, consider
the weighted graph Na with vertex set V = {0, 1, 2, . . .}, edges r ∼ r + 1 for
r = 0, 1, 2, . . ., and edge weights a(r) = ar,r+1 . Consider a function v on the
vertices of Na satisfying (A + λ)v(r) = 0 for r = 0, 1, 2, . . . where A denotes
the weighted Laplacian. It follows that v(1) − v(0) = a(0) λ
v(0) and one shows by
induction that
λ
r
v(r + 1) − v(r) = v(i).
a(r) i=0
Therefore, estimating as in Theorem 4.8, we have that v will be bounded if and
only if
∞
r
<∞
r=0
a(r)
which is a special case of Theorem 4.8 with S(r) = 1 and k+ (r) = a(r).
5. Concluding remarks
5.1. Volume growth
We have shown that, with respect to volume growth, stochastically incomplete
manifolds and graphs exhibit quite different behavior. However, we still believe that
a general criterion for stochastic completeness of graphs in terms of volume growth,
in analogy to Grigoryan’s result, should exist. On the other hand, as mentioned
previously, in [2], it is shown that the criterion for stochastic completeness of
# ∞ V (r)
model manifolds, that is, S(r) dr = ∞, does not imply stochastic completeness
# ∞ V (r)
S(r) dr < ∞
of general manifolds. Furthermore, it is also shown in [2] that
does not, in general, imply stochastic incompleteness. We are already in a position
to prove the analogous statements for graphs.
∞ V (r)
First, we show that the condition r=0 S(r+1) = ∞ does not imply stochastic
completeness. For this, take GS with S(r) = (r+1)3 in Example 4.11. This example
is stochastically incomplete but V (r) > S(r + 1) for r large.
∞ V (r)
To show that r=0 S(r+1) < ∞ does not imply stochastic incompleteness,
consider Example 4.5 where we take Tkk̃ with k(r) = (r + 1)2 and k̃(r) = r + 1.
By Theorem 4.4, Tkk̃ is stochastically complete. Let S(r) and V (r) denote the
"
area of the sphere and volume of the ball in Tk while S(r) and V" (r) denote the
k̃ 2
r
corresponding quantities in Tk . Then S(r) = (r!) and V (r) = i=0 S(i) and,
∞ V (r)
" =
from Theorem 4.8, we know that r=0 S(r+1) < ∞. For Tkk̃ , we have that S(r)
r
S(r) + rS(r − 1) where we set S(−1) = 0. Therefore, V" (r) =
i=0
" = V (r) +
S(i)
r
i=0 iS(i − 1) and we have that
∞ ∞
V" (r) V (r) + ri=0 iS(i − 1)
=
" S(r + 1) + (r + 1)S(r)
r=0 S(r + 1) r=0
∞
∞
rV (r − 1)
V (r)
< + < ∞.
r=0
S(r + 1) r=1 (r + 1)S(r)
5.2. Discretization and rough isometries

There is a well-known discretization procedure originating in the works of M. Kanai
in which a graph is associated to a Riemannian manifold in such a way that many
properties of the graph reflect those of the manifold [18, 19]. This procedure is
used to show that certain properties of manifolds are preserved by rough isome-
tries. For example, in [19, Theorem 1], Kanai shows that rough isometries preserve
the property of a manifold to be parabolic. The proof uses a graph to approxi-
mate the manifold, shows that parabolicity is preserved during the discretization,
and then shows that rough isometries preserve the parabolicity of graphs. The
same technique is used in [18] to show that volume growth is preserved by rough
isometries.
However, a crucial assumption in Kanai’s construction is that the manifolds
and graphs have bounded geometry. For manifolds, this means, in particular, that
the Ricci curvature is bounded from below and for graphs this means that the
valence is uniformly bounded from above. As we have mentioned previously, these
assumptions automatically imply that the spaces in question are stochastically
complete and Kanai’s rough isometry scheme does not apply in our case. In par-
ticular, in Example 4.5 the graphs Tk and Tkk̃ are roughly isometric but Tk is
stochastically incomplete while Tkk̃ is stochastically complete.
5.3. Quantum graphs

As mentioned previously, Grigoryan’s volume criterion (3.1) was extended to the
more general setting of local Dirichlet spaces by Sturm [28]. In particular, metric
or quantum graphs are covered by this extension. Therefore, we have shown that,
with respect to volume growth, solutions of the heat equation behave differently
on quantum and discrete graphs. This is also the case for solutions of the wave
equation where, in the quantum graph setting, as on manifolds, solutions of the
wave equation have finite propagation speed, in contrast to the case of discrete
graphs. See [10] for details.
Acknowledgment
I would like to thank many people with whom I’ve had helpful and inspiring
discussions while working on the material in this article. In particular, I would
like to thank Józef Dodziuk, Pedro Freitas, Sebastian Haeseler, Matthias Keller,
Daniel Lenz, Erin Pearse, Florian Sobieczky, and Jean-Claude Zambrini.
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Radoslaw Krzysztof Wojciechowski

Grupo de Fı́sica-Matemática
Complexo Interdisciplinar da Universidade de Lisboa
Av. Prof. Gama Pinto, 2
PT–1649–003 Lisboa, Portugal
e-mail: radoslaw@cii.fc.ul.pt

Generalized Solutions and Spectrum for

Dirichlet Forms on Graphs
Sebastian Haeseler and Matthias Keller
Abstract. In the framework of regular Dirichlet forms we consider operators

on infinite graphs. We study the connection of the existence of solutions
with certain properties and the spectrum of the operators. In particular we
prove a version of the Allegretto-Piepenbrink theorem which says that pos-
itive (super)-solutions to a generalized eigenvalue equation exist exactly for
energies not exceeding the infimum of the spectrum. Moreover we show a
version of Shnol’s theorem, which says that existence of solutions satisfying a
growth condition with respect to a given boundary measure implies that the
corresponding energy is in the spectrum.
Mathematics Subject Classification (2000). Primary 47B39; Secondary 35P05.
1. Introduction
The relation between spectrum and generalized solutions for elliptic operators has
been studied for many decades. There are two statements which seem to hold in
great generality:
• For a given energy there exist positive (super)-solutions if and only if the
energy does not exceed the infimum of the spectrum.
• An energy for which solutions with certain growth restrictions exist is in the
spectrum.
The first statement is sometimes referred to as the Allegretto-Piepenbrink theorem
and the second statement as Shnol’s theorem.
In the present work we want to present and prove precise versions of the re-
sults mentioned above in the context of regular Dirichlet forms on infinite graphs.
These forms lead to nearest neighbor operators with positive potentials on
2 -
spaces of weighted graphs with arbitrary measure. These operators are also dis-
cussed under the name of graph Laplacians or operators on networks. Let us em-
phasize that we do not need the restriction of local finiteness of the graph. For
182 S. Haeseler and M. Keller
background and basic features we refer the reader to [12, 13]. As mentioned above
some of the results proven in this paper are certainly known in some contexts.
However to the best of our knowledge the results in the present general and com-
plete form are not found elsewhere. We have tried to present the techniques of
proof in a transparent and self-contained way to make the material accessible to
readers from various backgrounds.
Let us briefly review some of the history of the results mentioned above
(see also the corresponding sections for further recent references). The Allegretto-
Piepenbrink theorem was first studied in the context of second-order partial differ-
ential equations [1, 18, 20] where oscillatory behavior of solutions was investigated.
In [3, 8, 27] the question was studied for Riemannian manifolds and a survey for
Schrödinger semi-groups is found in [24]. Recently in [16] a result of this type was
proven in the general context of strongly local Dirichlet forms. For further discus-
sion and references we refer to [17]. In contrast to the situations discussed so far
Dirichlet forms on discrete spaces are not strongly local. The simplest examples
of such non-local forms appear along with locally finite graphs and Laplace opera-
tors. In this situation the first results can be found in [4, 6] (without weights) and
more recently in [7, 5], where weights of the edges and potentials bounded from
below are allowed. For infinite matrices with non-negative entries and bounded
spectral radius, as they appear for instance in the context of random walks, a cor-
responding result is often discussed under the name of Perron-Frobenius theorem.
For references we refer to [19, 21, 28, 29, 30]. Let us finally mention [9] where the
implication that positive solutions cannot exist above the infimum of the spectrum
are proven for a very general class of non-local quadratic forms on Rd . Those forms
are not required to be local and it is mentioned that the method also works for
the graph case.
Let us now turn to some of the history of Shnol’s theorem. The classical
Shnol’ theorem, see [25], deals with the Schrödinger equation in Rd with a potential
bounded from below. It says that the existence of a solution which grows at most
subexponentially implies that the corresponding energy lies in the spectrum. On
the other hand there exist examples of generalized eigenfunctions where the energy
does not belong to the spectrum due to exponential growth of the solution. Later
the result was rediscovered in [23, 24]. In [2] a Shnol’ type theorem is proven for
strongly local Dirichlet forms. There, the condition of subexponential growth is
measured in terms of the so-called intrinsic metric. Confirm also [17] for further
background and references. For quantum graphs a Shnol’ theorem is proven in
[14]. There it is mentioned that an analogous theorem also holds for combinatorial
graphs.
The paper is structured as follows. In Section 2 we define the set-up and re-
call some basic facts about Dirichlet forms on graphs. A version of the Allegretto-
Piepenbrink theorem is stated and proven in Section 3. The proof is divided into
several parts some of which may be interesting on their own right. In Subsection 3.1
we provide a ground state representation for the forms in our context. Moreover
we prove a Harnack inequality and a minimum principle on finite sets in Subsec-
Generalized Solutions and Spectrum for Dirichlet Forms 183
tion 3.2. Section 4 is devoted to the proof of two versions of Shnol’s theorem. To
do so we introduce two notions of boundary in Subsection 4.1. The two versions
are stated in the same section as the boundary is introduced and are proven in
Subsection 4.2. In Subsection 4.3 we take a closer look at the special case where
the Laplace part of the operator is bounded. In this situation it suffices to look
for subexponentially bounded functions. This case arguably resembles the original
Shnol’ theorem best. Finally in Section 5 we briefly discuss which of our results
still hold in a setting of non-regular Dirichlet forms.
2. Definitions and preliminaries

Let V be a countable set. For a measure m : V → (0, ∞) let

2 (V, m) = {u : V → R | |u(x)|2 m(x) < ∞}
x∈V
and denote the corresponding scalar product by ·, · and the corresponding norm
by ·. Let b : V × V → [0, ∞) be such that
b(x, y) = b(y, x) for all x, y ∈ V
(b1)
(b2) y∈V b(x, y) < ∞ for all x ∈ V
and let c : V → [0, ∞). We can associate a weighted graph (V, b) to b by letting
V be the vertex set and saying of vertices x, y ∈ V is connected by an edge with
weight b(x, y) whenever b(x, y) > 0. In this case we write x ∼ y. A graph is called
locally finite if we have
|{y ∈ V | x ∼ y}| < ∞
for all x ∈ V . We say a set W ⊆ V is connected if for all x, y ∈ W there exists
a finite sequence of vertices x = x0 , . . . , xn = y in W such that xj ∼ xj+1 ,
j = 0, . . . , n − 1. We call such a sequence of vertices a path from x to y and n the
length of the path. We denote by d(x, y) the infimum of lengths of paths connecting
x, y ∈ V . This defines a metric if the graph is connected and is called the graph
metric. Note that for the metric it is only relevant whether the values of b(x, y)
are zero or non-zero.
Let Qmax := Qmax b,c,m :
(V, m) → [0, ∞] be given by
2
1
Qmax (u) = b(x, y)(u(x) − u(y))2 + c(x)u(x)2 ,
2
x,y∈V x∈V
and D(Q max

) = {u ∈
(V, m) | Q
2
(u) < ∞}. By (b2) it follows that cc (V ) ⊆
max
D(Qmax ). Let Q be the restriction of Qmax to

·Q
D(Q) = cc (V ) .

where ·Q := ·2 + Qmax (·) and cc (V ) is the space of finitely supported func-
tions. By Fatou’s lemma Qmax is closed and hence every restriction is closable.
Thus the form Q is closed by definition of D(Q). Moreover cc (V ) ⊆ D(Q) implies
that Q is regular, i.e., D(Q)∩cc (V ) is dense in cc (V ) with respect to the supremum
norm ·∞ and D(Q) with respect to ·Q . For a discussion in which situation this
regularity assumption is needed we refer to Section 5. By polarization we get a
bilinear form D(Q) × D(Q) → R which we denote also by Q and which has the
mapping rule
1
Q(u, v) = b(x, y)(u(x) − u(y))(v(x) − v(y)) + c(x)u(x)v(x).
2
x,y∈V x∈V
One can check that (Q, D(Q)) is a Dirichlet form (see [10, Theorem 3.1.1]), i.e.,
(Q, D(Q)) is closed, C(u) ∈ D(Q) and Q(C(u)) ≤ Q(u) for all u ∈ D(Q) and all
normal contractions C. (A normal contraction is a mapping C : R → R satisfying
C(0) = 0 and |C(x)− C(y)| ≤ |x−y|, x, y ∈ R.) For background on Dirichlet forms
see [10]. By general theory there is a self-adjoint positive operator L : D(L) ⊆
2 (V, m) →
2 (V, m) which represents the form Q. Moreover we let
)
"
F := w : V → R | b(x, y)|w(y)| < ∞ for all x ∈ V
y∈V
and
" 1 c(x)
Lw(x) := b(x, y)(w(x) − w(y)) + w(x),
m(x) m(x)
y∈V
where, for each x ∈ V , the sum exists by assumption on w. Then L is a restriction

" (see [12]).
of L
In [12] the question is addressed whether the operator L is essentially self-
adjoint. Essential self-adjointness on cc (V ) is proven under the geometric assump-
tion
(A) Every
path (xn ) of pairwise distinct vertices has infinite measure, i.e.,
n m(x n) = ∞
and provided that Lc " c (V ) ⊆

2 (V, m). Note, inf x∈V m(x) > 0 implies (A). For
instance this is the case if m ≡ 1. Moreover (A) implies D(Q) = D(Qmax ). However
for the results presented in this paper we do not need essential self-adjointness of
the operator nor assumption (A).
We call a function w ∈ F" a solution to E ∈ R, if for all x ∈ V
"
Lw(x) = Ew(x).
Moreover we call a function w ∈ F" a super-solution to E ∈ R whenever Lw(x)
" ≥
Ew(x). In the following, we will always assume that w ∈ F" whenever Lw
" appears
in an inequality.
We denote the bottom of the spectrum of L by
E0 := E0 (L) := inf σ(L).
We call E0 the ground state energy. Moreover we call a non-trivial w : V → R
" − E0 )w = 0 a ground state. The ground state energy can be obtained
such that (L
by the Rayleigh-Ritz variational formula (see for instance [22])

Q(u) Q(u)
E0 = inf 2 = inf 2,
u∈D(Q) u u∈cc (V ) u
where the last equality follows since Q is regular.
3. The Allegretto-Piepenbrink theorem

The theorem we prove in this section connects the existence of positive (super)-
solutions for an energy with the bottom of the spectrum of the corresponding
operator. The first part of the theorem says that if there is a positive super-
solution, then the energy lies below or at the bottom of the spectrum. This part is
proven by a ground state representation of the Dirichlet form which is presented
in Subsection 3.1. The second part shows that for every energy not exceeding the
infimum of the spectrum there is a positive super-solution. This will be proven by
a Harnack inequality and a corresponding minimum principle which will be given
in Subsection 3.2. We have already discussed some of the history of this theorem.
Let us also mention that an alternative proof for the Laplacian of a graph without
weights and measure m ≡ 1 was recently given in [31].
Theorem 3.1. (Allegretto-Piepenbrink theorem) Let V be connected and infinite
and let E ∈ R. Then the following are equivalent:
(i) E ≤ E0 .
" − E)w ≥ 0.
(ii) There exists a non-trivial w : V → [0, ∞) satisfying (L
" − E)w ≥ 0.
(iii) There exists w : V → (0, ∞) satisfying (L
Moreover if the graph (V, b) is locally finite the above is also equivalent to:
(iv) There exists w : V → (0, ∞) satisfying (L " − E)w = 0.
It is clear that in the case where the graph is finite (i) and (iv) are not
equivalent. One might ask whether (i) implies (iv) for infinite graphs which are
not locally finite. The following example shows that this is in general not the case.
Example. The example is a so-called star graph. Let V = N0 , m ≡ 1, c ≡ 0 and
b satisfy (b1), (b2) such that b(k, n) > 0 if and only if either k = 0 or n = 0.
Suppose w is a non-negative solution to E ∈ R \ {0}. Then we have for k > 0
L̃w(k) = b(k, 0)(w(k) − w(0)) = Ew(k)
and
∞

L̃w(0) = b(0, k)(w(0) − w(k)) = Ew(0).
k=1
Thus combining both equalities and dividing by E = 0 we get
∞
w(0) = − w(k)
k=1
which implies w ≡ 0 since we assumed w ≥ 0.
3.1. The ground state representation

In this section we show that we can transform the form Q with respect to a positive
ground state. Additionally it is sufficient to have a positive super-solution for the
ground state energy to prove a respective inequality. One should mention that
a ground state representation can be proven in a far more general setting. The
situation of certain non-local forms on Rd which is presented [9] can be carried
over to our situation as is also pointed out there. Moreover the special case where
the underlying graph is Zd is considered in [11].
Let w ∈ F" be positive and define bw : V × V → [0, ∞) by bw (x, y) =
b(x, y)w(x)w(y). Obviously (b1) is satisfied and (b2) follows from w ∈ F". Moreover
denote the operator of multiplication by a positive function by the function itself.
−1
Define Qmaxw := Qmax
bw ,0,m (w ·) :
2 (V, m) → [0, ∞] and D(Qmax
w ) = {u ∈
(V, m) |
2
Qw (u) < ∞} which gives

max
2
1 u(x) u(y)
max
Qw (u) = b(x, y)w(x)w(y) − .
2 w(x) w(y)
x,y∈V
Since bw satisfies (b1), (b2) and w−1 (cc (V )) = cc (V ) we have cc (V ) ⊆ D(Qmax

w ).
By the definition and the discussion in the previous section the restriction Qw of
Qmax
w to
·Qw
D(Qw ) = cc (V )
defines a symmetric, non-negative, closed, regular bilinear form. We will employ
Qw in the case where w is a (super)-solution to L " and some energy. In this case
the potential c : V → [0, ∞) enters the definition of Qw indirectly via w.
Proposition 3.2. (Ground state representation) Let w : V → (0, ∞) and E ∈ R be

" − E)w = 0. Then for u ∈ D(Q) ∩ D(Qw ) we have
such that (L
2
Q(u) = Qw (u) + E u .
" − E)w ≥ 0 one still has Q(u) ≥ Qw (u) + E u2 for u ∈ D(Q) ∩ D(Qw ).
If only (L
Proof. Let u, v ∈ cc (V ) such that u = wv. We employ the property that w is a

" = Ew and write out the definition of Lw
solution to Lw "

Eu(x)2 m(x) = "
Lw(x) v(x)u(x)m(x)
x∈V x∈V

= b(x, y)(w(x) − w(y))w(x)v(x)2 + c(x)u(x)2 .
x,y∈V x∈V
1

We write the first sum as two equal parts in the sense of 2 . . . + 12 . . .. In
one of these sums we factor out −1 and exchange x and y by renaming and use
b(x, y) = b(y, x) by (b1). Since w is a solution and therefore in F", all sums converge
absolutely. Hence application of Fubini’s theorem is justified and after adding the
two sums we obtain
1
··· = b(x, y)(w(x) − w(y)) w(x)v(x)2 − w(y)v(y)2 + c(x)u(x)2 .
2
x,y∈V x∈V
We continue with the terms in the first sum. We use v = u/w

(w(x) − w(y))(w(x)v(x)2 − w(y)v(y)2 )
2
u(x) u(y)
= (u(x) − u(y))2 − w(x)w(y) − .
w(x) w(y)
Multiplying both terms on the right-hand side by b(x, y) and summing each over
x, y ∈ V we get by the calculations above for u ∈ cc (V )
E u2 = Q(u) − Qw (u).
Since Q and Qw are regular the statement is true for all u ∈ D(Q) ∩ D(Qw ). In
" − E)w ≥ 0 the very first equality in the
the case where w is a super-solution (L
calculation above turns into ‘≤’ and we also obtain the desired result.
" − E)w ≥ 0. Then
Corollary 3.3. Let w : V → (0, ∞), E ∈ R be such that (L
E ≤ E0 .
Proof. This can be seen easily since Qw is non-negative, cc (V ) ⊆ D(Qw ) and by

the preceding proposition
E0 = inf Q(u) ≥ E + inf Qw (u) ≥ E.
u∈cc (V ),u=1 u∈cc (V ),u=1
3.2. A Harnack inequality

In this section we show that the maximum of a non-negative solution on a fi-
nite set can be bounded by a constant times its minimum on this set, where the
constant is independent of the function and depends continuously on the energy.
This inequality then directly implies a minimum principle, which says that a non-
trivial, non-negative super-solution is already positive and a pointwise bound for
the super-solution.
For operators on locally finite graphs a Harnack inequality can be found in
[4, 5, 6, 7]. There are more involved Harnack inequalities which are used for heat
kernel estimates and which require very restrictive boundedness assumptions on
the operator. For a survey of those estimates see [15].
Proposition 3.4 (Harnack inequality). Let W ⊆ V be a finite and connected set.
There exists a continuous, monotonically decreasing function CW : R → [0, ∞)
" − E)w ≥ 0 we have
such that for all super-solutions w : V → [0, ∞) satisfying (L
max w(x) ≤ CW (E) min w(x).
x∈W x∈W
Proof. Let w be a non-negative super-solution to E on W . A simple calculation

shows that w is also a super-solution to all E < E. Let I ⊂ R be the maximal
interval such that there exists a non-negative, nontrivial super-solution on W to
all values in I.
For E ∈ I and w ∈ F" a non-negative, nontrivial super-solution on W , we
proceed as follows: Since W is finite w takes its minimum at some y ∈ W and
its maximum at some x ∈ W . Let x0 , . . . , xn ∈ W be a path of pairwise distinct
vertices from y to x. We have for j = 1, . . . , n − 1 employing (L " − E )w(xj ) ≥ 0
& '
1
0≤ b(xj , z)(w(xj ) − w(z)) + c(xj )w(xj ) − E w(xj )
m(xj )
z∈V
& & ' '
1 b(xj , xj+1 )

≤ b(xj , z) + c(xj ) − E w(xj ) − w(xj+1 ),
m(xj ) m(xj )
z∈V
where the last inequality follows from w ≥ 0. We conclude

& '
1

w(xj+1 ) ≤ b(xj , z) + c(xj ) − m(xj )E w(xj ).
b(xj , xj+1 )
z∈V

Note that E < y (b(x, y) + c(x))/m(x) for all x ∈ V since otherwise by induc-
tion we conclude that w ≡ 0 on W , which is a contradiction. Now applying this
inequality recursively along the path from x to y we obtain
& '

n−1
1
w(x) ≤ b(xj , z) + c(xj ) − m(xj )E w(y) ≤ CW (E )w(y),
j=0
b(xj , xj+1 )
z∈V
with
& '

n−1
1

CW (E ) := max min b(xj , z) + c(xj ) − m(xj )E > 0,
x,y∈W x0 ∼···∼xn b(xj , xj+1 )
j=0 z∈V
where the minimum is taken over all paths connecting x and y, x = y. (Since
W is finite the maximum is taken over a finite set and thus CW (E ) is finite as
well.) The statement that CW is monotonously decreasing on I follows from its
definition and hence we can extend CW continuously to R \ I.
There are two corollaries of the Harnack inequality. For a similar minimum
principle as the following see also [12, Theorem 8] and [13, Theorem 7].
Corollary 3.5. (Minimum principle) Let W ⊆ V be connected, E ∈ R and w : V →

" − E)w ≥ 0 on W . Then either w > 0 or w ≡ 0 on W .
[0, ∞) satisfying (L
Proof. This is a direct consequence of the Harnack inequality combined with an

exhausting argument.
Remark 3.6. By Corollary 3.3 there are no positive solutions for energies above the
infimum of the spectrum. Together with the preceding corollary every non-negative
super-solution for E ∈ (E0 , ∞) is trivial. In this sense the Harnack inequality
becomes trivial for E ∈ (E0 , ∞).
Corollary 3.7. Let V be connected, x0 ∈ V and I ⊂ (−∞, E0 ] be bounded. For all
x ∈ V there exists Cx := Cx (x0 , I) > 0 such that for all w : V → [0, ∞) satisfying
" − E)w ≥ 0 for some E ∈ I we have
w(x0 ) = 1 and (L
Cx−1 ≤ w(x) ≤ Cx .
Proof. Let x ∈ V be arbitrary and W = {x0 , . . . , xn } a set of vertices which form
a path from x0 to x. By Harnack’s inequality there is CW (E) such that for all w
satisfying the assumption of the lemma we get
CW (E)−1 w(x0 ) ≤ w(x) ≤ CW (E)w(x0 ) = CW (E).
Since CW is monotonously decreasing by Proposition 3.4, it takes its maximum at
inf I. Hence Cx := CW (inf I) satisfies the assertion.
3.3. Two limiting procedures
In this subsection we introduce two limiting procedures. First we show how to ob-
tain a (super)-solution on V given a sequence of (super)-solutions on an exhausting
sequence of finite sets. Secondly we show that whenever we have a converging se-
quence of (super)-solutions and a converging sequence of energies the limiting
function is a (super)-solution with respect to the limiting energy.
We call a sequence (Wn ) of finite, connected
subsets of V an exhausting
sequence if Wn−1 ⊂ Wn for n ∈ N and V = n Wn .
Lemma 3.8. Let V be connected, (Wn ) an exhausting sequence and x0 ∈ W0 . For
E ∈ (−∞, E0 ] let wn : V → [0, ∞) be such that wn (x0 ) = 1 and (L" − E)wn ≥ 0
" " − E)w ≥ 0
on Wn for all n ∈ N. Then there exists a positive w ∈ F such that (L
on V . If in addition the graph is locally finite and the sequence (wn ) satisfies
" − E)wn = 0 on Wn for all n ∈ N, then there exists a positive w ∈ F" such that
(L
" − E)w = 0 on V .
(L
Proof. Since Cx−1 ≤ wn (x) ≤ Cx for all x ∈ V by Corollary 3.7 the set {wn } is
relatively compact in the topology of pointwise convergence. Hence there exists a
subsequence wnk converging pointwise to some w. For each x ∈ V there are only
finitely many n ∈ N where (L " − E)wn (x) ≥ 0 does not hold. By Fatou’s lemma we
get that w is a super-solution. We have w(x0 ) = 1 since wn (x0 ) = 1 for all n ∈ N
and thus by Corollary 3.5 we get that w is positive.
Suppose the graph is locally finite. By similar arguments as above we obtain for a
sequence of solutions (wn ) a positive solution in the limit since we are allowed to
interchange limits and sums due to local finiteness. More precisely this is possible
because in locally finite graphs all involved sums sum only over finitely many
non-zero terms.
We now turn to the second limiting procedure.

Lemma 3.9. Let (En ) be a sequence of real numbers converging to E, (wn ) a
sequence of non-negative functions on V converging pointwise to a function w
and assume (L " − En )wn ≥ 0 on a subset W ⊆ V . Then (L " − E)w ≥ 0 on W . If in
" − En )wn = 0
addition the graph is locally finite and the sequence (wn ) satisfies (L
on W for all n ∈ N, then (L " − E)w = 0 on W .
Proof. We obtainfrom (L " − En )wn (x) ≥ 0 for x ∈ W after multiplying by m(x)

and subtracting y b(x, y)wn (y) that
 

b(x, y)wn (y) ≤  b(x, y) + c(x) − m(x)En  wn (x).
y∈V y∈V
Since all terms are positive we obtain the first statement by Fatou’s lemma.
If (wn ) are solutions we have equality in the equation above. Moreover if the graph
is locally finite we can interchange the limit and the sum since b(x, y) > 0 for only
finitely many y ∈ V . This yields the second statement for every fixed x ∈ V .
3.4. Proof of the Allegretto-Piepenbrink theorem
In the proof of Theorem 3.1 we now put the pieces together. The direction which
is not immediate is (i)⇒(ii). The idea is to construct a sequence of super-solutions
by applying the resolvent (L − E)−1 to non-negative functions which are zero on
an exhausting sequence of V . We then take the limits along this sequence to obtain
super-solutions and let E tend to E0 . By a diagonal sequence argument we then
obtain the result.
Proof of Theorem 3.1. Clearly (ii) and (iii) are equivalent by the minimum prin-
ciple from Corollary 3.5. The implication (ii) ⇒ (i) is proven in Corollary 3.3.
We next show that (i) implies (iii). Let (Wn ) be an exhausting sequence of finite
subsets of V , (ϕn ) a sequence of non-negative, nontrivial functions in
2 (V, m) with
support in V \ Wn . Let x0 ∈ V . As the resolvent is positivity improving it follows
that (L − E)−1 ϕn (x0 ) > 0. Define
1
wn(E) := (L − E)−1 ϕn
(L − E)−1 ϕn (x0 )
(E) (E)
for E ∈ (−∞, E0 ). Obviously wn (x0 ) = 1. Moreover wn ∈ D(L) for all E ∈
"
(−∞, E0 ), since (−∞, E0 ) lies in the resolvent set of L. Since L is a restriction of L
(E)
the function wn is a super-solution and since the resolvent is positivity preserving
(E) (E)
(even positivity improving) we have wn ≥ 0 (even wn > 0). By Lemma 3.8
there is w (E)
: V → (0, ∞) such that (L " − E)w (x) ≥ 0 for all x ∈ V and
(E)
w(E) (x0 ) = 1. This yields the existence of non-negative nontrivial super-solutions

on (−∞, E0 ). Now let Em be a sequence in (−∞, E0 ) converging to E0 and denote
wm = w(Em ) . By Corollary 3.7 there exists Cx = Cx (x0 , {Em }) for each x ∈ V
such that Cx−1 ≤ wm (x) ≤ Cx for all m ∈ N. Hence the set {wm } is relatively
compact in the topology of pointwise convergence. By the Bolzano-Weierstrass

theorem and a diagonal sequence argument there exists a subsequence converging
pointwise to a function w. By Lemma 3.9 we have (L " − E0 )w ≥ 0 on V . Moreover
w is non-trivial since wm (x0 ) = 1 for all m ∈ N0 .
Obviously (iv) implies (iii). We now assume that the graph is locally finite to
show that (i) implies (iv). Note that by arguing as in the implication (i) ⇒ (ii),
Lemma 3.8 and Lemma 3.9 enable us to construct the desired solution to E.
4. Shnol’s theorem
The main idea of the theorems presented in this section is that the spectral values
of an operator can be determined by existence of suitable solutions. Clearly for
eigenvalues there are corresponding solutions in
2 (V, m), which are even in D(L).
However for an energy to be in the spectrum the existence of a Weyl sequence
is sufficient. Such a sequence can be constructed whenever a solution satisfies
a growth restriction with respect to a ‘boundary measure’ along a sequence of
growing sets. To this end we will introduce the ‘boundary measure’. Indeed we
have two candidates at hand, one of which will lead to an
2 -condition and the
other one to an
1 -condition. The
2 -condition seems to be more natural in view of
operator theory. On the other hand the
1 -condition has the more natural definition
of boundary from a geometric point of view. Finally in Subsection 4.3 we look at
operators with bounded Laplace part and arbitrary positive potential. In this case
it suffices to look for subexponentially growing solutions.
4.1. Two notions of boundary and Shnol’s theorem
We start with a definition of the boundary. Let A ⊆ V . We set Ac := V \ A and
define the boundary ∂A ⊆ A as
∂A := {y ∈ A | ∃x ∈ Ac : x ∼ y}.
Note that ∂A∪∂Ac is the set of vertices which are contained in an edge connecting
A and Ac . In what follows ∂Ac always means the boundary of Ac and not (∂A)c .
Next we define the boundary measures. The first one yields the
2 -condition.
Definition 4.1. For A ⊆ V we define the boundary measure
b(y, x)b(y, z)
µA : ∂A → (0, ∞], x → .
c
m(y)
y∈∂A z∈∂A
For w : V → R the boundary norm p of w with respect to A is defined as

& ' 12

2 2
p(w, A) := w(x) µA (x) + w(x) µAc (x) .
x∈∂A x∈∂Ac
The boundary norm p is an

2 -norm. The measure is determined in some
sense by the weight of the paths of length two into the complement of the set A
and back. It leads to the following version of Shnol’s theorem.
Theorem 4.2. (Shnol’s theorem –

2 -version) Let E ∈ R and w ∈ F" be a solution
" − E)w = 0. Assume there exists a sequence An ⊆ V , n ∈ N, such
to E, i.e., (L
that wn := w · 1An ∈ D(Q) and
p(w, An )
→ 0, n → ∞.
wn
Then E ∈ σ(L).
As mentioned above there is a second notion of boundary which seems to be
more natural in a geometric sense. However the corresponding boundary norm is
an
1 -norm.
Definition 4.3. Let A ⊆ V . We define the boundary measure
  12
b(x, y)2
νA : ∂A → (0, ∞], x →   .
c
m(y)
y∈∂A
For w : V → R the boundary norm q of w with respect to A is defined as

q(w, A) := |w(x)|νA (x) + |w(x)|νAc (x).
x∈∂A x∈∂Ac
The corresponding version of Shnol’s theorem is stated below.

Theorem 4.4. (Shnol’s theorem –
1 -version) Let E ∈ R and w ∈ F" be a solution
" − E)w = 0. Assume there exists a sequence An ⊆ V , n ∈ N such
to E, i.e., (L
that wn := w · 1An ∈ D(Q) and
q(w, An )
→ 0, n → ∞.
wn
Then E ∈ σ(L).
The proof consists of three parts. In the first step we estimate the ‘norm’ of
"
(L − E) applied to a restricted solution by the boundary norms. Second we recall
a generalized Weyl criterion for Dirichlet forms. Finally we prove a lemma which
allows us to connect the first and the second step. The proof of the theorem is
essentially reduced to putting the pieces together.
Before we turn to the proof let us briefly discuss the geometric interpretation
of the boundary measures introduced above:
A well-established way to measure the boundary of a set appears in the con-
text of Cheeger constants, which is used to estimate the bottom of the spectrum,
see [4, 5, 6, 13, 30, 31]. To obtain Cheeger’s constant an infimum over finite sets
is taken where one divides the measure of the boundary divided by the volume
of the set. Let us consider the case of a graph Laplacian without weights, i.e.,
b(x, y) ∈ {0, 1}, m ≡ 1 and c ≡ 0. Denote by deg the vertex degree of the graph.
In this context the measure of the boundary |∂E A| is exactly the number of edges
leaving the finite set A. It is a direct calculation that |∂E A| = Q(1A ). From this
perspective it is reasonable to compare our boundary measures to |∂E A| by look-

ing at q(1A , A) and p(1A , A). To do so let degA (x) be the number of edges which
contain x ∈ V and connect A and Ac . Note that degA is zero outside of ∂A ∪ ∂Ac .
We have with this notation

Q(1A ) = degA (x),
x∈∂A
  12

p(1A , A) =  degA (y) ,
x∈∂A y∈∂Ac ,y∼x
1
q(1A , A) = degA (x) 2 .
x∈∂A
An easy calculation shows that we always have

q(1A , A) ≤ Q(1A ) ≤ p(1A , A)2 .
As for the converse inequalities note
degA (∂Ac )−1 p(1A , A)2 ≤ Q(1A ) ≤ degA (∂A)q(1A , A)
where degA (B) := maxy∈B degA (x). In particular q(1A , A), Q(1A ) and p(1A , A)2
are all of the same order whenever there is a uniform upper bound on degA .
4.2. Proof of the Shnol’ type theorems

The following lemma is the key estimate for the proof of the two versions of Shnol’s
theorem.
Lemma 4.5. Let E ∈ R, w ∈ F" be a solution, i.e., (L" − E)w = 0 and A ⊆ V such
that wA := w · 1A ∈ D(Q). Then for all v ∈ cc (V ) we have

" − E)wA (x)v(x)|m(x) ≤ min{p(w, A), q(w, A)}v.
|(L
x∈V
Proof. A direct calculation shows that for x ∈ V


 + b(x, y)w(y), x ∈ A,
" 1

y∈∂Ac
(L − E)wA (x) = (∗)
m(x)  − b(x, y)w(y), x ∈ Ac .
y∈∂A
We first show the asserted inequality with respect to p(w, A). By (∗) we have
 2
1
" − E)wA 2 =
(L  b(x, y)w(y) .
m(x)
B∈{A,A } x∈B
c c y∈∂B
Here B ∈ {A, Ac } of course means that B is either the set A or the set Ac . We
continue to calculate with the inner terms of the sum. We get for B ∈ {A, Ac } and
x ∈ B by expanding
 2

 b(x, y)w(y) = b(x, y)b(x, z)w(y)w(z).
y∈∂B c y,z∈∂B c
Applying the inequality 2ab ≤ a2 + b2 to w(y)w(z) we obtain

1
··· ≤ b(x, y)b(x, z)(w(y)2 + w(z)2 ) = b(x, y)b(x, z)w(y)2 ,
2 c c
y,z∈∂B y,z∈∂B
where the equality follows from the symmetry of the terms after applying Fubini’s
theorem. Since all terms are positive this and all further applications of Fubini’s
theorem are justified. We also get for B ∈ {A, Ac } and x ∈ B by Fubini’s theorem
and since b(x, y) = 0 for y ∈ ∂B and x ∈ B c \ ∂B
1
w(y)2 µB c (y) = b(x, y)b(x, z)w(y)2
c
m(x) c
y∈∂B x∈B y,z∈∂B
Putting this together into the calculation at the beginning we get

" − E)wA 2 ≤
(L w(y)2 µB (y) = p(w, A)2 .
B∈{A,Ac } y∈∂B
The desired inequality associated with respect to p(w, A) now follows from the
Cauchy-Schwarz inequality. For the inequality associated with respect to q(w, A)
we get by (∗), the triangle inequality and Fubini’s theorem

" − E)wA (x)v(x)|m(x) ≤
|(L b(x, y)|w(y)v(x)|.
x∈V B∈{A,Ac } x∈∂B y∈∂B c
Applying the Cauchy-Schwarz inequality and the definition of q yield the statement
& '1& ' 12
b(x, y)2 2
··· ≤ |w(y)| |v(x)|2 m(x) = q(w, A)v.
m(x)
B∈{A,A } y∈∂B
c c x∈∂B x∈∂B

The second ingredient for the proof of the Shnol’ theorems is the following
Weyl-sequence criterion for Dirichlet forms. It is taken from [26], Lemma 1.4.4 and
we include it for completeness.
Proposition 4.6. Let h be a closed, semibounded form, H the associated self-adjoint
operator and suppose that D0 ⊆ D(h) is dense with respect to · h . Then the
following assertions are equivalent:
(i) E ∈ σ(H).
(ii) There exists a sequence (un ) in D(h) with un → 1 and
sup |h(un , v) − Eun , v| → 0, n → ∞.
v∈D0 ,vh ≤1
In [26] the proposition is stated with D0 = D(h). The extension to D0 dense

in D(h) is of course immediate.
The following lemma is a slight generalization of the second part of Propo-
sition 3.3 in [12]. It provides us with the possibility to pair F" and cc (V ) via the
form Q.
Lemma 4.7. Let w ∈ F" and v ∈ cc (V ). Then we have

"
Lw(x)v(x)m(x) = "
w(x)Lv(x)m(x)
x∈V x∈V
1
= b(x, y)(w(x) − w(y))(v(x) − v(y)) + c(x)w(x)v(x)
2
x,y∈V x∈V
and all sums converge absolutely. In particular if w ∈ D(Q) ∩ F" the term on the
right-hand side reads Q(w, v).

Proof. Since w ∈ F" we have y∈V b(x, y)|w(y)| < ∞ for all x ∈ V by definition.
This yields for v ∈ cc (V )

|b(x, y)w(x)v(y)| = |v(y)| b(x, y)|w(x)| < ∞.
x,y∈V y∈V x∈V
Moreover by (b2)

|b(x, y)w(x)v(x)| = |w(x)||v(x)| b(x, y) < ∞.
x,y∈V x∈V y∈V
Hence all sums which appear in the calculation converge absolutely. Now the
Lemma is a direct consequence of Fubini’s theorem.
We are now in the position to prove Theorem 4.2 and Theorem 4.4.
Proof of Theorem 4.2. Obviously we have wn = w · 1An ∈ F" whenever w is in F" .

Moreover we assumed wn ∈ D(Q). Therefore we get by Lemma 4.7 and Lemma 4.5
for v ∈ cc (V )

"
|(Q − E)(wn , v)| = (L − E)wn (x)v(x)m(x) ≤ p(w, An )v ≤ p(w, An )vQ .

x∈V
Thus E ∈ σ(L) follows from Proposition 4.6 and our assumptions.
Proof of Theorem 4.4. By the same arguments as in the proof of Theorem 4.2
|(Q − E)(wn , v)| ≤ q(w, An )vQ
and hence E ∈ σ(L) follows from Proposition 4.6 and our assumptions.
4.3. Bounded Laplacians in the magnifying glass

In this paragraph we want to take a closer look at the situation when the Laplace
part of the operator L associated to the form Q is bounded. More precisely we do
not assume that the potential c is bounded but that there exists Cb > 0 such that

b(x) := b(x, y) ≤ Cb m(x),
y∈V
for all x ∈ V . One can show that this is equivalent to L ≤ 2Cb , whenever c ≡ 0.
" is bounded on
p (V, m) for all p ∈ [1, ∞]
Moreover in this case the restriction of L
(for details see Section 3 of [13]).
Assuming such a finite Cb exists, any energy E that admits a subexponentially
bounded solution belongs to the spectrum. Recall that d(·, ·) is the graph metric
defined in Section 2.
Theorem 4.8. (Shnol’s theorem – bounded Laplace version) Assume there is Cb > 0
such that b(x) ≤ Cb m(x) for x ∈ V . Let w ∈ F" be a solution for some E ∈ R.
Assume further that w is subexponentially bounded with respect to the graph metric,
i.e., e−αd(·,x0) w ∈
2 (V, m) for all α > 0 and some fixed x0 ∈ V . Then E ∈ σ(L).
For the proof we follow the ideas of [2] for strongly local Dirichlet forms and
[14] for quantum graphs. A function J : [0, ∞) → [0, ∞) is said to be subexponen-
tially bounded if for any α > 0 there exists a Cα ≥ 0 such that J(r) ≤ Cα eαr for
all r > 0. For the proof of Theorem 4.8 we need the following auxiliary lemma.
Lemma 4.9. Let J : [0, ∞) → [0, ∞) be subexponentially bounded and m > 0. Then
for all δ > 0 there exist arbitrarily large numbers r > 0 such that J(r+m) ≤ eδ J(r).
Proof. Assume the contrary. Then there exists an r0 ≥ 0 such that J(r0 ) = 0 and
J(r + m) > eδ J(r) for all r ≥ r0 . By induction we get J(r0 + nm) > enδ J(r0 ) for
n ∈ N. This is a contradiction to J(r) ≤ Cα eαr for α(m + 1) < δ and large n.
Proof of Theorem 4.8. By assumption on Cb we have in particular that b(x, y) ≤
Cb m(x) for all x, y ∈ V . This yields for all A ⊆ V and x ∈ V
b(x, y)b(y, z)
µA (x) = ≤ Cb b(x, y) ≤ Cb2 m(x).
c
m(y) c
y∈∂A z∈∂A y∈∂A
Set wn := w·1Bn , where Bn is the distance-n-ball with respect to the graph metric.
Note that ∂Bn ⊆ Sn and Sn+1 = ∂Bnc for all n ∈ N. We obtain from the definition
of p and the estimate above

p(w, Bn )2 ≤ w(y)2 µBn (y) + w(y)2 µBnc (y)
y∈Sn y∈Sn+1

≤ Cb2 w(y)2 m(y)
y∈∂Sn ∪∂Sn+1
= Cb2 (wn+1 2 − wn−1 2 ).

Moreover

wn 2 = |eαd(x,x0 ) e−αd(x,x0) w(x)|2 m(x)
x∈Bn

≤ e2αn |e−αd(x,x0 ) w(x)|2 m(x)
x∈Bn
≤e 2αn
e−αd(x,x0) w2
which implies that the function n → wn 2 is subexponentially bounded as well.

Let (δn ) be a positive sequence converging to zero. By the previous lemma, for all
(n) (n)
n there exists a sequence (jk ) with jk → ∞ for k → ∞ such that
wj (n) +1 2 ≤ eδn wj (n) −1 2 .

k k
We pick a diagonal sequence which we denote by (nk ) and obtain
p(w, Bnk )2 2 wnk +1 − wnk −1 2 wnk −1

2 2 2
≤ C ≤ C (eδnk − 1) → 0, k → ∞.
wnk 2 b
wnk 2 b
wnk 2
Applying Theorem 4.2 gives E ∈ σ(L).
5. Non-regular Dirichlet forms – a short discussion

The aim of this final section is to review briefly which of the results in this paper
still hold when we drop the regularity assumption on (Q, D(Q)). Regularity is
always needed when one wants to approximate quantities by functions in cc (V )
and it is therefore a reasonable assumption. We have left this discussion until the
end for the sake of convenience and to avoid confusion. However many parts of the
results do not depend on the regularity of the form. Clearly the discussion is only
relevant when Q = Qmax (for an example which shows that this case can happen
see [12, Section 4]). For the following let Q be a Dirichlet form which is a closed
extension of Q, L the corresponding operator and E0 the corresponding ground
state energy.
In the Allegretto-Piepenbrink theorem (Theorem 3.1) the implication E ≤ E0
⇒ (ii), (iii) remains true for Q along with the Harnack inequality (Proposition 3.4)
and the minimum principle in (Corollary 3.5). Also the implication E ≤ E0 ⇒ (iv)
under the assumption of local finiteness still holds. The ground state representation
(Proposition 3.2) still holds for u ∈ cc (V ) ∩ D(Q ) ∩ D(Qw ). However if D(Q) =
D(Q ) the space cc (V ) ∩ D(Q ) ∩ D(Qw ) might be too small to conclude E ≤ E0
from (ii) or (iii).
The proof of Shnol’s theorem (Theorem 4.2 and 4.4) still goes through if one
additionally assumes wn ∈ D(L ). In order to make our proof work for wn ∈ D(Q )
one has to show the statement of Lemma 4.7 for functions v ∈ D(Q ).
Acknowledgment
The authors are grateful to Daniel Lenz for generously passing on his knowledge
about Dirichlet forms as well as giving various hints in several discussions. The
second author wants to thank Rupert Frank for sharing the ideas about the ground
state transformation for graphs. Moreover the authors are indebted to Rados law
Wojciechowski for pointing out some of the literature. The research of the second
author was financially supported by a grant from the Klaus Murmann Fellowship
Programme (sdw).
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Sebastian Haeseler and Matthias Keller

Mathematical Institute
Friedrich Schiller University Jena,
D-07743 Jena, Germany
e-mail: sebastian.haeseler@uni-jena.de
m.keller@uni-jena.de

A Geometric Approach to
Absolutely Continuous Spectrum for
Discrete Schrödinger Operators
Richard Froese, David Hasler and Wolfgang Spitzer
Abstract. We review a geometric approach to proving absolutely continuous

(ac) spectrum for random and deterministic Schrödinger operators developed
in [9–12]. We study decaying potentials in one dimension and present a simpli-
fied proof of ac spectrum of the Anderson model on trees. The latter implies
ac spectrum for a percolation model on trees. Finally, we introduce certain
loop tree models which lead to some interesting open problems.
Mathematics Subject Classification (2000). 82B44.
Keywords. Absolutely continuous spectrum, transfer matrices, hyperbolic ge-
ometry, tree graphs.
1. Introduction
The study of one-particle Schrödinger operators of the form H = −∆ + q with
kinetic energy −∆ and (random) potential q has caught the attention of many
researchers over several decades. As an introduction to this topic we recommend
the books by Cycon, Froese, Kirsch, Simon[6], by Stollmann [20], and the paper
by Kirsch [14].
In the discrete setting, we choose the kinetic energy to be the negative of
the adjacency matrix, ∆, of some graph G. The most important example is the
d-dimensional regular graph, Zd . Since there are only very few examples of poten-
tials, q, where the spectrum of H is known explicitly we would be content knowing,
for instance, the existence of point and absolutely continuous (henceforth ac) spec-
trum of H, the level statistics of eigenvalues or the long-time behavior under the
Schrödinger time evolution. For example, from scattering theory it is well known
that if q decays fast enough (that is, if q is integrable) then the spectrum of
H = −∆ + q inside the spectrum of −∆ (on Zd , this is the interval [−2d, 2d]) is
purely ac and outside this interval the spectrum is pure point.
202 R. Froese, D. Hasler and W. Spitzer
An important model in solid state physics concerns the case when q is a

random potential. In the simplest scenario we assume that the values q(v) and
q(w) for two different vertices v, w ∈ Zd are chosen independently from an a-priori
given probability measure, ν. Let us multiply the potential, q, by the factor a > 0
and interpret a as the disorder parameter. Anderson discovered in 1958 that for
large disorder or at large energy the spectrum of Ha = −∆ + a q is pure point.
By now there is an extensive literature on this phenomenon which is known as
Anderson localization. The proofs are based on the seminal work of Fröhlich and
Spencer [8] and of Aizenman and Molchanov [1]. However, there is currently no
proof of the existence of ac spectrum at small disorder (or delocalization) on Z3 .
This is considered an outstanding open problem in Mathematical Physics, also
known as the extended states conjecture.
One valuable contribution to this conjecture might come from replacing the
graph Zd by a simpler graph such as a tree and study there extended states (syn-
onymous with ac spectrum) for random potentials. This has indeed been achieved
first by Klein [16] in 1998 (and later by Aizenman, Sims, Warzel [2] in 2006) who
proved the extended states conjecture on trees. Motivated by Klein’s result we first
constructed novel examples of potentials on a tree that produce ac spectrum [9].
Then we reproved a variant of Klein’s result [10]. A simplified version of this proof
is presented in Section 5. In order to move somewhat closer to the lattice Zd we
consider a random potential on a tree that is strongly correlated instead of inde-
pendently distributed [11]. We prove that for small correlations (a large part of)
the ac spectrum is stable but it is well known that it disappears completely at
maximum correlation, see Section 6. In Section 7, we present three models where
we add loops to a (binary) tree. It is only the mean-field loop tree model where we
can solve the spectrum of the new Laplacian. On top of this Laplacian we add a
certain random potential and prove stability of a large ac component. After a short
review of some spectral theory we discuss one-dimensional Schrödinger operators.
We reprove the stability of the ac spectrum with respect to an integrable potential,
a Mourre estimate, and the stability with respect to a square integrable random
potential. The proofs follow from simple geometric properties of the Möbius trans-
formation (or transfer matrix) with respect to the Poincaré metric, which controls
the spreading of the Green function in terms of the potential. In Section 4, these
Möbius transformations are generalized to general graphs (including, for instance,
Zd and trees), and, like in one dimension, express the Green function as a limit of
products of Möbius transformations.
2. Setup
A graph G = (V, E) consists here of a countably infinite set V called the vertex
set. E ⊆ V × V is called the edge set and obeys
(i) if (v, w) ∈ E then (w, v) ∈ E;
(ii) supv∈V |{w ∈ V : (v, w) ∈ E}| < ∞.
v, w ∈ V are called nearest neighbors if (v, w) ∈ E.
Absolutely Continuous Spectrum 203
The most important example is the d-dimensional regular lattice, Zd , but

we may as well consider the graph with vertex set V = Nd0 (d ∈ N) and edge set

E = {(x, y) ∈ V × V : x− y1 := di=1 |xi − yi | = 1}. Another example of interest
is the (rooted) regular tree, Tk , k ∈ N. Here, V = n≥0,0≤j≤kn −1 {(n, j)} ⊂ N20 .
Two vertices v = (n, j) and w = (m,
) are nearest neighbors if m = n + 1 and
j ∈ k1 {
,
+ 1, . . . ,
+ k − 1} or if n = m + 1 and
∈ k1 {j, j + 1, . . . , j + k − 1}.
The vertex 0 is called the root.
The graph G = (V, E) determines the adjacency matrix (operator) on
2 (V )
of the graph G with kernel ∆(v, w) given by

1 if (v, w) ∈ E
∆(v, w) := . (2.1)
0 else
That is, for φ ∈
2 (V ),

(∆φ)(v) := ∆(v, w)φ(w) = φ(w) , v∈V . (2.2)
w∈V w∈V :(v,w)∈E
Because of the two conditions (i) and (ii) above on the graph G, the adjacency
2
matrix ∆ is a bounded, self-adjoint operator on the Hilbert space
(V ) 2with
respect to the standard scalar product φ, ψ := v∈V φ̄(v)ψ(v) for φ, ψ ∈
(V ).
With some abuse of terminology, ∆ is also called the (discrete) Laplace operator
or Laplacian.
The total energy, H := −∆ + q, of a quantum mechanical particle on the
graph G is described here by the kinetic energy being equal to the negative of
the adjacency matrix plus a potential energy term given in terms of a bounded
function q : V → R. We identify q with the multiplication operator on
2 (V ) by
this function q and call H a Schrödinger operator. H is then also a bounded,
self-adjoint operator on
2 (V ).
λ ∈ C is in the resolvent set of H, if the so-called resolvent, Gλ := (H − λ)−1 ,
of H exists and if Gλ is a bounded operator on
2 (V ). The complement, σ(H),
of the resolvent set in C is called the spectrum of H. Since H is bounded and
self-adjoint, σ(H) is a closed, bounded subset of R.
By the Spectral Theorem (cf. [18, Theorem VII.6]), there exists a family of
orthogonal projections, PΩ , on
2 (V ) indexed by the Borel-measurable sets Ω ⊆ R
so that
H= t dPt (2.3)
R
with Pt := P(−∞,t] = 1(−∞,t] (H), and 1Ω being the indicator function of Ω.
The integral on the right-hand side of (2.3) is meant as a Lebesgue-Stieltjes
integral so that
φ, Hψ = t dφ, Pt ψ , φ, ψ ∈
2 (V ) .
R
By setting µφ,ψ (Ω) := φ, PΩ ψ we define a (complex) Borel measure, µφ,ψ , on R,
called a spectral measure (of H).
Let λ be in the upper half-plane H := {x + iy : x, y ∈ R, y > 0} (more

generally, λ in the resolvent set of H). Then, the kernel of the resolvent of H (for
v, w ∈ V we set 1v := 1{v} , µv,w := µ1v ,1w ),

−1 −1 dµv,w (t)
Gλ (v, w) = (H − λ) (v, w) = 1v , (H − λ) 1w = , (2.4)
R t−λ
is called the Green function; the last identity in (2.4) follows from the Spectral
Theorem (cf. [18]). In other words, the Green function, Gλ (v, w), is the Borel
transform of the spectral measure, µv,w . Note that (by definition) Gλ (·, w) is the
unique function φ ∈
2 (V ) satisfying
(H − λ)φ = 1w , w∈V . (2.5)
We Lebesgue-decompose (cf. [18, Theorem I.14]) the probability measure µv :=

µv,v with respect to the Lebesgue measure on R into its unique absolutely contin-
uous measure, µac,v , and singular measure, µs,v , and write
µv = µac,v ⊕ µs,v . (2.6)
λ ∈ σ(H) is said to be in the absolutely continuous (ac henceforth) or singular spec-

trum of H, if for a vertex v ∈ V , λ ∈ supp(µac,v ), respectively if λ ∈ supp(µs,v ).
We are here only interested in the ac spectrum of H, σac (H).
We use a sufficient criterion (see [16, Theorem 4.1], [19, Theorem 2.1]) for
λ ∈ σ(H) to be in σac (H), namely that there exists an interval (c, d) # λ and a
vertex v ∈ V so that

lim sup sup Gλ+iε (v, v) ≤ C , (2.7)
ε↓0 λ∈(c,d)
for some constant C; in fact, (c, d) ∩ σ(H) is then in σac (H). This follows from
Stone’s formula, which says that for c, d ∈ R, c < d, and for all φ ∈
2 (V ),
d
1
lim π Im φ, Gλ+iε φ dλ
ε↓0 c
d
= 1
lim 2πi φ, (H − λ − iε)−1 − (H − λ + iε)−1 φ dλ
ε↓0 c
= 12 φ, (P[c,d] + P(c,d) )φ . (2.8)
Consequently, if f ∈ Lq ([c, d]) with q > 1 and 1/q + 1/p = 1, then with φ = 1v ,
d d p 1/p

f (λ) dµv (λ) ≤ f q lim sup 1
π Im(Gλ+iε (v, v))
c ε↓0 c
≤ Cf q .
Therefore, by duality, dµv (λ) = g(λ)dλ for some g ∈ Lp ([c, d]).

A random potential is a measurable function q from a measure space (A, A)

into RV , where RV is equipped with the Borel product σ-algebra. In the simplest
case there is a single probability measure ν on R which in turn defines a probability
measure, P, on (A, A) by requiring the following conditions:
(i) P[ω ∈ A : q(ω)(v) ∈ Ω] = ν(Ω) for all Borel set Ω ⊆ R and for all v ∈ V (q is
said to be identically distributed);
(N $N
(ii) P ω ∈ A : i=1 q(ω)(vi ) ∈ Ωi ) = i=1 P[ω ∈ A : q(ω)(vi ) ∈ Ωi ] for all
vi = vj if i = j, for all N ∈ N, and all Borel sets Ωi ⊆ R (q is said to be
independently distributed).
We will, without loss of generality, always assume that the mean of ν is zero
and, to simplify matters, that ν is compactly supported. The random Schrödinger
operator H := −∆ + q on
2 (V ) with iid random potential (that is, q satisfying
conditions (i) and (ii) above) is called the Anderson Hamiltonian (or model) on
the graph G.
For Im(λ) > 0, the random Green function, Gλ (v, v), (the dependence on
ω ∈ A is tacitly suppressed) is a random variable on H but simply referred to as the
Green function. Since the potential is random so is the spectrum of H = −∆ + q.
However, Kirsch and Martinelli [15] proved under some (ergodicity) conditions
on the graph (V, E) – which are basically1 satisfied for Nd0 and Tk – that the set
σac (H) is P-almost surely equal to one specific set. Most of the time, the probability
measure, P, is not mentioned explicitly.
Let ρλ,v be the probability distribution of Gλ (v, v), that is, ρλ,v (A) := Prob[
Gλ (v, v) ∈ A] for a Borel subset A ⊆ H. In order to prove ac spectrum of H we
show, loosely speaking, that the support of ρλ,v does not leak out to the boundary
of H as Im(λ) ↓ 0 but that the support stays inside H. More precisely, for a suitably
chosen weight function2 w on H (later denoted by cd), a suitably chosen interval
(c, d), and some p > 1 we shall prove that (see [10, Lemma 1])

lim sup sup w(z)p dρλ+iε,v (z) < ∞ . (2.9)
ε↓0 λ∈(c,d) H
Let us scale the potential q by the so-called disorder parameter a ≥ 0 and

define Ha := −∆ + a q. A version of the extended states conjecture on a graph
G can now be formulated as the property whether for a probability measure ν on
R and random potential q defined through ν (obeying the above conditions) and
for small coupling a > 0, the ac spectrum of Ha is P-almost surely non-empty,
possibly equal to σ(−∆). It is widely believed that this conjecture is true on Nd0
for d ≥ 3 but it is well known not to be true in dimension one. We present a proof
of the extended states conjecture on the binary tree in Section 5.
1 Ifwe wanted ergodicity to be satisfied we should switch from the rooted graphs Nd0 and Tk
to Zd , respectively the unrooted tree. But as much as the ac spectrum is concerned there is no
difference and we stick with the rooted graphs.
2 w satisfies Im(z) ≤ Cw(z) for z near the boundary of H with some constant C, see [11, (5)].
3. One-dimensional graph, N0
We recall here the standard method of transfer matrices and prove some sim-
ple geometric properties. This is applied to reproving some known results about
decaying potentials.
Our goal is to bound the diagonal Green function, Gλ (v, v), for λ ∈ H as
Im(λ) ↓ 0 as in (2.7). For the sake of simplicity, let us take v = 0. Let φ =
(φ0 , φ1 , . . .) with φn := Gλ (0, n). By recalling (2.5), φ satisfies
(−∆ + q − λ)φ = 10 . (3.1)
This is equivalent to the system of equations
−φ1 + (q0 − λ)φ0 − 1 = 0 ,
(3.2)
−φn+1 + (qn − λ)φn − φn−1 = 0 , n ≥ 1.
Let
qn − λ −1
An := , n ∈ N0 . (3.3)
1 0
An is called a transfer matrix. Clearly, An ∈ SL(2, C), that is, det(An ) = 1. φ
satisfies (3.2) if and only if for all n ≥ 0,

φn+1 φ0
= An An−1 · · · A0 . (3.4)
φn 1
There is a unique choice of φ0 ∈ C, namely Gλ (0, 0), so that φn , computed from
(3.4), yields a vector φ ∈
2 (N0 ). An equivalent formulation of (3.4) is

φ0 −1 −1 −1 φn+1
= A0 A1 · · · An . (3.5)
1 φn
Here we compute φ0 from the likewise unknown vector [φn+1 , φn ]T . Nevertheless,
there is a big difference between (3.4) and (3.5) when it comes to computing φ0 .
As an example let us consider
the case without a potential, that is, with q = 0.
−λ −1
Since λ ∈ H, the matrix Ai = has an eigenvalue µ1 with |µ1 | < 1 and
1 0
Im(µ1 ) > 0, and another eigenvalue µ2 with |µ2 | = 1/|µ1 | > 1 and Im(µ2 ) < 0. For
φ ∈
2 (N0 ) we have to choose φ0 so that [φ0 , 1]T is an eigenvector to µ1 . Therefore,
the left-hand side of (3.4), namely the vector [φn+1 , φn ]T is very sensitive to the
choice of the input vector [φ0 , 1]T . In contrast, the left-hand side of (3.5) (for large
n) is quite insensitive to the choice of the input vector [φn+1 , φn ]T . Here, the large
n behavior is dominated by the large eigenvalue µ2 , and [φn+1 , φn ]T must not lie
in the eigenspace to the eigenvalue µ1 .
It is convenient to rewrite the system of equations (3.5), and define for φ =
(φn )n∈N0 the sequence α = (αn )n∈N0 with
φn
αn := , φ−1 := 1 . (3.6)
φn−1
Note that for λ ∈ H, φn = 0: For otherwise, λ ∈ H would be an eigenvalue with

eigenfunction φ of the self-adjoint operator H restricted to {n, n + 1, . . .} (with
Dirichlet boundary condition at n).
Let Φn : H → H be the Möbius transformation associated with the transfer
matrix A−1n . That is,
1
Φn (z) := − . (3.7)
z + λ − qn
Then (3.5) is equivalent to
φ0 = Φ0 ◦ Φ1 ◦ · · · ◦ Φn (αn+1 ) . (3.8)
The numbers αn can be interpreted as the Green function of the graph N0 trun-
cated at n. To this end, let Nn := {n, n+1, . . . } and En := {(k, k+1), (k+1, k), k ≥
(t)
n}. If ∆n denotes the adjacency matrix for the truncated graph (Nn , En ), then
αn = Gλ (n, n) := (−∆n(t) + q − λ)−1 (n, n) ,
(t)
n ∈ N0 , (3.9)
and we have the recursion
αn = Φn (αn+1 ) , n ∈ N0 . (3.10)
This can be seen from the above equations but we will re-derive this later, see
formula (4.5).
We equip the upper half-plane H with the hyperbolic (or Poincaré) metric d,
that is,
|z1 − z2 |2
d(z1 , z2 ) := cosh−1 1 + 12 , z 1 , z2 ∈ H , (3.11)
Im(z1 )Im(z2 )
or alternatively with the Riemannian line element (see also (4.10) and (4.11)),

dx2 + dy 2
ds = , z = x + iy ∈ H . (3.12)
y
Proposition 3.1 ([9], Proposition 2.1).
(i) For Im(λ) ≥ 0, Φn is a hyperbolic contraction on (H, d), that is, for z1 , z2 ∈
H,
d(Φn (z1 ), Φn (z2 )) ≤ d(z1 , z2 ) .
(ii) For Im(λ) > 0, Φn (H) ⊂ {z ∈ H : |z| < 1/Im(λ)}. Furthermore, Φn is a
strict hyperbolic contraction. That is, for z1 , z2 ∈ H with max{|z1 |, |z2 |} < C
there exists a constant δ < 1, e.g., δ := C/(C + Im(λ)), depending on Im(λ)
and C so that
d(Φn (z1 ), Φn (z2 )) ≤ δ d(z1 , z2 ) .
The basic idea is to factor Φn = ρ ◦ τn into the rotation (around the point
i and angle π) ρ : z → −1/z and the translation τn : z → z + λ − qn . ρ is a
hyperbolic isometry. If Im(λ) > 0 then τn is a strict hyperbolic contraction in
the sense that d(τn (z1 ), τn (z2 )) < d(z1 , z2 ) as can be seen directly from definition
(3.11). If Im(λ) = 0, then also τn is an isometry. The properties claimed in (i) and
(ii) follow from straightforward calculations.
If Im(λ) > 0 then Φn shifts the upper half-plane upwards. Even more so
(recall that the potential q is bounded) we have
Proposition 3.2 ([9], Proposition 2.2). For Im(λ) > 0 there exists a hyperbolic disk
B ⊂ H so that Φn−1 ◦ Φn (H) ⊂ B.
This allows us to state precisely our claim about the stability of our way to
compute the Green function.
Theorem 3.3 ([9], Theorem 2.3). Let Im(λ) > 0 and let (γn )n∈N be an arbitrary
sequence in H. Then we have
lim Φ0 ◦ Φ1 ◦ · · · ◦ Φn (γn ) = φ0 = Gλ (0, 0) . (3.13)
n→∞
Proof. Set wn := Φ0 ◦Φ1 ◦· · ·◦Φn(γn ). Let B be a disk as in Proposition 3.2, and let
β := Φn−1 ◦Φn (γn ). Then β ∈ B. The same is true for β := Φn−1 ◦Φn ◦Φn+1 (γn+1 ).
All further images Φk (β) and Φk (β ) stay in B and the conditions from Proposition
3.1(ii) are fulfilled. Hence we have
d(wn+1 , wn ) = d(Φ0 ◦ · · · ◦ Φn−2 (β ), Φ0 ◦ · · · ◦ Φn−2 (β))
≤ δ d(Φ1 ◦ · · · ◦ Φn−2 (β ), Φ1 ◦ · · · ◦ Φn−2 (β))
≤ δ n−1 d(β , β)
= C δn .
(wn )n∈N is therefore a Cauchy sequence and converges to some w ∈ H. Let (γn )n∈N
be another sequence in H. Then we have analogously
d(Φ0 ◦ · · · ◦ Φn−1 ◦ Φn (γn ), Φ0 ◦ · · · ◦ Φn−1 ◦ Φn (γn ))
≤ C δ n−1 d(Φn−1 ◦ Φn (γn ), Φn−1 ◦ Φn (γn ))
≤ C δ n−1 .
Therefore also Φ0 ◦ · · · ◦ Φn−1 ◦ Φn (γn ) converges to w as n → ∞. Because of (3.8),
w = φ0 = Gλ (0, 0).
Proposition 3.4 ([9], Lemma 4.5). Let K be a compact subset of C whose elements
have non-negative imaginary parts. For every λ ∈ K, let (zn (λ))n∈N be a sequence
in H. Suppose that there exist constants C1 , C2 so that

d Φn+1 (zn+1 (λ)), zn (λ) ≤ C1 (3.14)
n≥1
and
d z1 (λ), i ≤ C2 (3.15)
for all λ ∈ K. Then there exists a constant C3 so that for all λ ∈ K

d Gλ (0, 0), i ≤ C3 . (3.16)
Potentials for which we can find such sequences (zn (λ))n∈N yield ac spectrum
for λ ∈ Re(K), and pure ac spectrum for λ ∈ int(Re(K)), the interior of the real
part of K.

Proof. Because of Theorem 3.3 there exists an n ∈ N so that d Gλ (0, 0), Φ0 ◦ · · · ◦
Φn (zn ) ≤ 1. Then using the triangle inequality for the Poincaré metric d and the
contraction property of Φn we get (suppressing the dependence of zn on λ),

d Gλ (0, 0), i ≤ d Gλ (0, 0), Φ0 ◦ · · · ◦ Φn (zn ) + d Φ0 ◦ · · · ◦ Φn (zn ), i

≤ d Φ0 ◦ · · · ◦ Φn−1 (Φn (zn )), Φ0 ◦ · · · ◦ Φn−1 (zn−1 )

+ d Φ0 ◦ · · · ◦ Φn−1 (zn−1 ), i + 1

≤ d Φn (zn ), zn−1 + d Φ0 ◦ · · · ◦ Φn−1 (zn−1 ), i + 1
≤ ...

n−1

≤ d Φk+1 (zk+1 ), zk + d Φ0 (z1 ), i + 1
k=1

≤ C1 + d Φ0 (z1 ), i + 1 := C3 .
Examples.
(i) Zero potential: Here, Φn (z) = − z+λ
1
. For λ ∈ H, let z+ (λ) ∈ H be the fixed
point of Φn , that is,
1
z+ (λ) = − . (3.17)
z+ (λ) + λ
Using Theorem 3.3 with γn = z+ (λ) we get φ0 = Gλ (0, 0) = z+ (λ). We have

z+ (λ) = −λ/2 + i 1 − λ2 /4 . (3.18)

z− (λ) := −λ/2−i 1 − λ2 /4 is the second solution to the fixed point equation
(3.17), but it lies in the lower half-plane. z± (λ) are also the two eigenvalues
of the transfer matrix. z+(λ) and z− (λ) are the stable respectively unstable
eigenvalue of this matrix. For λ ∈ R, z+ (λ) ∈ H if and only if |λ| < 2.
Therefore, σ(−∆) = σac (−∆) = [−2, 2].
(ii) Short-range potential q, that is, n |qn | < ∞: We choose the constant se-
quence (zn )n∈N with zn := z+ (λ) for n ∈ N. Then we have
1
d(Φn (zn ), zn ) = d zn + λ − qn , −
zn

= d λ/2 + i 1 − λ2 /4 − qn , λ/2 + i 1 − λ2 /4
≤ C |qn | .
By Proposition 3.4, [−2, 2] ⊆ σac (−∆ + q), and on (−2, 2) the spectrum is
purely ac.
(iii) A Mourre estimate: Suppose that n≥1 |qn+1 − qn | < ∞. Choose now zn
n ≥ k to be the fixed point of the map Φn . Then zn = −(λ − qn )/2 +
for
i 1 − (λ − qn )2 /4. zn ∈ H if |λ − q∞ | < 2 with q∞ := limn→∞ qn and k large
enough. For 1 ≤ n < k choose arbitrary points in H. Then we have
d(Φn+1 (zn+1 ), zn ) = d(zn+1 , zn ) ≤ C |qn+1 − qn | .
By Proposition 3.4, [−2 + q∞ , 2 + q∞ ] ⊆ σac (−∆ + q). Note, for instance, that
by this Mourre estimate, a monotone potential decaying to zero always has
pure ac spectrum inside (−2, 2).
By allowing the potential to be random, the decay conditions on the potential
can be weakened to guarantee ac spectrum. In one dimension, the
1 -condition can
then be replaced by an
2 -condition.
Theorem 3.5 ([12], Theorem 1). Let q = (qn )n∈N0 be a family of centered, indepen-
dent, real-valued random variables with corresponding probability
measures νn and
all with support in some compact set K. Suppose that E[ n≥0 |qn |2 ] < ∞, where E
1
is the expectation with respect to the product measure, ν = n≥0 νn . Then almost
surely, [−2, 2] is part of the ac spectrum of H, and H is purely ac on (−2, 2).
Remarks 3.6.
(i) Deylon-Simon-Souillard [7] have proved Theorem 3.5 in 1985 even without
assuming compact support of the probability measure. Furthermore, they
proved that if C −1 nρ ≤ E[|qn |2 ] ≤ Cnρ for some constant C and ρ < 1/2, then
the spectrum of H = −∆ + q is pure point (almost surely) with exponentially
localized eigenfunctions.
(ii) In [12], we have extended Theorem 3.5 to matrix-valued potentials, and ap-
plied to (random) Schrödinger operators on a strip.
(iii) On the two-dimensional lattice N20 , Bourgain [4] proved σac (∆+q) = σ(∆) for
centered Bernoulli and Gaussian distributed, independent random potentials
with supn∈N20 E[qn2 ]1/2 |n|ρ < ∞ for ρ > 1/2. In [5], Bourgain improves this
result to ρ > 1/3.

Proof of Theorem 3.5. For λ ∈ (−2, 2) let zλ := −λ/2 + i 1 − λ2 /4 be the (trun-
cated) Green function of the Laplace operator −∆, see (3.17). Let us introduce
the weight function
|z − zλ |2
cd : H → (0, ∞) , z → . (3.19)
Im(z)
By Proposition 3.2 there is a disk B ⊂ H so that z0,n := Φ0 ◦ · · · ◦ Φn (zλ ) ∈ B for
all n ≥ 2 and potentials q with values in a compact set K. Moreover, by Theorem
3.3, Gλ (0, 0) = limn→∞ z0,n . Hence, by the continuity of the function cd, we have
limn→∞ cd2 (z0,n ) = cd2 (Gλ (0, 0)). Since cd2 is bounded on the disk B we conclude
that E(cd2 (Gλ (0, 0))) = limn→∞ E(cd2 (zn )). It remains to show that this limit is
bounded. To this end, we define the rate of expansion,
cd2 (Φn (z)) + 1
µ(z, qn ) := . (3.20)
cd2 (z) + 1
Noticing that cd(Φn (z)) = |z − zλ − qn |2 /Im(z + λ) and using |qn | ≤ C to bound
cubic and quartic terms of q in terms of quadratic ones, we obtain that
µ(z, qn ) ≤ A0 (z) + A1 (z)qn + A2 (z)qn2 (3.21)
with rational functions Ai (z). The functions A1 and A2 are bounded and A0 ≤ 1.
Let us set z,n := Φ ◦ Φ+1 ◦ · · · ◦ Φn (zλ ). Note that z,n = Φ (z1,n ). By the
recursion relation (3.10),
E[cd2 (z0,n )] + 1

2
= cd (z1,n ) + 1 dν0 (q0 ) · · · dνn (qn )
K n+1

cd2 [Φ0 (z1,n )] + 1 2
= 2 cd (z1,n ) + 1 dν0 (q0 ) · · · dνn (qn )
K n+1 cd (z1,n ) + 1

2
≤ 2
1 + A1 (z1,n )q0 + C0 q0 dν0 (q0 ) cd (z1,n ) + 1 dν1 (q1 ) · · · dνn (qn )
K
Kn
2
= 1 + C0 E[q0 ]2
cd (z1,n ) + 1 dν1 (q2 ) · · · dνn (qn )
Kn
∞
n

≤ 1+ C0 E[qi2 ] ≤ exp C0 E[qi ] < ∞ .
2

i=0 i=0
4. General graphs
We generalize the approach of the previous section to calculating the Green func-
tion via transfer matrices (or rather Möbius transformations) to general graphs
G = (V, E), that is, to all graphs that obey the conditions (i) and (ii) of Section
2. Let us choose a point in V which we denote by 0. If dist(v, w) is the graphical
distance between the two lattice points v and w then we define the nth sphere,
Sn := {v ∈ V : dist(v, 0) = n} . (4.1)
2
Clearly, V = n≥0 Sn and
2 (V ) = 2
n≥0
(Sn ). We decompose the adjacency
matrix, ∆, of G into the block matrix form
 
D0 E0T 0 ··· ··· ···
 E0 D1 E1T 0 ··· ···
 
∆= 0 E D E T
0 ··· , (4.2)
 1 2 2 
.. .. .. .. .. ..
. . . . . .
where Dn is the adjacency matrix of G restricted to Sn . En :

2 (Sn ) →
2 (Sn+1 )
is the map with kernel

1 if v ∈ Sn , w ∈ Sn+1 , (v, w) ∈ E
En (v, w) = .
0 else
2
The potential q = n≥0 qn is diagonal; qn equals the restriction of q to the sphere
Sn which is now considered a |Sn |-dimensional diagonal matrix. H = −∆ + q is
then of the block matrix form

 
−D0 + q0 −E0T 0 ··· ··· ···
 −E0 −D1 + q1 −E1T 0 ··· ···
 
H= 0 −E1 −D2 + q2 −E2T 0 ··· . (4.3)
 
.. .. .. .. .. ..
. . . . . .

2 (V ) →
2 (Sn ) be the orthogonal projection of
2 (V ) onto
2 (Sn ), and
Let Pn :
Pn,∞ := k≥n Pk . Then we define the truncated Hamiltonian
Hn := Pn,∞ H Pn,∞ (4.4)
and the truncated Green function
Gλ (n, n) := Pn (Hn − λ)−1 Pn ,
(t)
n ∈ N0 . (4.5)
(t) (t)
Gλ (n, n) is a dn × dn -dimensional matrix with dn = |Sn |. By definition, Gλ (0, 0)
equals the Green function, Gλ (0, 0). Furthermore (assuming as usual λ ∈ H),
(t)
Gλ (n, n) ∈ SHdn , (4.6)
where
SHd := {Z = X + iY : X, Y ∈ Mat(d, R), X = X T , Y > 0}
is the so-called Siegel half-space. Clearly, SH1 = H.
(t)
The matrices Gλ (n, n) generalize the numbers αn ∈ H from (3.6). More
precisely, let Φn : SHdn+1 × Mat(dn , R) × H → SHdn be defined as
Φn (Z, qn , λ) := −(EnT ZEn + Dn − qn + λ)−1 . (4.7)
Then in analogy with (3.9) we have
(t) (t)
Gλ (n, n) = Φn Gλ (n + 1, n + 1), qn , λ . (4.8)
The proof is simply based upon Schur’s (or Feschbach’s) formula
−1
A BT (A − B T C −1 B)−1 (B T C −1 B − A)−1 B T C −1
= , (4.9)
B C C −1 B(B T C −1 B − A)−1 (C − BA−1 B T )−1
by setting A := −Dn + qn − λ, B := (En , 0, . . .) and C := Hn+1 − λ.
On SHn , we do not use the standard Riemann metric but a so-called Finsler
metric. To this end, let W ∈ Mat(n, C) be an element of the tangent space at
Z = X + iY ∈ SHn . Then we set
FZ (W ) := Y −1/2 W Y −1/2 , (4.10)
where · is the operator norm (rather than the Hilbert-Schmidt norm). [If n = 1
then the length of the tangent vector is |W |/Y as in (3.12).] The Finsler metric
on SHn is defined as (thereby suppressing the dimension n)
1

d(Z1 , Z2 ) := inf FZ(t) Ż(t) dt , Z1 , Z2 ∈ SHn , (4.11)
Z(t) 0
whereby Z(t) runs through all differentiable paths Z : [0, 1] → SHn with Z(0) =
Z1 , Z(1) = Z2 .
The Propositions 3.1, 3.2, and 3.4 can be extended to general graphs, see
[9, Proposition 3.3, Lemma 3.5, Lemma 4.5]. For instance, for a fixed potential
q and fixed λ ∈ H, the transformation Φn is a contraction from (SHdn+1 , d) into
(SHdn , d). Theorem 3.3 generalizes as follows.
Theorem 4.1 ([9], Theorem 3.6). Let us assume that the matrices Ei in (4.2) all
have kernel {0}. Let Im(λ) > 0 and let Zi ∈ SHdi with di = |Si | be an arbitrary
sequence. Then for a bounded potential q we have
lim Φ0 ◦ · · · ◦ Φn (Zn+1 , qn , λ) = φ0 = Gλ (0, 0) . (4.12)
n→∞
5. Trees
Let us consider for simplicity the (rooted) binary tree, T2 . The recursion relation
(4.8) is very simple since diagonal matrices are mapped into diagonal matrices.
Hence, the truncated Green functions (or rather matrices) are diagonal by Theorem
4.1. Let qn = diag(qn,1 , . . . , qn,2n ) be the diagonal matrix with diagonal real-valued
entries qn,1 , . . . , qn,2n and Z = diag(z1 , . . . , z2n+1 ) a diagonal matrix in SH2n+1 ,
that is, with zi ∈ H. Then

Φn Z, qn , λ = diag Ψ(z1 , z2 , qn,1 , λ), Ψ(z3 , z4 , qn,2 , λ), . . . (5.1)
with the map Ψ : H2 × R ×H → H defined as Ψ(z1 , z2 , q, λ) := −1/(z1 +z2 + λ−q).
Now put q = 0 and consider the fixed point equation
1
Ψ(z, z, 0, λ) = − = z. (5.2)
2z + λ

The two solutions are obviously −λ/4 ± λ2 /16 −√1/2. For λ ∈ R, they have
non-zero imaginary component if and only if |λ| < 2 2. We choose

zλ := −λ/4 + i 1/2 − λ2 /16 (5.3)
for the solution in H. Furthermore, for n ∈ N0 let Zn := diag(zλ , . . . , zλ ) ∈ SH2n .
Then

Φn Zn+1 , 0, λ = diag Ψ(zλ , zλ , 0, λ), . . . = Zn , n ∈ N0 .
Theorem 4.1 then shows that Gλ (0, 0) = zλ for the rooted binary tree. Hence,
√ √
σ(∆) = σac (∆) = [−2 2, 2 2] .
Let us consider the Anderson model, Ha = −∆ + a q, on this tree with
iid random potential q, which is determined by a probability measure, ν. For
simplicity, we assume that ν has compact support.
√
Theorem 5.1 ([10], Theorem 1). For every |λ| < 2 2 there is an a0 > 0 so that
for all 0 ≤ a ≤ a0 almost surely
σac (Ha ) ∩ (−λ, λ) = (−λ, λ) , σs (Ha ) ∩ (−λ, λ) = ∅ . (5.4)
This has been proved first by Klein [16] in 1998. The statement σac (Ha ) ∩
(−λ, λ) = ∅ has been proved by Aizenman, Sims, and Warzel [2, 3] in 2005. The
following proof is shorter than our first one presented in [10] since we now work
directly with the Green function instead of the sum of Green functions, which
simplifies the analysis of the functions µ2,p and µ3,p considerably.
√
Sketch of Proof. Let λ ∈ H with |Re(λ)| < 2 2. The truncated Green function,
(t)
Gλ,a (n, n), is an SH2n -valued random variable with range inside the diagonal ma-
12n
trices. In fact, its probability distribution equals i=1 ρa , where, for short, ρa is
the probability distribution of Gλ,a (0, 0) := (Ha − λ)−1 (0, 0). Using the recursion
relation (4.8) we see that ρa equals the image measure (ρa × ρa × νa ) ◦ Ψ−1 with
the function Ψ as in (5.1).
Now we define a moment of ρa that we need to control as Im(λ) ↓ 0, that is,
we are seeking a uniform bound of Mp (ρa ) below as Im(λ) ↓ 0. As in (3.19) but
with zλ from (5.3), let us introduce the weight function
|z − zλ |2
cd(z) := , z ∈ H. (5.5)
Im(z)
Then we define for some p > 1

Mp(ρa ) := cdp (z) dρa (z) . (5.6)
H
Applying the recursion relation we get

Mp (ρa ) = cdp Ψ(z1 , z2 , q, λ) dρa (z1 )dρa (z2 )dνa (q) (5.7)
H2 ×R

cdp Ψ(z1 , z2 , q, λ) 1 p 1 p

= 1 p 1 p 2 cd (z1 ) + 2 cd (z2 ) dρa (z1 )dρa (z2 )dνa (q) .
H ×R 2 cd (z1 ) + 2 cd (z2 )
2

=:µ2,p (z1 ,z2 ,q,λ)
√
For zi ∈ H and yi := Im(zi ), let ui := (zi − zλ )/ yi ∈ C. Then cd(zi ) = |ui |2 .

Using u := (u1 , u2 ) and v := y1 /(y1 + y2 ), y2 /(y1 + y2 ) we obtain
|z1 + z2 − 2zλ |2 |z1 − zλ + z2 − zλ |2 2
cd(Ψ(z1 , z2 , 0, λ)) = 1
2
< 12 = 12 u, v .
y1 + y2 + Im(λ) y 1 + y2
By the Cauchy-Schwarz inequality and the strict convexity of x → xp for p > 1
2 p
we see that
1
2 u, v
µ2,p (z1 , z2 , 0, λ) ≤ 1 ≤ 1. (5.8)
2
|u1 |2p + 12 |u2 |2p
For Im(λ) = 0, the function µ2,p (z1 , z2 , 0, λ) = 1 if and only if u = sv for some
s ∈ C and if√|u1 | √
= |u2 |. The function (z1 , z2 , λ) → µ2,p (z1 , z2 , 0, λ) is continuous
on C × (−2 2, 2 2) except at u = 0. This implies that in order to have equality,
2
z1 and z2 have to be of the form z1 = x1 + iy, z2 = x2 + iy with |x1 + λ/4| =

|x2 + λ/4|. Obviously, we cannot expect that µ2,p (z1 , z2 , q, λ) ≤ 1 − µ < 1 for
z1 , z2 in a neighborhood of the boundary of H2 with a constant µ and q in an

interval I # 0. For # the sake of the argument, let us suppose that the average
µ̄2,p (z1 , z2 , λ) := R µ2,p (z1 , z2 , q, λ) dνa (q) ≤ 1 −µ < 1 for z1 , z2 in a neighborhood
of the boundary of H2 for small enough disorder, a. Then choose some compact
set B ⊂ H2 with B # (zλ , zλ ), and split the integration into an integral over B
and its complement in H2 . On the first set, the integrand is bounded and on the
second set we use the contraction property of µ̄2,p . That is,
Mp (ρa )

1 p

= µ2,p (z1 , z2 , q, λ) 2 cd (z1 ) + 12 cdp (z2 ) dρa (z1 )dρa (z2 )dνa (q)
(B×R)∪(H2 \B)×R

1
≤ C + (1 − µ) 2
cdp (z1 ) + 12 cdp (z2 ) dρa (z1 )dρa (z2 )
H2 \B
= C + (1 − µ)Mp (ρa ) , (5.9)
where C is a finite constant. This implies Mp (ρa ) < C/µ < ∞. Our assumption
that µ̄2,p (z1 , z2 , λ) ≤ 1 − µ < 1 is not quite true. But this averaging was essential
in a similar situation in the proof of Theorem 6.1, see [11].
In order to obtain an estimate of a corresponding function µ3,p (z, q, λ) ≤
1 − µ < 1 for z = (z1 , z2 , z3 ) in a neighborhood of the boundary √ √of H , for
3
q = (q1 , q2 ) in a small square with center at 0, and for all λ ∈ (−2 2, 2 2) we use
the recursion relation one more time. Before we define this function µ3,p we extend
µ2,p to an upper semi-continuous function onto the boundary of H2 (in terms of
the z variables) via a radial compactification of C2 (in terms of the u variables).
To this end, let r > 0, (ω1 , ω2 ) ∈ C2 so that
1 1
= rω1 , = rω1 , |ω1 |2 + |ω2 |2 = 1 . (5.10)
u1 u1
Then,
µ2,p (z1 , z2 , q, λ) (5.11)
2 2
p
q |ω ω |
2 |(ω2 , ω1 ), v| − q r Re(ω2 , ω1 ), v + 2 |ω12 (z1 −zλ )|2 +|ω22 (z2 −zλ )|2
1 2 1 1 2
= .
1
|ω |2p + 12 |ω2 |2p
2 1
Now we define for (k1 , k2 ) ∈ ∂H2 and any sequence (z1 , z2 )n in H2 that converges
to (k1 , k2 ),
µ2,p (k1 , k2 , q, λ) := lim sup µ2,p (z1 , z2 , q, λ) . (5.12)
(z1 ,z2 )n →(k1 ,k2 )
As a next step we define the before-mentioned function µ3,p . First, let H # zi = zλ

and q = (q1 , q2 ), then

cdp Ψ(zσ1 , Ψ(zσ2 , zσ3 , q2 , λ), q1 , λ)
µ3,p (z, q, λ) := , (5.13)
σ
cdp (z1 ) + cdp (z2 ) + cdp (z3 )
where σ ∈ Σ := {(1, 2, 3), (2, 3, 1), (3, 1, 2)} runs over the cyclic permutations of
(1, 2, 3). The function µ3,p can be expressed in terms of µ2,p and the auxiliary
function
cdp (zj )
nj (z) := p , j = 1, 2, 3 .
cd (z1 ) + cdp (z2 ) + cdp (z3 )
Namely,

µ3,p (z, q, λ) = µ2,p zσ1 , Ψ(zσ2 , zσ3 , q2 , λ), q1 , λ (5.14)
σ∈Σ

× 1
n (z)
2 σ1
+ 14 µ2,p (zσ2 , zσ3 , q2 , λ)(nσ2 (z) + nσ2 (z) .
Then, like for µ2,p above, we extend µ3,p to an upper semi-continuous function
onto the boundary of ∂H3 by taking a lim sup. Now, µ3,p (z, 0, λ) ≤ 1 − 2µ < 1
for some µ > 0. By the compactness of the boundary of H3 and the upper semi-
continuity of µ3,p we finally get the pointwise estimate
√ √µ3,p (z, q, λ) ≤ 1 − µ for z
near the boundary of H3 , small q, and λ ∈ (−2 2, −2 2).
Remark 5.2. This proof is now much easier to generalize to higher branched trees,
Tk , with k ≥ 3, which was first accomplished by Halasan in her thesis [13]. In
1 , . . . , zk , 0, λ) := −1/(z1 + · · · + zk + λ) with fixed point zλ√:=
that case, Ψ(z
−λ/(2k) + i 1/k − λ2 /(4k 2 ). Using u = (u1 , . . . , uk ) with uj := (zj − zλ )/ yj

and v = (v1 , . . . , vk ) with vj := yj /(y1 + · · · + yk ) we see that
|z1 + · · · + zk − kzλ |2
cd(Ψ(z1 , . . . , zk , 0, λ)) = 1
< 1 u, v2 .
y1 + · · · + yk + Im(λ)
k k
Therefore, by the same arguments as above and with p > 1,

cdp (Ψ(z1 , . . . , zk , 0, λ))
µ2,p (z1 , . . . , zk , 0, λ) := (5.15)
k cd (z1 ) + · · · + k cd (zk )
1 p 1 p
p
1 2
k u, v
≤ 1 ≤ 1,
k
|u1 |2p + · · · + k1 |uk |2p
with equality if u = sv and |u1 | = · · · = |uk |. The functions µ3,p and nj have to
be changed accordingly.
In our first paper [9], we attempted to construct a “large” set of deterministic
potentials on a (rooted) binary tree that yield ac spectrum. Since almost always
spherically symmetric potentials cause localization we considered potentials that
oscillate very rapidly within each sphere. The basic example is the following po-
tential, q0 : Take vertices v = w in the nth sphere and u ∈ Sn−1 so that (u, v) ∈ E
and (u, w) ∈ E. For some δ ∈ R, let q0 (v) := δ and q0 (w) := −δ. Then continue
this for every sphere Sn except for n = 0, where we may define q0 (0) arbitrarily.
λ ∈ R is in the interior of the ac spectrum of −∆ + q0 if and only if the polynomial
p(z) := z 3 + 2λz 2 + (2 + λ2 − δ 2 )z + 2λ has two non-real, complex-conjugate roots
and one real root.
An interesting extension arises when the value δ is allowed to depend on the

radius, n. In other words, let δ0 > 0 be fixed and let δ1 , δ2 be real-valued functions
on N. Then for vertices v = w in the nth sphere as above, we set q(v) := δ0 + δ1 (n)
and q(w) := −δ0 + δ2 (n).
Proposition 5.3 ([9], Proposition 4.1). Let q and q0 be the above potentials and
let λ ∈ σ(−∆ + q0 ). Then for δ1 ∞ + δ2 ∞ small enough depending on δ0 , the
Green function of −∆ + q, Gλ (0, 0), is bounded.
However, these potentials (and some modifications thereof) are still a set of
measure zero. An an explicit construction of a “large” set (that is, of positive
measure) remains an open problem.
In percolation models, one is usually interested in the occurrence of infi-
nite clusters. A more sophisticated question is whether the spectrum of the adja-
cency matrix (of the remaining graph) has an ac component. Let us start with the
(rooted) binary tree T2 = (V, E), and let q ∈ [0, 1). At every vertex v ∈ V , say
v ∈ Sn for some n ∈ N0 , we delete one and only one (forward) edge (v, v ) ∈ E or
(v, v ) ∈ E with v , v ∈ Sn+1 with probability q. With probability 1 − q we keep
both (forward) edges (v, v ), (v, v ) in the set of edges. This defines a probability
measure, νq , on Ω := {0, 1}E , which is characterized by (we write ωuv := ω((u, v)))

(i) νq {ω ∈ Ω : ωvv = ωvv = 1} = 1 − q for all v ∈ V ;
(ii) νq {ω ∈ Ω : ωvv = 0, ωvv = 1} = νq {ω ∈ Ω : ωvv = 1, ωvv = 0} = q/2
for all v ∈ V ;
(iii) for all u, v ∈ V with u = v the random variables (ωuu , ωuu ) and (ωvv , ωvv )
are independent.
For every ω ∈ Ω, we define the adjacency matrix of the remaining random
graph,

∆ω :
2 (V ) →
2 (V ) , (∆ω f )(v) := ∆ω (u, v)f (u) , f ∈
2 (V ) (5.16)
u∈V
with matrix kernel

1if ωuv = 1
∆ω (u, v) := , u, v ∈ V . (5.17)
0
otherwise
√
Theorem 5.4. For every 0 ≤ λ < 2 2 there exists a q0 > 0 such that for all
0 ≤ q ≤ q0 , [−λ, λ] ⊆ σac (∆ω ) νq -almost surely. Furthermore, the spectrum is
purely ac on (−λ, λ) νq -almost surely.
This particular model was suggested to one of us by Shannon Starr to whom
we are grateful. Before we enter into some details of the proof let us start with some
definitions. For v ∈ Sn ⊂ V , let Gv = (Vv , Ev ) be the binary graph T2 = (V, E)
truncated at v, that is, the largest connected subgraph of T2 that contains v but
no u ∈ Sk with k < n (or simply the binary tree with root v); this truncation is
different from the one in Section 4. For ω ∈ Ω and v ∈ V we define the truncated
adjacency matrix,

∆ω(v) :
2 (Vv ) →
2 (Vv ) , (∆(v)
ω f )(u) := ∆ω (r, u)f (r) , u ∈ Vv , f ∈
2 (Vv ) .
r∈Vv
(5.18)
Furthermore, for λ ∈ H, we define the two Green functions
G(ω, λ) := (∆ω − λ)−1 (0, 0) , (5.19)
−1
(v)
G (ω, λ) := (∆(v)
ω − λ) (v, v) (5.20)
as the kernels of the respective resolvents. We have G(ω, λ) = G(0) (ω, λ). The
recursion formula for G(v) (ω, λ) is

G(v) (ω, λ) = −(G(v ) (ω, λ) + G(v ) (ω, λ) + λ)−1 . (5.21)
Finally, let
ρλ,q := νq ◦ G(v) (·, λ)−1
(v)
(5.22)
be the Green probability distribution defined as the image of the measure νq under
(v)
the map ω → G(v) (ω, λ) from Ω to H. By translation-invariance, the measure ρλ,q
does, in fact, not depend on v, and we shortly write ρq by also suppressing the
spectral parameter λ.
Sketch of proof of Theorem 5.4. Using the weight function cd from (5.5) with the
same zλ and p > 1 we define the moment

Mp (ρq ) := cdp (z) dρq (z) . (5.23)
H
Applying the recursion relation (5.21) and the symmetry between the variables z1
and z2 below we have

Mp(ρq ) = µ2,p,q (z1 , z2 , λ) 12 cdp (z1 ) + 12 cdp (z2 ) dρq (z1 )dρq (z2 ) (5.24)
H2
with µ2,p,q (z1 , z2 , λ) := [q cdp (−1/(z1 + λ)) + (1 − q) cdp (−1/(z1 + z2 + λ)−1 )].
Then, as in (5.7), we apply once more the recursion relation and write the result
in the form
Mp (ρq ) = (5.25)

1
µ (z , z , z , λ) cdp (z1 ) + cdp (z2 ) + cdp (z3 ) dρq (z1 )dρq (z2 )dρq (z3 ) .
3 3,p,q 1 2 3
H3
The function µ3,p,q (z1 , z2 , z3 , λ) is expanded as a function of q so that

µ3,p,q = (1 − q)2 µ3,p + qR , (5.26)
where µ3,p is the function in (5.14) with q1 = q2 = 0 and |R| ≤ CK on H3 \ K for a
compact set K. For q small enough we achieve that (1 − q)2 µ3,p + qR ≤ (1 − µ/2)
outside such a compact set K with µ > 0. Hence, Mp (ρq ) ≤ C/(1 − µ/2).
Remarks 5.5.
(i) We do not know the full spectrum of the adjacency matrix, ∆ω , nor do we
have information on the remaining (point) spectrum.
(ii) In this percolation model, there is always an infinite cluster even when q = 1.
This is in contrast to the genuine bond-percolation tree model, where an
edge is deleted with probability q independently of other edges. Here, the
percolation threshold for the existence of an infinite cluster is qc = 1/2, see
[17]. This model seems harder to analyze, at least from the standpoint of our
method. The reason is that the point spectrum is dense in the full spectrum
of the random percolation graph since almost surely there are arbitrarily
large subtrees √disconnected
√ from the random graph for which the spectrum
lies inside (−2 2, 2 2). Thus there is no interval of pure ac spectrum if it
happens to exist at all. Besides, we are not aware of a conjectured value for
a critical (quantum percolation) value qqp up to which the adjacency matrix
has an ac component; qqp ≤ 1/2 since an infinite cluster is required to exist.
6. Strongly correlated random potential on a tree

There is a large gap between the known results for the tree and the open problem
on Zd for d ≥ 3. Therefore it seems worthwhile to address some of the problems
that would come up on Zd in simpler toy models. In order to see a strong effect
of correlations we consider a transversely 2-periodic random potential. The po-
tential is defined by choosing two values q = (q1 , q2 ) of the potential at random,
independently for each sphere in the tree. These two values are then repeated pe-
riodically across the sphere and hence the potential is strongly correlated. Such
a two-periodic potentials can exhibit either dense point spectrum or absolutely
continuous spectrum depending on the correlations of q1 and q2 .
We will prove that if the values of q1 and q2 are sufficiently uncorrelated
(see assumption (6.3) below) then there will be some ac spectrum, as is the case
for the iid Anderson model. However, since in some sense this model is so close
to being one-dimensional, the proof has some features not appearing in the tree
model of Section 5. This time, the proof follows from an estimate of an average
over potential values q of functions µ(z, q), similar in both models, that measure
the
# contraction of a relevant map of the plane. We seek an estimate of the form
µ(z, q) dνa (q) < 1 for z near the boundary of H at infinity. In the proof of
Theorem 5.1 we have used the independence of the potentials across the sphere
in proving that µ(z, 0) is already less than one. Then small values of q in the
integral are handled by semi-continuity. In the present situation, µ(z, 0) = 1 and
perturbations in q send it in both directions. Thus we must use cancellations in
the integral over q in an essential way.
Our method extends to the case where the joint distributions are not iden-
tical, as long as they are all centered and satisfy certain uniform bounds. This
is significant since in this case we lose the self-similarity that has been used in
previous proofs.
We make the following assumptions about the measure ν. First, it has com-
pact support, and for simplicity,
ν is supported in {q = (q1 , q2 ) : |q1 | ≤ 1, |q2 | ≤ 1} . (6.1)
Then, the measure is centered on zero:

(q1 + q2 ) dν(q) = 0 . (6.2)
R2
#
Let cij := R2 qi qj dν(q). Then finally,
2c12
c := c11 + c22 > 0 and δ := < 1/2 . (6.3)
c11 + c22
The first inequality in (6.3) simply says that q is not identically zero. The second
is a bound on the correlation. Completely correlated potentials (that is, the one-
dimensional case where the spectrum is localized) would correspond to δ = 1.
We have proved the following theorem.
Theorem 6.1 ([11], Theorem 2). Let ν(0) be a probability measure of bounded sup-
port for the potential at the root, let ν be a probability measure on R2 satisfying
(6.1), (6.2) and (6.3) and let Ha be the random discrete Schrödinger operator
on the binary tree corresponding to the transversely√two-periodic potential defined
by the scaled measure νa . There exists λ0 ∈ (0, 2 2) such that for sufficiently
small a the spectral measure for Ha corresponding to δ0 has purely ac spectrum in
(−λ0 , λ0 ).
Remark 6.2. When the random variables q1 and q2 are independent, that is, when
δ = 0, our proof shows that λ0 can be chosen to be 2. The determination of the
maximum λ0 remains an open problem.
7. Loop tree models

There are several interesting ways to add loops to a tree which are sometimes
called decorated trees. Here we present three possibilities of adding new edges
that connect vertices inside the same sphere.
In our first attempt we connect each vertex (n, 2i ) inside each sphere Sn
with (n, 2i + 1) and (n, 2i − 1) modulo 2n . That amounts to adding to the ad-
jacency matrix of the tree the adjacency matrices of the nearest neighbor chains
{0, 1, . . . , 2n − 1} with periodic boundary conditions. We call this the regular loop
tree model. Every vertex other than the root has five neighbors. In the next sub-
section we present the derivation of the fixed point equation that determines the
spectrum at the root. Finding the spectrum of this new adjacency matrix turns
out to be difficult and remains an open problem.
In a second attempt we modify these new connections to mean-field connec-
tions. This new mean-field Laplacian can be solved explicitly so that we can take
on the next step and add a random potential. Here we limit ourselves to a special
case, namely to a two-periodic Bernoulli random potential that we have studied in
the previous section. We present the model and the main result in Subsection 7.2.
Proving ac spectrum for the Anderson model (that is, with iid random potential)
on this mean-field tree model is still an open problem.
The third loop tree model was suggested to us by Laszlo Erdös. In its simplest
version, one adds to each sphere of the tree a single loop (of weight γ) that connects
two arbitrarily chosen sites within a sphere. It would be interesting to prove the
(in)stability of the ac spectrum for small γ > 0.
7.1. Regular loop tree model

Each vertex v in the nth sphere of the binary tree, T2 = (V, E), is of the form
v = (n, j) with 0 ≤ j ≤ 2n − 1. We now also call v, w ∈ Sn nearest neighbors if
w = (n, j ± 1 mod 2n ). The newly added edges are denoted by E rlt . In order to
compare with the usual adjacency matrix of the tree we introduce a parameter γ
that puts the weight γ on the new connections inside a sphere. The new adjacency
matrix, ∆γ , is now defined by the kernel

 1 if (v, w) ∈ E
∆γ (v, w) := γ if (v, w) ∈ E rlt . (7.1)

0 else
Furthermore, let γD := ∆γ − ∆, and let Dn be D restricted to Sn .
For n ∈ N0 , N := 2n , and λ ∈ H we consider the generalized Möbius trans-
formations Φn : SH2N → SHN , Φn (Z) := −(EnT ZEn + γDn + λ)−1 between the
respective Siegel half-spaces. When γ = 0 then diagonal matrices are no longer
mapped to diagonal matrices. An invariant subset of matrices that is preserved
under this flow is the set of circulant (or Toeplitz) matrices. Recall that an N × N
matrix Z is called circulant if Zi,j = z(j−i)modN . That is,
 
z0 z1 z2 ··· zN −1
 zN−1 z0 z1 ··· zN −2 
 
 zN−2 zN−1 z0 ··· zN −3 
Z = .
 .. .. .. .. .. 
 . . . . . 
z1 z2 ··· zN −1 z0
Circulant matrices are characterized by the condition that they commute with
the shift operator. Therefore we can diagonalize circulant matrices by the finite
Fourier transform. The finite Fourier transform, Un ∈ Mat(N, C), is defined as
(Un )j,k := N −1/2 e2πijk/N , j, k = 0, 1, . . . , N − 1 , N = 2n . (7.2)
Here are some simple properties.
Lemma 7.1.
1. Let Z be an N × N circulant matrix with first row z = [z0 , z1 , . . . , zN −1 ]. For
(n) N−1
j = 0, 1, . . . , N − 1, let fj := =0 z e2πik/N . Then
(Un∗ ZUn )j,k = δjk fj

(n)
, j, k = 0, 1, . . . , N − 1 . (7.3)
In particular, for the spherical Laplacian Dn we have

(Un∗ Dn Un )j,k = 2 δj,k cos 2πj
N
, j, k = 0, 1, . . . , N − 1 . (7.4)
2. For j = 0, 1, . . . , N − 1,
= 0, 1, . . . , 2N − 1 we have
n+1
(Un∗ EnT Un+1 )j,k = 2−1/2 1 + e2πik/2 (δj,k + δj+2n ,k ) . (7.5)
3. For j, k = 0, 1, . . . , N − 1 we have

Un∗ (EnT ZEn + γDn + λ)−1 Un (7.6)
j,k
1
= δj,k 2πk
(n+1) 2
2πk
(n+1) 2πk .
2 cos2 2n+2
fk/2 + 2 sin 2n+2
fk/2+2n + 2γ cos 2n
+λ
Proof. This is all quite easy but nevertheless. . .

N −1
(Un∗ ZUn )j,k = N −1 e−2πi(jm−k)/N z(−m)modN
m,=0

N −1
N −1
z e2πi/N N −1 e−2πim(j−k)/N = δj,k fj
(n)
= .
=0 m=0
In a similar vein we obtain

(Un∗ EnT Un+1 )j,k = ∗
Uj T
E, U k
=0,1,...,N −1,
=0,1,...,2N −1

= 2−n−1/2 e−2πij/N δ2, + δ2+1, e−2πi k/2N
,
−1/2

=2 δj,k + δj+N,k + 2−1/2 e2πik/2N δj,k + δj+N,k .
The third claim follows from the first two by noticing that Un∗ (EnT ZEn + γDn +
λ)−1 Un = (Un∗ EnT Un+1 Un+1
∗
ZUn+1 (Un∗ En Un+1 )∗ + γ Un∗ Dn Un + λ)−1 . This shows
that
∗ T
Un E Zn+1 EUn j,k
n+1 (n+1)
= 12 δj,k 1 + e2πij/2 fj 1 + e−2πij/2N
(n+1)
+ 1 − e2πij/2N fj+N 1 − e−2πij/2N
(n+1) (n+1)
= δj,k 1 + cos( 2πj2N ) fj + 1 − cos( 2πj2N ) fj+N

(n+1) (n+1)
= 2 δj,k cos2 ( 2πj
4N
) fj + sin2 ( 2πj
4N
)fj+N .
(7.6) implies that if Z ∈ SH2N is circulant with Fourier transformation f (n+1)

then Φn (Z) ∈ SHN is circulant with Fourier transformation f (n) , and so that
(n) 1
fk = − πk (n+1) πk (n+1) . (7.7)
2
2 cos2 2N fk/2 + 2 sin 2N fk/2+N + 2γ cos 2πk N +λ
(n)
Letting n → ∞ and setting f ( 2N
πk
) := fk we obtain the fixed point equation,
1
f (θ) = − θ θ , (7.8)
2 cos2 4 f ( θ2 ) + 2 sin2 4 f ( θ2 + π) + 2γ cos(θ) + λ
for functions f : [0, 2π] → H. [For γ = 0 and Im(λ) > 0 the only solution to (7.8)
is the constant function with value zλ from (5.3).]
The truncated Green functions Z = Zn ∈ SHN are further restricted by the
condition that Zn has to be symmetric (not Hermitean). This implies that the
first row, z = [z0 , z1 , . . . , z2n −1 ] of Zn is symmetric with respect to the middle
co-ordinate, 2n−1 . That is,
z = [z0 , z1 , . . . , z2n−1 −1 , z2n−1 , z2n−1 −1 , . . . , z1 ] . (7.9)
(n+1) (n+1)
Therefore, f2n −k = f2n +k and consequently, f (π − θ) = f (π + θ).
The only place where we are able to evaluate the solution of (7.8) explic-
itly is for θ ∈ {0, 2π}, where we find that Gλ (0, 0) = f (0) = f (2π) = 2γ+λ 4 √+

i
8 − (2γ + λ) 2 . For f (0) to be in H we get the condition that |2γ + λ| < 2 2.
4 √ √
Therefore, [−2γ − 2 2, −2γ + 2 2] is in the ac spectrum of ∆γ . On the other
hand, let φn ∈
2 (V ) with φn (v) := 2−n/2 for v ∈ Sn and zero otherwise. Then,
the variational energy,
√ φn , ∆γ√φn = 2γ. So for large γ, this energy is outside the
interval [−2γ − 2 2, −2γ + 2 2] and thus, unlike for γ = 0, f (0) does not alone
determine the full spectrum.
7.2. Mean-field loop model

Now we add a weighted complete graph to every sphere in the binary tree. Since
the weights are chosen to make the total added weights the same in each sphere,
this is a sort of mean-field model. Pick a number γ > 0. Each added edge (dotted
line in the figure below) in the nth sphere Sn is given the weight γ2−n . That is,
we define the adjacency matrix, ∆mf γ , through the kernel

 1 if (v, w) ∈ E
−n
∆mf (v, w) := γ2 if v, w ∈ Sn . (7.10)
γ

0 else
We call the new (weighted) graph the mean-field binary tree. The spectrum
√ of
√ the
mean-field adjacency matrix, ∆mf , is the union of two intervals [−2 2 + γ, 2 2+
√ √ γ
γ] ∪ [−2 2, 2 2] and is purely ac. This can be seen by using a Haar basis [11].
For simplicity, we considered a random potential that is transversely two-
periodic and defined by the product of two independent Bernoulli measures for q1
and q2 ,
1
dν(q1 , q2 ) = δ(q1 − 1) + δ(q1 + 1) δ(q2 − 1) + δ(q2 + 1) . (7.11)
4
S0 S1 S2 S3 ...
Figure 1. Rooted binary tree with mean-field edges in-

sides spheres and transversely 2-periodic po-
tential.
Then we have the following theorem.

Theorem 7.2 ([11], Theorem 9). Let ν(0) be a probability measure of bounded sup-
port for the potential at the root and ν be the product of Bernoulli measures defined
above and let Ha,γ := −∆mf γ + a q be the random discrete Schrödinger operator on
the mean-field binary tree corresponding to the transversely two-periodic potential
√
defined by the scaled distribution νa and weight γ. There exist 0 < λ0 , λ1 < 2 2
such that for sufficiently small a the spectral measure for Ha corresponding to δ0
has purely ac spectrum in {λ : |λ| ≤ λ0 , |λ − γ| ≤ λ1 }.
In this theorem, the constant λ0 has the same value
√ as in Theorem 6.1, while
λ1 can be taken to be any positive number less than 2 2.
Acknowledgment
Wolgang Spitzer is indepted to Florian Sobieczky for organizing the wonderful
Alp-workshop in St. Kathrein. We are also grateful to the referee for many useful
comments.
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Panoramas & Synthèsis, no 25, 1–119.
[15] W. Kirsch and F. Martinelli, On the ergodic properties of the spectrum of general
random operators, Journ. Reine und Angew. Math. 334 (1982), 141–156.
[16] A. Klein, Extended States in the Anderson Model on the Bethe Lattice, Advances in
Math. 133 (1998), 163–184.
[17] R. Lyons, Random walks and percolation on trees, Ann. Probab. 18 (1990), 931–958.
[18] M. Reed and B. Simon, Methods of Modern Mathematical Physics I: Functional
Analysis, Revised and Enlarged Edition, Academic Press, 1980.
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Richard Froese
University of British Columbia
Department of Mathematics
Vancouver, British Columbia, Canada
e-mail: rfroese@math.ubc.ca
David Hasler
College of William & Mary
Williamsburg, Virginia, USA
e-mail: dghasler@wm.edu
Wolfgang Spitzer
FernUniversität Hagen
Fakultät für Mathematik und Informatik
Hagen, Germany
e-mail: Wolfgang.Spitzer@FernUni-Hagen.de

Some Spectral and Geometric Aspects

of Countable Groups
Alexander Bendikov, Barbara Bobikau and Christophe Pittet
Abstract. We discuss the relationship between the isospectral profile and the
spectral distribution of a Laplace operator on a countable group. In the case
of locally finite countable groups, we emphasize the relevance of the metric
associated to a natural Markov operator: it is an ultra-metric whose balls are
optimal sets for the isospectral profile.
Mathematics Subject Classification (2000). Primary: 60B15, 20F65; Secondary:
58C40.
Keywords. Probability measures on graphs and groups, geometric group the-
ory, spectral theory and eigenvalue problems for Laplace operators.
1. Introduction
We review the relationship of the spectral distribution and the isospectral profile
of a Laplace operator on a countable group. We investigate properties of metrics
associated to Markov operators on countable locally finite groups, and emphasize
their relevance in studying the isospectral profiles and the spectral distributions
of Laplace operators on these groups.
2. Countable groups
Let G be a countable group with the counting measure as the Haar measure. Let µ
be an irreducible symmetric probability measure on G. In other words, the kernel
defined as K(x, y) = µ({x−1 y}) is Markovian, symmetric, and irreducible.
If x, y ∈ G are such that µ({x−1 y}) > 0, we attach an edge of length (or
weight) 1/µ({x−1 y}) with end points x and y. The resulting graph Γ(G, S) is the
Cayley graph of G with respect to the symmetric generating set S = support(µ).
The restriction of the edge path metric on Γ(G, S) to G is the weighted word
metric dK defined by µ. For example, if S = support(µ) is finite and µ is the
228 A. Bendikov, B. Bobikau and C. Pittet
homogeneous measure on S then the weighted word metric defined by S is the

usual word metric defined by S, multiplied by the cardinality |S| of S.
3. Locally finite groups and ultra-metrics

Let G be a locally finite group, that is if F ⊂ G is any finite subset of G then the
smallest subgroup of G containing F is finite. If we assume that G is countable,
then there exists an increasing chain of finite subgroups {e} = G0 ⊂ G1 ⊂ · · · ⊂
Gn ⊂ · · · , such that 9
G= Gn .
n≥0
Conversely, any group which is equal to such a union is obviously countable and
locally finite.
For example
let G be the set of functions f : N → Z/2Z with finite support.
Then G = n≥0 Gn where Gn ∼ = (Z/2Z)n is the subgroup of such functions whose
support is included in N ∩ [0, n] (if n = 0, the support N ∩ [0, 0] is empty hence
the function is identically 0 and G0 is indeed the trivial group). Another example
is the group G of permutations of N whose support is finite. Then G = n≥0 Gn
where Gn ∼ = Sn+1 is the subgroup of such permutations whose support is included
in N ∩ [1, n + 1].
A natural class of measures associated to a strictly increasing union G =
n≥0 Gn is obtained by choosing strictly positive numbers c0 , c1 , . . . , cn , . . . such
∞
that n=0 cn = 1. If mn denotes the normalized Haar measure on Gn , then the
series
∞
µ= cn mn
n=0
defines an irreducible symmetric probability measure on G.
Lemma 3.1. Let G and µ be as above and let S = support(µ). Let q ∈ G \ {e}. Any
edge path in Γ(G, S) between e and q which is geodesic (i.e., whose length equals
the distance between e and q) travels along the unique edge joining e with q.
Proof. Let n be minimal such that q ∈ Gn . Notice that n ≥ 1. Let
c : [0, 1] → Γ(G, S)
be a shortest edge path with constant speed and with c(0) = e and c(1) = q. Let
d ∈ N and 0 = t0 < · · · < td = 1, such that the set of points xk = c(tk ), 0 ≤ k ≤ d,
is the intersection
Im(c) ∩ G
of the image of the edge path c with G. There exists 1 ≤ k0 ≤ d such that
x−1 −1
k0 −1 xk0 ∈ G \ Gn−1 . Indeed, if xk−1 xk ∈ Gn−1 for all 1 ≤ k ≤ d, then

d
q = xd = x−1
k−1 xk
k=1
Some Spectral and Geometric Aspects of Countable Groups 229
would also belongs to Gn−1 . But this would contradict the minimality of n. Hence,
as x−1
k0 −1 xk0 ∈ G \ Gn−1 , and as q ∈ Gn , we deduce that
µ({x−1
k0 −1 xk0 }) ≤ µ({q}).
The length of the restriction of c to [tk0 −1 , tk0 ] is equal to

1/K(xk0 −1 , xk0 ) = 1/µ({x−1
k0 −1 xk0 }).
The edge between e and q has length 1/µ({q}). This implies that the geodesic edge
path c has only one edge (i.e., tk0 −1 = 0 and tk0 = 1). As there is exactly one edge
in Γ(G, S) between any two points of G, the proof is finished.
Proposition 3.2. Let G and µ be as above and let S = support(µ).
1. The distance dK (p, q) between any two distinct points p, q ∈ G is realized in
the Cayley graph Γ(G, S) by a unique geodesic which is the edge of length
1/K(p, q) with end points p and q.
2. The set of values taken by the distance dK is the set {rn : n ∈ N} ∪ {0},
where  −1
cn
rn =   ,
|Gn |
k≥n
and the ball of radius rn with center the identity is the subgroup Gn .
3. The metric dK is an ultra-metric, hence for any radius r ≥ 0, G is partitioned
by its balls of radius r.
Proof. As dK is left-invariant, in order to prove the first statement, it is enough
to prove it when p = e. The distance dK (e, q) is equal to the length of an edge
path c : [0, 1] → Γ(G, S) such that c(0) = e and c(1) = q. Lemma 3.1 shows that
(the image of) c is the unique edge of Γ(G, S) between e and q and its length is
1/K(e, q).
To prove the second statement, notice that G is the disjoint union
9
G = G0 ∪ Gn \ Gn−1 .
n∈N
For any q ∈ Gn \ Gn−1 , we have

cn
µ({q}) = .
|Gn |
k≥n
Hence according to the first statement,

 −1
cn
dK (e, q) = rn =   .
|Gn |
k≥n
This proves that the ball of radius rn with center the identity is the subgroup Gn .
It also proves that the distances to the identity are {rn : n ∈ N} ∪ {0}. As dK is
left-invariant this finishes the proof of the second statement.
The third statement is an immediate consequence of left-invariance and the

fact that the balls with center the identity are subgroups. Indeed, for q ∈ G, let
us denote qK = dK (e, q). If pqK = rn , that is pq ∈ Gn \ Gn−1 then either p
or q belongs to G \ Gn−1 , that is
pqK ≤ max{pK , qK }.
As dK is left-invariant, the above inequality shows that dK defines an ultra-metric.
Hence two balls of the same radius which meet have to coincide.
4. The spectral distribution and the isospectral profile

of a Laplace operator on a countable group
Let G be a countable group with the Haar measure equals the counting measure.
Let µ be a symmetric irreducible probability measure on G. The right convolution
with µ defines a self-adjoint operator
Rµ : L2 (G) → L2 (G)
whose norm is bounded by µ(G) = 1. Hence the Laplacian ∆µ = 1 − Rµ is a
positive self-adjoint operator on L2 (G) of norm bounded by 2. Let

∆µ = λdEλ
[0,∞)
be a spectral resolution of ∆µ . As Rµ commutes with the left-regular representation

λ : G → U (L2 (G))
(λ(g)f )(x) = f (g −1 x),
the orthogonal projector Eλ = Eλ∗ = Eλ2 commutes with λ(g) for any g ∈ G.
Hence Eλ belongs to the von Neumann algebra B(L2 (G))G of bounded operators
on L2 (G) which commute with λ. Let us denote
Nµ (λ) = trG (Eλ ) = (Eλ δe , δe )
the von Neumann trace of Eλ (here δx denotes the characteristic function of the
point x ∈ G and the scalar product is chosen such that the set {δx : x ∈ G} is
an orthonormal Hilbert basis). The group G is non-amenable if and only there
exists a neighborhood U of zero such that the spectral density function Nµ (λ) is
identically equal to zero on U . This follows from [5].
Let Ω be a finite subset of G, and let λ1 (Ω) denotes the first eigenvalue for
the Dirichlet problem on Ω. That is
λ1 (Ω) = inf (∆µ (f ), f )/f 2.
∅ =support(f )⊂Ω
The isospectral profile associated to (G, µ) is the function

Λµ (v) = inf λ1 (Ω)
|Ω|≤v
where v ∈ [1, ∞). The isospectral profile Λµ is obviously a positive decreasing

right-continuous function. It satisfies
lim Λµ (v) = 0
v→∞
if and only if G is amenable. If G is amenable, one can use a Nash type inequality
to deduce that limv→∞ Λµ (v) = 0. Let us show that if the isospectral profile goes
to zero then G is amenable.
Lemma 4.1. (See [3, Proposition 4.2].) Let Ω ⊂ G be a finite subset of G such that
0 ≤ λ1 (Ω) < 1.
Let λ = λ1 (Ω). Let α ≥ 1 such that
α ≥ − log(1 − λ)/λ = 1 + λ/2 + λ2 /3 + · · · .
Then for any integer time t ∈ N, the return probability p2t (e, e) at time 2t for the
random walk defined by µ satisfies
exp(−2αtλ1 (Ω))
p2t (e, e) ≥ .
|Ω|
Let us choose α = 2 in Lemma 4.1. We obtain for all t ∈ N, and all finite
subset Ω of G such that λ1 (Ω) ≤ 1/2,
p2t (e, e) ≥ exp(−4tλ1 (Ω) − log(|Ω|)).
In other words, if we define for each t ∈ N the positive number R(2t) by the
equality p2t (e, e) = exp(−2tR(2t)), we obtain
R(2t) ≤ 2λ1 (Ω) + log(|Ω|)/2t.
Hence, if limv→∞ Λµ (v) = 0, we deduce that limt→∞ R(2t) = 0. Hence G is
amenable [5].
5. The relationship between the spectral distribution

and the isospectral profile
In the case the countable group G is amenable, the (generalized) inverse of the
isospectral profile
Λ−1
µ (λ) = inf{v ≥ 1 : Λµ (v) ≤ λ}
takes only finite values for λ ∈ (0, ∞) because limv→∞ Λµ (v) = 0.
Following [4], we say that two positive functions f, g are dilatationally equiv-
alent near zero, respectively near infinity, and we write f (λ) ∼ = g(λ), respectively
f (v) ∼
= g(v), if there exist strictly positive numbers a, b, such that near zero
f (aλ) ≤ g(λ) ≤ f (bλ),
respectively such that for near infinity,
f (av) ≤ g(v) ≤ f (bv).
In the case the above inequalities hold with the constants a, b as external factors,
namely if
af (λ) ≤ g(λ) ≤ bf (λ),
respectively
af (v) ≤ g(v) ≤ bf (v),
hold (here b ≥ 1), we say that f and g are factor-equivalent near zero, respectively
near infinity, and we write f (λ) ) g(λ), respectively f (v) ) g(v).
Remark 5.1. The relations ∼ = and ) are not comparable, i.e., no one implies the
other, rather they are dual to each other when taking inverses.
Question 5.2. Let (G, µ) be a countable group endowed with a symmetric irre-
ducible probability measure. Does the dilatational equivalence near zero
1
Nµ (λ) ∼
= −1
Λµ (λ)
hold true?
Remark 5.3. In the case G is non-amenable, if λ is small enough, then N (λ) = 0
and Λ−1
µ (λ) is infinite (provided we agree that inf(∅) = ∞).
5.1. Finitely generated groups and measures with finite second moment
If the group G is generated by a finite symmetric set S we say that µ has finite
second moment with respect to the word metric defined by S if

µ({g})g2S < ∞.
g∈G
Notice that this condition on µ does not depend on the choice of the finite sym-
metric generating set S. In this subsection we assume that G is finitely generated
and we only consider probability measures which are symmetric irreducible and
have finite second moment.
In this setting, if µ and ν are two measures on G, then we have the dilatational
equivalence near zero
Nµ (λ) ∼
= Nν (λ),
and the factor-equivalence near infinity
Λµ (v) ) Λν (v).
See [2].
If G has polynomial growth, on the one hand it follows from [4] and [2] that
Nµ (λ) ∼
= λd/2 ,
where d ∈ N ∪ {0} is the growth degree of G. On the other hand, the following
factor-equivalence near infinity
1
Λµ (v) ) 2/d
v
holds true (balls with respect to the word metric are asymptotically optimal sets
for the isospectral profile) [3]. Hence, near zero
∼ 1
Λ−1
µ (λ) = .
λd/2
Hence we have the dilatational equivalence near zero
1
Nµ (λ) ∼
= −1 .
Λµ (λ)
If G is amenable and if the isospectral profile pre-composed with the expo-
nential function is doubling, that is if there exists > 0 such that for all v ≥ 0,
Λµ (exp(2v)) ≥ Λµ (exp(v)),
then the dilatational equivalence near zero
1
Nµ (λ) ∼
=
Λ−1
µ (λ)
holds true [2]. For example, if G is polycyclic with exponential growth, then
1
Λµ (v) ) ,
log(v)2
(the balls with respect to the word metric are not asymptotically optimal for the
isospectral problem) and
1
Nµ (λ) ∼
= exp(− 1/2 ).
λ
5.2. Countable locally finite groups and series of Haar measures
Suppose (G, µ) isas in Section 3, that is G is countable, locally finite and µ is
∞
of the formµ = n=0 cn mn , where mn is the normalized Haar measure on Gn ,
∞
cn > 0 and n=0 cn = 1. Then the balls Gn with respect to the metric dK defined
by K(x, y) = µ({x−1 y}) are optimal for the isospectral profile [1]. It means that
λ1 (Gn ) = inf λ1 (Ω).
|Ω|≤|Gn |
If the decay of the measure µ is not too fast, namely, if there exists > 0, such
that for all n ∈ N,
ck ≥ cn ,
k>n
then the dilatational equivalence near zero
1
Nµ (λ) ∼
=
Λ−1
µ (λ)
holds true [1]. For example

if G is the group of permutations of N with finite
support, we have G = n≥0 Gn with Gn = Sn+1 . If α is a strictly positive real,
and if there exists a, b > 0 such that for all n ∈ N,
a/nα+1 ≤ cn ≤ b/nα+1 ,
then near infinity α

log log(v)
Λµ (v) ) ,
log(v)
and near zero
1 1
Nµ (λ) ∼
= exp − 1/α log .
λ λ
Acknowledgment
A. Bendikov and B Bobikau were supported by the Polish Goverment Scientific
Research Fund, Grant N N201 371736. We are grateful to Daniel Lenz, Florian
Sobieczky, and Wolfgang Woess, for inviting us to the workshop “Spectral and
probabilistic properties of random walks on random graphs” funded by the FWF
(Austrian Science Fund), within the framework of the project P18703 “Random
walks on random subgraphs of transitive graphs”, and to the workshop “Bound-
aries” founded by TU Graz and the Marie-Curie series of events “GROUPS: Eu-
ropean training courses and conferences in group theory”.
References
[1] Alexander Bendikov, Barbara Bobikau, and Christophe Pittet, Spectral properties of
a class of random walks on locally finite groups, preprint.
[2] Alexander Bendikov, Christophe Pittet, and Roman Sauer, Spectral distribution and
L2 -isoperimetric profile of Laplace operators on groups, arXiv:0901.0271 (2009), 1–22.
[3] Thierry Coulhon, Alexander Grigor’yan, and Christophe Pittet, A geometric approach
to on-diagonal heat kernel lower bounds on groups, Ann. Inst. Fourier (Grenoble) 51
(2001), no. 6, 1763–1827 (English, with English and French summaries).
[4] Mikhail Gromov and Mikhail Shubin, von Neumann spectra near zero, Geom. Funct.
Anal 1 (1991), no. 4, 375–404.
[5] Harry Kesten, Full Banach mean values on countable groups, Math. Scand. 7 (1959),
146–156.
Alexander Bendikov and Barbara Bobikau

Institute of Mathematics, Wroclaw University
e-mail: bendikov@math.uni.wroc.pl
bobikau@math.uni.wroc.pl
Christophe Pittet
CMI Université d’Aix-Marseille I
e-mail: pittet@cmi.univ-mrs.fr

Percolation Hamiltonians
Peter Müller and Peter Stollmann
Abstract. There has been quite some activity and progress concerning spec-
tral asymptotics of random operators that are defined on percolation sub-
graphs of different types of graphs. In this short survey we record some of
these results and explain the necessary background coming from different
areas in mathematics: graph theory, group theory, probability theory and
random operators.
Mathematics Subject Classification (2000). Primary 05C25; Secondary 82B43.
Keywords. Random graphs, random operators, percolation, phase transitions.
1. Preliminaries
Here we record basic notions, mostly to fix notation. Since this survey is meant
to be readable by experts from different communities, this will lead to the effect
that many readers might find parts of the material in this section pretty trivial –
never mind.
1.1. Graphs
A graph is a pair G = (V, E) consisting of a countable set of vertices V together
with a set E of edges. Since we consider undirected graphs without loops, edges
can and will be regarded as subsets e = {x, y} ⊆ V . In this case we say that e is
an edge between x and y, respectively adjacent to x and y. Sometimes we write
x ∼ y to indicate that {x, y} ∈ E. The degree, the number of edges adjacent to x,
is denoted by
deg G := deg : V → N0 , deg(x) := #{y ∈ V | x ∼ y}.
A graph with constant degree equal to k is called a k-regular graph.
A path is a finite family γ := (e1 , e2 , . . . , en ) of consecutive edges, i.e., such
that ek ∩ ek+1 = ∅; the set of points visited by γ is denoted by γ ∗ := e1 ∪ · · · ∪ en .
This gives a natural notion of clusters or connected components as well as a natural
distance in the following way. If x is a vertex, then Cx , the cluster containing x,
is the set of all vertices y, for which there is a path γ joining x and y, i.e., so
236 P. Müller and P. Stollmann
that x, y ∈ γ ∗ . The length of a shortest path joining x and y is called the distance
dist(x, y). With the convention inf ∅ := ∞ it is defined on all of V , its restriction
to any cluster induces a metric.
A subgraph G = (V , E ) of G is given by a subset V ⊆ V and a subset
E ⊆ E. The subgraph G = (V , E ) induced by V has the edge set E = {e ∈ E |

e ⊆ V }.
A one-to-one mapping Φ : V → V is called an automorphism of the graph
G = (V, E) if {x, y} ∈ E if and only if {Φ(x), Φ(y)} ∈ E. The set of all auto-
morphisms Aut(G) is a group, when endowed with the composition of automor-
phisms as group operation. An action of a group Γ on G is a group homomorphism
j : Γ → Aut(G), and we write γx := (j(γ))(x) for γ ∈ Γ, x ∈ V . An action is called
free, if γx = x only happens for the neutral element γ = e of Γ. A group action
is called transitive, if the orbit Γx := {γx | γ ∈ Γ} of x equals V for some (and
hence every) vertex x ∈ V . Note that in this case G looks the same everywhere.
Example. A prototypical example is given by the d-dimensional integer lattice
graph Ld with vertex set Zd and edge set given by all unordered pairs of vertices
with Euclidean distance one. Clearly, the additive group Zd acts transitively and
freely on Ld by translations.
For any group action, due to the group structure of Γ, it is clear that two
orbits Γx = Γy must be disjoint. If there are only a finite number of different
orbits under the action of Γ, the action is called quasi-transitive, in which case
there are only finitely many different ways in what the graph can look like locally.
For quasi-transitive actions, there are finite minimal subsets F of V so that
9
Γx = V. (1.1)
x∈F
These are called fundamental domains.

1.2. The adjacency operator and Laplacians
The adjacency operator of a given graph G = (V, E) acts on the Hilbert space
2 (V ) of complex-valued, square-summable functions on V and is given by

A := AG :
2 (V ) →
2 (V ), Af (x) := f (y) for f ∈
2 (V ), x ∈ V.
y∼x
We will assume throughout that the degree deg is a bounded function on V , and so
A is a bounded linear operator. The (combinatorial or graph) Laplacian is defined
as

∆ := ∆G :
2 (V ) →
2 (V ), ∆f (x) := [f (x) − f (y)] for f ∈
2 (V ), x ∈ V
y∼x
so that ∆G = DG − AG , where D := DG denotes the bounded multiplication

operator with deg. Signs are a notorious issue here: note that (contrary to the
convention in most of the second author’s papers) there is no minus sign in front
of the triangle.
Percolation Hamiltonians 237
For a subgraph G = (V , E ) of a given graph, certain variants of ∆G are

often considered: The Neumann Laplacian is just ∆N G := ∆G , meaning that the
ambient larger graph plays no role at all. The Dirichlet Laplacian ∆D G (the nota-
tion agrees with that of [36, 5, 7, 51]) penalizes boundary vertices of G in G, that
is vertices with a lower degree in G than in G:

G := 2(DG − DG ) + ∆G = 2DG − DG − AG :
(V ) →
(V ).
∆D N 2 2
A third variant is called pseudo-Dirichlet Laplacian in [36, 51]; here we use the
notation from [5, 7], where it is named adjacency Laplacian:

G := DG − DG + ∆G = DG − AG :
(V ) →
(V ).
∆A N 2 2
The motivation and origin for the terminology of the different boundary conditions
are discussed in [36] – together with some basic properties of these operators. Most
importantly, they are ordered in the sense of quadratic forms
0 ∆N
G ∆G ∆G 2DG 2degG ∞ Id
A D
(1.2)
on
2 (V ). Here, Id stands for the identity operator. We recall that for bounded op-
erators on a Hilbert space H, the partial ordering A B means ψ, (B − A)ψ 0
for all ψ ∈ H, where the brackets denote the scalar product on H. Thus the spec-
∆XG , X ∈ {N, A, D}, is confined according to spec(∆G ) ⊆
X
trum
of each Laplacian

0, 2 degG ∞ . The names Dirichlet and Neumann are chosen in reminiscence
of the different boundary conditions of Laplacians on open subsets of Euclidean
space. In fact one can easily check that for disjoint subgraphs G1 , G2 ⊂ G,
G1 ⊕ ∆G2 ∆G1 ∪G2 ∆G1 ∪G2 ∆G1 ⊕ ∆G2 .
∆N N N D D D
The adjacency Laplacian does not possess such a monotonicity.

On bipartite graphs, such as the lattice graph Ld , the different Laplacians are
related to each other by a special unitary transformation on
2 (V ). We recall that
a graph is bipartite if its vertex set can be decomposed into two disjoint subsets
V± so that no edge joins two vertices within the same subset. Define a unitary
involution U = U ∗ = U −1 on
2 (V ) by (U f )(x) := ±f (x) for x ∈ V± . Clearly, we
have U ∗ DU = D and U ∗ AU = −A. The latter holds because of

A(U f ) (x) = (U f )(y) = ∓f (y) = − U (Af ) (x)
y∼x y∼x
for every x ∈ V± . In particular, for any subgraph G of a k-regular bipartite graph

G we get
∗ A
G = 2k Id −U ∆G U
∆A
∗ D
G = 2k Id −U ∆G U
∆N (1.3)
∗
∆D
G = 2k Id −U ∆N
G U.
Consequently, spectral properties of the different Laplacians at zero – the small-

est possible spectral value as allowed by (1.2) – can be translated into spectral
properties (of another Laplacian) at 2k.
1.3. Amenable groups and their Cayley graphs

Here we record several basic notions and results that will be used later on; we
largely follow [5].
Let Γ be a finitely generated group and S ⊂ Γ a symmetric (i.e., S −1 ⊆ S)
finite set of generators that does not contain the identity element e of Γ. The
Cayley graph G = G(Γ, S) has Γ as a vertex set and an edge connecting x, y ∈ Γ
provided xy −1 ∈ S. By symmetry of S we get an undirected graph in this fashion,
and G is |S|-regular. Moreover, it is clear that Γ acts transitively and freely on G
by left multiplication.
Examples.
(1) The d-dimensional integer lattice graph Ld is the Cayley graph of the group
Zd (written additively, of course) with the set of generators S = {ej , −ej |
j = 1, . . . , d} with ej the unit vector in direction j.
(2) Changing the set of generators to S := S ∪ {±ej ± ek | 1 j < k d} gives
additional diagonal edges; see Figure 1 for an illustration in d = 2.
Figure 1. Two Cayley graphs of Zd .
(3) The Cayley graph of the free group with n ∈ N \ {1} generators g1 , . . . , gn
can be formed with S = {g1 , . . . , gn , g1−1 , . . . , gn−1 }; it is a 2n-regular rooted
infinite tree. More generally, a (κ+ 1)-regular rooted infinite tree, κ ∈ N\ {1},
is also called Bethe lattice Bκ , honouring Bethe [11] who introduced them as
a popular model of statistical physics. Every vertex other than the root e in
Bκ possesses one edge leading “towards” the root and κ “outgoing” edges,
see Figure 2 for an illustration for n = 2, respectively κ = 3.
Due to fundamental theorems of Bass [10], Gromov [26] and van den Dries and
Wilkie [59], the volume, i.e., the number of elements, of the ball B(n) consisting
of all those vertices that are at distance at most n from the identity e,
/ 0
V (n) := |B(n)| := # x ∈ Γ | distG(Γ,S) (x, e) n , (1.4)
has an asymptotic behaviour that obeys one of the following alternatives:
Figure 2. Bethe lattice B3 , the Cayley graph of the

free group with n = 2 generators a, b.
Theorem 1.1. Let G = G(Γ, S) be the Cayley graph of a finitely generated group.
Then exactly one of the following is true:
(a) G has polynomial growth, i.e., V (n) ∼ nd for some d ∈ N.
(b) G has superpolynomial growth, i.e., for all d ∈ N and b ∈ R there are only
finitely many n ∈ N so that V (n) bnd .
The growth behavior, in particular the exponent d, is independent of the chosen
set S of generators.
There is another issue of importance to us, amenability. A definition in line
with our subject matter here goes as follows:
Definition 1.2. A discrete group Γ is called amenable, if there is a Følner sequence,
i.e., a sequence (Fn )n∈N of finite subsets which exhausts Γ with the property that
for every finite F ⊂ Γ:
|(F · Fn )+Fn |
→0 for n → ∞,
|Fn |
where A+B := (A \ B) ∪ (B \ A) denotes the symmetric difference of two sets A
and B.
There is quite a number of different equivalent characterisations of amenabil-
ity. The notion goes back to John von Neumann [63]. In its original form he required
the existence of a mean on
∞ (Γ), i.e., a positive, normed, Γ-invariant functional.
Remarks 1.3.
(1) The defining property of a Følner sequence is that the volume of the boundary
of Fn becomes small with respect to the volume of Fn itself as n → ∞.
Boundary as a topological term is of no use here; instead, thinking of the
associated Cayley graph, F · Fn can be thought of as a neighborhood around
Fn (at least for F containing the identity) and so |(F · Fn )+Fn | represents
the volume of a boundary layer around Fn . Thinking of F as the ball B(r)

makes this picture quite suggestive.
(2) Discrete groups of subexponential growth are amenable.
(3) The lamplighter groups (see below) are amenable but not of subexponential
growth. Consequently, growth does not determine amenability.
(4) The standard example of a nonamenable group is the free group on two
generators.
Let us end this subsection with the example we already referred to above:
Example. Fix m ∈ N, m 2. The wreath product Zm Z is the set
Zm Z := {(ϕ, x) | ϕ : Z → Zm , supp ϕ finite, x ∈ Z},
(ϕ1 , x1 ) ∗ (ϕ2 , x2 ) := (ϕ1 + ϕ2 (· − x1 ), x1 + x2 )
and is called the lamplighter group. It is amenable, see [7].
2. Spectral asymptotics of percolation graphs

This section contains the heart of the matter of the present survey. After intro-
ducing percolation, we begin discussing the relevant properties of the random op-
erators associated with percolation subgraphs. The central notion is the integrated
density of states, a real-valued function. We then explain a number of results on the
asymptotic behaviour of this function and how methods from analysis, geometry
of groups, graph theory and probability are used to derive these results.
2.1. Percolation
Percolation is a probabilistic concept with a wide range of applications, usually
related to some notion of conductivity or connectedness. Its importance in (statis-
tical) physics lies in the fact that, despite its simplicity, percolation yet exposes a
phase transition. The mathematical origin of percolation can be traced back to a
question of Broadbent that was taken up in two fundamental papers by Broadbent
and Hammersley in 1957 [15, 28]. Percolation theory still has an impressive list
of easy-to-state open problems to offer, some with well-established numerical data
and conjectures based on physical reasoning. We refer to [25, 31] for standard
references concerning the mathematics, as well as Kesten’s recent article in the
Notices of the AMS [32].
Mathematically speaking, and presented in accordance with our subject mat-
ter here, percolation theory deals with random subgraphs of a given graph G =
(V, E) that is assumed to be infinite and connected. A good and important example
is the d-dimensional lattice graph Ld , the particular case d = 1 being very special,
however. There are two different but related random procedures to delete edges
and vertices from G, called site percolation and bond percolation. In both cases,
everything will depend upon one parameter p ∈ [0, 1] that gives the probability of
keeping vertices or edges, respectively.
Let us start to describe site percolation. We consider the infinite product

:
Ω := Ωsite := {0, 1}V , Pp := p · δ1 + (1 − p) · δ0 ,
x∈V
as probability space with elementary events ω := (ωx )x∈V , ωx ∈ {0, 1}, and a
product Bernoulli measure Pp that formalizes the following random procedure.
Independently for all vertices (also called sites in this context) of V , we delete the
vertex x from the graph with probability 1 − p, along with all edges adjacent to x.
This corresponds to the event ωx = 0, and we call the site x closed. On the other
hand, we keep the vertex x and its adjacent edges in the graph with probability
p. This corresponds to the event ωx = 1, in which case we speak of an open
site. Every possible realisation or configuration is given by exactly one element
ω = (ωx )x∈V ∈ Ω, and the measure Pp above governs the statistics according to
the rule we just mentioned. Note that we omit the superscript in the notation of
the product measure. The graph we just described is illustrated in Figure 3 and
formally defined by Gω = (Vω , Eω ), where
Vω := {x ∈ V | ωx = 1}, Eω := {e ∈ E | e ⊆ Vω },
i.e., the subgraph of G induced by Vω . Note that for p = 0 the graph Gω is empty
with probability 1 and for p = 1 we get Gω = G with probability 1.
The second variant, bond percolation, works quite similarly:
:
Ω := Ωbond := {0, 1}E , Pp := (p · δ1 + (1 − p) · δ0 ),
x∈E
leading to the subgraph Gω = (Vω , Eω ) with

Vω := V, Eω := {e ∈ E | ωe = 1}.
Figure 3. Part of a realisation Gω for bond perco-

lation on L2 for p = 12 .
It amounts to deleting edges (also called bonds in this context) with probability
1 − p, independently of each other. The choice Vω = V is merely a convention.
Other authors keep only those vertices that are adjacent to some edge.
In both site and bond percolation, the issue is the connectedness of the so-
obtained random subgraphs. Note that the realisations Gω themselves do not de-
pend upon p, while assertions concerning the probability of certain events or the
stochastic expectation of random variables constructed from the subgraphs surely
do. A typical question is whether the cluster Cx that contains vertex x ∈ V is
finite in the subgraph Gω for Pp -almost all ω ∈ Ω or whether it is infinite with
non-zero probability. In the latter case one says that percolation occurs.
Let us assume from now on that G is quasi-transitive, so that the above
question will have an answer that is independent of x. The percolation threshold
or critical probability is then defined as
/ 0
pH := sup p ∈ [0, 1] Pp [|Cx | = ∞] = 0 .
It is independent of x since, globally, G looks the same everywhere, cf. (1.1), and
Pp is a product measure consisting of identical factors. A related critical value is
given by
/ 0
pT := sup p ∈ [0, 1] Ep [|Cx |] < ∞ ,
and it is clear that pT pH . Here, Ep stands for the expectation on the probability
space (Ω, Pp ). The equality of these two critical values is often dubbed sharpness
of the phase transition, and we write pc := pH = pT in this case for the critical
probability. Clearly, sharpness of the transition is a desirable property, as both
pH and pT represent two equally reasonable ways to distinguish a phase with Pp -
almost surely only finite clusters, the subcritical or non-percolating phase, from a
phase where there exists an infinite cluster with probability one, the supercritical
or percolating phase. Apart from that, sharpness of the phase transition has been
used as an important ingredient in the proof of Kesten’s classical result that pc =
1
2
for bond percolation on the 2-dimensional integer lattice L2 . Together with
estimates known for p < pT , it gives that the expectation of the cluster size decays
exponentially, i.e.,
Pp {|Cx | = n} e−αp n , n ∈ N,
with some constant αp > 0 for all p < pc . This fact is also heavily used in some
proofs of Lifshits tails for percolation subgraphs, see below. Fundamental papers
that settle sharpness of the phase transition for lattices and certain quasi-transitive
percolation models are [2, 47, 48]. Recent results valid for all quasi-transitive graphs
can be found in [6] together with a discussion of the generality of earlier literature.
Theorem 2.1 ([6], Theorem 2, Theorem 3). For every quasi-transitive graph
pT = pH =: pc ,
and for every p < pc there exists a constant αp > 0 so that
Pp {|Cx | n} e−αp n for all x ∈ V, n ∈ N.
It is expected that sharpness of the phase transition also holds for perco-
lation on more general well-behaved graphs even without quasi-transitivity. The
celebrated Penrose tiling gives rise to such a graph without quasi-transitivity but
some form of aperiodic order. A result analogous to Theorem 2.1 was proven for
the Penrose tiling in [30]. The general case of graphs with aperiodic order has not
yet been settled. We refer to [49] for partial results in this direction.
2.2. The integrated density of states

The study of the random family (∆Gω )ω∈Ω of Laplacians on percolation graphs
was proposed by de Gennes [19, 20] and often runs under the header quantum
percolation in physics. In this paper we focus on the integrated density of states
(IDS), also called spectral distribution function, of this family of operators.
In general, the IDS is the distribution function of a (not necessarily finite)
measure on R that is meant to describe the density of spectral values of a given self-
adjoint operator. In the cases of interest to us here, the underlying Hilbert space is
2 (V ), with V being the countable vertex set of some graph. In this situation the
IDS is even the distribution function of a probability measure on R, as we shall see.
Before giving the rigorous definition that applies in this setting, let us first start
with a discussion at a heuristic level. For elliptic operators acting on functions
on some infinite configuration space V with a periodic geometric structure, one
typically does not have eigenvalues, but rather continuous spectrum. However,
the restrictions of these operators to compact subsets K of configuration space
V (more precisely to
2 (K), actually) come with discrete spectrum. Therefore,
one can count eigenvalues, including their multiplicities. The idea of the IDS is
to calculate the number of eigenvalues per unit volume for an increasing sequence
Kn of compact subsets and take the limit. For this procedure to make sense, the
operator has to be homogenous, at least on a statistical level. Two situations
are typical: Firstly, a periodic operator, quite often the Laplacian of a periodic
geometry. And, secondly, an ergodic (statistically homogenous) random family of
operators, in which case the above mentioned limit will exist with probability one.
Let H be a self-adjoint operator in
2 (V ). An intuitive ansatz for the definition
of the IDS might be N : R → [0, 1],

tr 1Fn 1]−∞,E] (H) x∈Fn δx , 1]−∞,E] (H)δx
E → N (E) := lim = lim ,
n→∞ |Fn | n→∞ |Fn |
(2.1)
where (Fn )n∈N is an appropriate sequence of finite sets exhausting V . Before we
go on, let us add some remarks on our notation in (2.1). In general, we write 1A
for the indicator function of some set A. Above, 1Fn is to be interpreted as the
multiplication operator corresponding to the indicator function 1Fn . In view of
the functional calculus for self-adjoint operators we write 1B (H) for the spectral
projection of H associated to some Borel set B ⊆ R. Finally, tr stands for the
trace on
2 (V ) and δx ∈
2 (V ) for the canonical basis vector that is one at vertex
x and zero everywhere else.
As was already mentioned, a certain homogeneity property is necessary in

order for the limit in (2.1) to exist. A careful choice of the exhausting sequence
is necessary, too. For amenable groups tempered Følner sequences will do the
job, as is ensured by a general ergodic theorem of Lindenstrauss [43]. We refer to
[39, 49, 50] for more details in the present context and sum up the main points in
the following definition and the subsequent results.
Definition 2.2. Let G be a graph and let Γ be an infinite group that acts quasi-
transitively on G. We fix a fundamental domain F. For E ∈ R we define
1
Nper (E) := tr 1F 1]−∞,E] (∆G ) (2.2)
|F |
to be the IDS of the full graph. Secondly, the expression
(p) 1 / 0
NX (E) := NX (E) := Ep tr 1F 1]−∞,E] (∆X
Gω ) (2.3)
|F |
is the IDS of the Laplacians on random percolation subgraphs, where X ∈ {N,A,D}
stands for one of the possible boundary conditions discussed in Subsection 1.2.
Remarks 2.3.
(1) We could have chosen a more general probability measure than Pp , as long
as it is invariant under Γ.
(2) Usually, we will omit the superscript p and write simply NX for the quantity
in (2.3).
(1)
(3) Note that Nper = NX for any X ∈ {N, A, D}.
(4) Note also that NX is not defined in terms of a single operator ∆X Gω , but
X
rather using the whole family (∆Gω )ω∈Ω ; see also the subsequent result for a
clarification.
The next theorem establishes the connection between the heuristic picture
displayed in (2.1) and the preceding definition. The point here is the generality
of the group involved. In the more conventional setting of random operators on
Euclidean space Rd (with the group action of Zd ), the equation is the celebrated
Pastur-Shubin trace formula.
Theorem 2.4 ([39], Theorem 2.4). Let G be a graph and let Γ be an infinite group
that acts quasi-transitively on G. Then there is a sequence (Fn )n∈N of finite subsets
of V so that
1
NX (E) = lim tr 1]−∞,E] (1Fn ∆X
Gω 1Fn ) , (2.4)
n→∞ |Fn |
uniformly in E ∈ R for Pp -a.e. ω ∈ Ω.
Remarks 2.5.
(1) We refer to [22, 36, 38, 45, 61] for further predecessors of the latter theorem.
(2) The inequalities in (1.2) imply
ND NA NN .
(3) A comprehensive theory of the IDS in the (more conventional) set-up of

random Schrödinger operators can be found in the monographs [17, 53, 58];
see also the surveys [34, 35, 62] and the references therein.
Interestingly, the IDS links quite a number of different areas in mathematics:
We started with an elementary operator theoretic point of view. If we rephrase
the basic existence problem in the way that we regard the counting of eigenval-
ues as evaluating the trace of the corresponding eigenprojection, we arrive at the
question, whether appropriate traces exist on certain operator algebras. Typically,
the operators we have in mind are intimately linked to some geometry, so that
quantities derived from the IDS play an important role in geometric analysis. An
important example is the Novikov-Shubin invariant of order zero, which equals the
van Hove exponent in the mathematical physics language and will be discussed in
our setting further below; see [52, 27] and the Oberwolfach report [21]. Another
well-known principle provides a link to stochastic processes and random walks:
The Laplace transform of NN is the return probability of a continuous time ran-
dom walk on the graph; details geared towards the applications we have in mind
can be found in [51].
The original motivation and the name IDS come from physics. The Laplacians
we consider show up as energy operators for a quantum-mechanical particle which
undergoes a free motion on the vertices of the graph. If v, v ∈ V are connected
by an edge, the particle can “hop” directly from v to v or vice versa. In this
way, the spectrum of the Laplacian appears as the set of possible energy values
the particle may attain, hence the name IDS for the quantities in Def. 2.2. In the
percolation case, the motion is interpreted to be a quantum mechanical motion of
a particle in a random environment. Thm. 2.4 is interpreted as the self-averaging
of the IDS for a family of random ergodic operators: for P-a.e. realisation ω of the
environment, the normalised finite-volume eigenvalue counting function converges
to a non-random quantity. In particular, if one had taken an expectation on the
r.h.s. of (2.4), one would have ended up with the very same expression in the
macroscopic limit.
The IDS is one of the simplest, but nonetheless physically important spectral
characteristics of the operators we consider. It encodes all thermostatic properties
of a corresponding gas of non-interacting particles. As an example we mention
a systems of electrons in a solid, where this is a reasonable approximation in
many situations. Besides, the IDS enters transport coefficients such as the electric
conductivity and determines the ionisation properties of atoms and molecules. For
this reason, the IDS (more precisely, its derivative with respect to E, the density
of states) is a widely studied quantity in physics.
2.3. The integer lattice

In this subsection we are concerned with the asymptotics at spectral edges of the
IDS of the family of Laplacians (∆X Gω )ω∈Ω on bond-percolation subgraphs of the
d-dimensional integer lattice graph Ld (or bond percolation on Zd , for short).
The spectral edges of these Laplacians turn out to be 0 and 4d. In fact,
standard arguments [36], which are based on ergodicity w.r.t. Zd -translations,
yield that even the whole spectrum equals almost surely the one of the Laplacian
∆Ld on the full lattice
spec(∆X
Gω ) = [0, 4d] for Pp -almost every ω ∈ Ω,
any p ∈]0, 1] and X ∈ {N, A, D}. Thus, the left-most and right-most inequality in
(1.2) are sharp in this case. Since the lattice Ld is bipartite, it follows from (1.3)
with k = 2d that the different Laplacians are related to each other by a unitary
involution, which implies the symmetries
NA (E) = 1 − lim NA (ε) ,
ε↑4d−E
(2.5)
ND(N ) (E) = 1 − lim NN (D) (ε)
ε↑4d−E
for their integrated densities of states for all E ∈ [0, 4d]. The limits on the right-
hand sides of (2.5) ensure that the discontinuity points of NX are approached from
the correct side.
As before we write pc ≡ pc (d) for the unique critical probability of the bond-
percolation transition in Zd . We recall from [25] that pc = 1 for d = 1, otherwise
pc ∈]0, 1[. Let us first think about what to expect. At least for small p, the ran-
dom graph Gω is decomposed into relatively small pieces, due to Theorem 2.1
above. This means that there cannot be many small eigenvalues as the size of
the components limits the existence of low lying eigenvalues. Consequently, the
eigenvalue-counting function for small E must be small. It turns out that the IDS
vanishes even exponentially fast. This striking behaviour is called Lifshits tail,
to honour Lifshits’ fundamental contributions to solid state physics of disordered
systems [40, 41, 42]. In fact, Lifshits tails continue to show up in the percolating
phase for the adjacency and the Dirichlet Laplacian at the lower spectral edge.
This follows from a large-deviation principle.
Theorem 2.6 ([51], Theorem 2.5). Assume d ∈ N and p ∈]0, 1[. Then the integrated
density of states NX of the Laplacians (∆X Gω )ω∈Ω on bond-percolation graphs in
Zd exhibits a Lifshits tail at the lower spectral edge
ln | ln NX (E)| d
lim =− for X ∈ {A, D} (2.6)
E↓0 ln E 2
and at the upper spectral edge
ln | ln[1 − NX (E)]| d
lim =− for X ∈ {N, A} . (2.7)
E↑4d ln(4d − E) 2
Actually, slightly stronger statements without logarithms are proven in [51],
see the next lemma. Together with the symmetries (2.5), these bounds will imply
the above theorem.
Lemma 2.7 ([51], Lemma 3.1). For every d ∈ N and every p ∈]0, 1[ there exist
constants εD , αu , αl ∈]0, ∞[ such that
exp{−αl E −d/2 } ND (E) NA (E) exp{−αu E −d/2 } (2.8)
holds for all E ∈]0, εD [.
Remarks 2.8.
(1) In the non-percolating phase, p ∈]0, pc [, the content of Theorem 2.6 has
already been known from [36], where it is proved by a different method. The
method of [36], however, does not seem to extend to the critical point or the
percolating phase, p ∈]pc , 1[.
(2) The Lifshits asymptotics of Theorem 2.6 are determined by those parts of
the percolation graphs which contain large, fully-connected cubes. This also
explains why the spatial dimension enters the Lifshits exponent d/2.
(3) We expect that (2.6) can be refined in the adjacency case X = A as to obtain
the constant
ln NA (E)
lim =: −c∗ (d, p) . (2.9)
E↓0 E −d/2
An analogous statement is known from Theorem 1.3 in [12] for the case of
site-percolation graphs. Moreover, it is demonstrated in [4] that the bond-
and the site-percolation cases have similar large-deviation properties.
The second main result of this subsection complements Theorem 2.6 in the
non-percolating phase.
Theorem 2.9 ([36], Theorem 1.14). Assume d ∈ N and p ∈]0, pc [. Then the inte-
grated density of states of the Neumann Laplacians (∆NGω )ω∈Ω on bond-percolation
graphs in Z exhibits a Lifshits tail with exponent 1/2 at the lower spectral edge
d
ln | ln[NN (E) − NN (0)]| 1

lim =− , (2.10)
E↓0 ln E 2
while that of the Dirichlet Laplacians (∆D Gω )ω∈Ω exhibits one at the upper spectral
edge
−
ln | ln[ND (4d) − ND (E)]| 1
lim =− , (2.11)
E↑4d ln(4d − E) 2
−
where ND (4d) := limE↑4d ND (E) = 1 − NN (0).
Remarks 2.10.
(1) This theorem also follows from sandwich bounds analogous to those in Lem-
ma 2.7. We do not state them here but refer to Lemmas 2.7 and 2.9 in [36] for
details. Using interlacing techniques, [56] establishes a better control on the
constants in these bounds. For example, it was found that for all sufficiently
small energies E
NN (E) − NN (0) AE exp{−α+ E −1/2 } (2.12)
√
with α+ := 4/[3 3χ4p ], where χp stands for the expected number of vertices
in the cluster containing the origin and where the constant A > 0 can also
be made explicit.
(2) The constant NN (0) appearing in Theorem 2.9 is given by

tr2 (Λ) 1[0,∞[ −∆N
Gω ,Λ
NN (0) = lim = ρ(p) + (1 − p)2d (2.13)
Λ↑Zd |Λ|
and equals the mean number density ρ(p) of clusters with at least two and
at most finitely many vertices, see, e.g., Chapter 4 in [25], plus the num-
ber density of isolated vertices. This follows from the fact that the operator
1[0,∞[ (−∆N Gω ,Λ ) is nothing but the projector onto the null space of the restric-
tion ∆N N 2
Gω ,Λ of ∆Gω to
(Λ). The dimensionality of this null space equals the
number of finite clusters and isolated vertices of Gω in Λ, see Remark 1.5(iii)
in [36].
(3) The Lifshits tail for NN at the lower spectral edge – and hence the one
for ND at the upper spectral edge – is determined by the linear clusters of
bond-percolation graphs. This explains why the associated Lifshits exponent
−1/2 is not affected by the spatial dimension d. Technically, this relies on
a Cheeger inequality [18] for the second-lowest Neumann eigenvalue of a
connected graph, see also Prop. 2.2 in [36].
The third main result of this subsection is the counterpart of Theorem 2.9 in
the percolating phase.
Theorem 2.11 ([51], Theorem 2.7). Assume d ∈ N \ {1} and p ∈]pc , 1[. Then
the integrated density of states of the Neumann Laplacians (∆N Gω )ω∈Ω on bond-
percolation graphs in Zd exhibits a van Hove asymptotic at the lower spectral edge
ln[NN (E) − NN (0)] d
lim = , (2.14)
E↓0 ln E 2
while that of the Dirichlet Laplacian ∆D
Gω exhibits one at the upper spectral edge
−
ln[ND (4d) − ND (E)] d
lim = . (2.15)
E↑4d ln(4d − E) 2
Similar to the two theorems above, Theorem 2.11 also follows from upper
and lower bounds and the symmetries (2.5).
Lemma 2.12 ([51], Lemma 4.1). Assume d ∈ N \ {1} and p ∈]pc , 1[. Then there
exist constants εN , Cu , Cl ∈]0, ∞[ such that
Cl E d/2 NN (E) − NN (0) Cu E d/2 (2.16)
holds for all E ∈]0, εN [.
Remarks 2.13.
(1) Lemma 2.12 relies mainly on recent random-walk estimates [46, 8, 29] for the
long-time decay of the heat kernel of ∆N
Gω on the infinite cluster.
(2) There is also an additional Lifshits-tail behaviour with exponent 1/2 due to
finite clusters as in Theorem 2.9, but it is hidden under the dominating van
Hove asymptotic of Theorem 2.11. Loosely speaking, Theorem 2.11 is true
because the percolating cluster looks like the full regular lattice on very large
length scales (bigger than the correlation length) for p > pc . On smaller scales
its structure is more like that of a jagged fractal. The Neumann Laplacian
does not care about these small-scale holes, however. All that is needed for the
van Hove asymptotic to be true is the existence of a suitable d-dimensional,
infinite grid. The adjacency and Dirichlet Laplacians though do care about
those small-scale holes, as we infer from Theorem 2.6.
(3) In the physics literature the terminology van Hove “singularity” is also used
for this kind of asymptotic. This refers to the fact that for odd dimensions d
derivatives seize to exist for high enough order.
The above three theorems cover all cases for p and X except the behaviour at
the critical point p = pc of NN at the lower spectral edge, respectively that of ND
at the upper spectral edge. In dimension d = 2 upper and lower power-law bounds
have been obtained in [57]. However, the exponents differ so that the asymptotics
is still an open problem; see also Remark 2.17 (3) below for further properties at
criticality.
2.4. The regular infinite tree (Bethe lattice)

In this subsection we report results from [55] on the asymptotics at spectral edges
for the IDS of the family of Laplacians (∆X Gω )ω∈Ω on bond-percolation subgraphs
of the (κ+1)-regular rooted infinite tree, a.k.a. Bethe lattice Bκ , where κ ∈ N\{1}.
Percolation on regular trees is well studied, see, e.g., [54], and it turns out that
the bond-percolation transition occurs sharply at the unique critical probability
pc = κ−1 . Here, sharpness of the phase transition is implied by, e.g., Theorem 2.1,
but it can also be verified by explicit computations. In contrast to percolation on
the hypercubic lattice Ld , where the infinite cluster of the percolating phase is
unique, there exist infinitely many percolating clusters simultaneously for p > pc
on Bκ .
The results on spectral asymptotics of the IDS are analogous in spirit to
the ones of the previous subsection, but restricted to the non-percolating phase.
However, as the Bethe lattice Bκ exhibits an exponential volume growth of the
ball B(n) of radius n about its root

n
κ+1
V (n) = |B(n)| = 1 + (κ + 1) κν−1 = 1 + (κn − 1) ,
ν=1
κ−1
cf. Figure 2, there will be natural differences.
The next lemma determines the spectral edges of the operators under consid-
eration. As a consequence of the exponential growth of the graph, and in contrast
to the preceding subsection, the spectrum of the Laplacian on the Bethe lattice
does not start at zero, neither does it extend up to twice the degree 2(κ + 1).
Lemma 2.14. Let κ ∈ N \ {1} and let ∆Bκ be the Laplacian on the (full) Bethe
lattice Bκ . Then
√
spec(∆Bκ ) = [Eκ− , Eκ+ ], where Eκ± := ( κ ± 1)2 .
Moreover, for P-almost every realisation Gω of bond-percolation subgraphs of Bκ
we have
− −
Gω ) ⊆ [0, Eκ ],
spec(∆N Gω ) ⊆ [Eκ , 2(κ + 1)].
+
spec(∆A +
Gω ) = [Eκ , Eκ ], spec(∆D
Remarks 2.15.
(1) We believe that equality (and not only “⊆”) holds for the statements involv-
ing the Neumann and the Dirichlet Laplacians, too.
(2) Since the Bethe lattice is bipartite the above lemma reflects the symmetries
(1.3).
(3) Almost-sure constancy of the spectra (i.e., independence of ω) is again a
consequence of ergodicity of the operators, see, e.g., [1] for a definition of the
ergodic group action.
The ergodic group action on the Bethe lattice, which was referred to in the
last remark above, is even transitive so that the IDS NX of the family (∆X
Gω )ω∈Ω
can be defined as in Definition 2.2 with the fundamental cell F consisting of just
the root. Clearly, NX will then obey the symmetry relations
NA (E) = 1 − lim NA (ε) ,
ε↑2(κ+1)−E
(2.17)
ND(N ) (E) = 1 − lim NN (D) (ε)
ε↑2(κ+1)−E
for all E ∈ [0, 2(κ + 1)].

Our first result concerns the asymptotic of NN at the lower edge, resp. of ND
at the upper edge. Since these two spectral edges are unaffected by the exponential
volume growth, it comes as no surprise that we find the same type of Lifshits tail
as in the Zd -case.
Theorem 2.16 ([55]). Assume κ ∈ N\{1} and p ∈]0, pc [. Then the integrated density
of states of the Neumann Laplacians (∆N Gω )ω∈Ω on bond-percolation graphs in Bκ
exhibits a Lifshits tail with exponent 1/2 at the lower spectral edge
ln | ln[NN (E) − NN (0)]| 1
lim =− , (2.18)
E↓0 ln E 2
while that of the Dirichlet Laplacian ∆D
Gω exhibits one at the upper spectral edge
−
ln | ln[ND (2(κ + 1)) − ND (E)]| 1
lim =− , (2.19)
E↑2(κ+1) ln(2(κ + 1) − E) 2
−
where ND (2(κ + 1)) := limE↑2(κ+1) ND (E) = 1 − NN (0).
Remarks 2.17.
(1) These asymptotics are again determined by the linear clusters of bond-perc-
olation graphs, cf. Remark 2.10 (3). The interpretation of the reference value
NN (0) in terms of the cluster plus isolated vertex density is analogous to
Remark 2.10 (2).
(2) In contrast to this Lifshits-tail behaviour in the subcritical phase, one expects
NN (E) − NN (0) to obey a power-law for small E at the critical point pc ,
caused by the finite critical clusters. This is not yet fully confirmed, but
upper and lower algebraic bounds (with different exponents) follow from the
random-walk estimates in [57].
(3) It should be noted that the power-law behaviour at pc mentioned in the
previous remark is not the one referred to by the famous Alexander-Orbach
conjecture [3]. The latter concerns the E 4/3 -behaviour as E → 0 of NN (E)
on the incipient infinite percolation cluster. For the case of the Bethe lattice
this asymptotic was proven in [9]. (Here no subtraction of NN (0) is necessary.
Instead, one kind of conditions on the event that the origin belongs to an infi-
nite cluster, see, e.g., [14] for details of the definition.) The Alexander-Orbach
conjecture says that the E 4/3 -asymptotic should also hold for percolation in
Zd for every d 2. Extensive numerical simulations indicate that this is not
true in d = 2 [24]. We refer to [16] for a comprehensive discussion and further
references from a Physics perspective.
In order to reveal the characteristics of the Bethe lattice we now turn to the
spectral edges Eκ± .
Theorem 2.18 ([55]). Assume κ ∈ N \ {1} and p ∈]0, pc [. Then the integrated
density of states of (∆XGω )ω∈Ω on bond-percolation graphs in Bκ exhibits a double-
exponential tail with exponent 1/2 at the lower spectral edge

ln ln | ln NX (E)| 1
lim− − =− for X = A, D (2.20)
E↓Eκ ln(E − E κ ) 2
and one at the upper spectral edge

ln ln ln 1 − NX (E) 1
lim+ =− for X = N, A. (2.21)
E↑Eκ ln(Eκ − E)
+
2
Remarks 2.19.
(1) The extremely fast decaying asymptotic of (2.20) – and similarly that of
(2.21) – is determined by the lowest eigenvalues E ∼ Eκ− + R−2 of those clus-
ters in the percolation graph which are large fully connected balls of radius R.
− −1/2
Their volume is exponentially large in the radius, V (R) ∼ eR ∼ e(E−Eκ ) ,
and their probabilistic occurrence is exponentially small in the volume.
(2) One would expect Theorem 2.18 to be valid beyond the non-percolating
phase. However, the region p pc is still unexplored.
(3) A double-exponential tail as in (2.20) will also be found in Theorem 2.24 (3)
below. This concerns the lower spectral edge of the IDS for percolation on
the Cayley graph of the lamplighter group, which is amenable. These double-
exponential tails in two concrete situations should also be compared to the
less precise last statement of Theorem 2.21 below, which, however, holds
for superpolynomially growing Cayley graphs of arbitrary, finitely generated,
infinite, amenable groups.
2.5. Equality and non-equality of Lifshits and van Hove exponents
on amenable Cayley graphs
. . . is almost the title of a paper by Antunović and Veselić [7]. Here we record their
main results. In our definition of the IDS in Subsection 2.2 above, two entirely
different cases were treated. Let us first consider the deterministic case of the
Laplacian on the full graph, denoted by Nper . In our case of a quasi-transitive
graph the geometry looks pretty regular; just like in the case of a lattice, the local
geometry has the same local structure everywhere. Specializing to Cayley graphs
this allows one to relate the asymptotic of Nper near 0 to the volume growth V (n)
defined in (1.4). The latter is the same for the different Cayley graphs of the same
group, see Theorem 1.1 above.
Theorem 2.20. Let Γ be an infinite, finitely generated, amenable group, G =
G(Γ, S) a Cayley graph of Γ and Nper the associated IDS. If G has polynomial
growth of order d, then
ln Nper (E) d
lim = . (2.22)
E↓0 ln E 2
If G has superpolynomial growth, then
ln Nper (E)
lim = ∞.
E↓0 ln E
Proofs can be found in [60, 44]. Note that the limit appearing in (2.22) is
exactly the zero-order Novikov-Shubin invariant, where zero-order refers to the
fact that we deal with the Laplacian on 0-forms, i.e., functions.
Next we turn to the asymptotic of the IDS NX of the corresponding perco-
lation subgraphs. Again, Lifshits tails are found.
Theorem 2.21 ([7], Theorem 6). Let G = G(Γ, S) be the Cayley graph of an in-
finite, finitely generated, amenable group. Let NX be the IDS for the Laplacians
(∆XGω )ω∈Ω of percolation subgraphs of G with boundary condition X ∈ {A, D} in
the subcritical phase, i.e., for p < pc . Then there is a constant ap > 0 so that for
all E > 0 small enough

ap 1 − 12
ND (E) NA (E) exp − Ṽ √ E −1 ,
2 2 2|S|
where Ṽ (t) := V (,t-), the volume V (n) is given by (1.4) and ,t- denotes the integer
part of t ∈ R. If G has polynomial growth of order d, then there are constants
−
α+
D , αD > 0 so that for E > 0 small enough

exp −α− D E −d
2 ND (E) N A (E) exp −α+
DE
−d2 .
If G has superpolynomial growth, then

ln | ln ND (E)| ln | ln NA (E)|
lim = lim = ∞. (2.23)
E↓0 | ln E| E↓0 | ln E|
Theorem 2.18 and Theorem 2.24 (3) provide much more detailed information
as compared to (2.23), but only in two specific situations: the non-amenable free
group with n 2 generators and the amenable lamplighter group.
The equality that is mentioned in the title of this subsection is now an easy
consequence.
Corollary 2.22. In the situation of the preceding theorem the van Hove exponent
and Lifshits exponents for X ∈ {A, D} coincide, i.e.,
ln | ln ND (E)| ln | ln NA (E)| ln Nper (E)
lim = lim = lim .
E↓0 | ln E| E↓0 | ln E| E↓0 ln E
Note that the asymptotic proved for ND and NA in the case of polynomially
growing Cayley graphs is actually more precise than the double-log-limit that ap-
pears in the preceding corollary. For Cayley graphs with superpolynomial growth,
a lower estimate is missing. However, for the lamplighter groups a more precise
statement can be proven, see Theorem 2.24 below.
The results of the previous section for the lattice case indicate that one should
expect a different behaviour for the IDS NN of the Neumann Laplacian at the
lower spectral edge: it should be dominated by the linear clusters for p < pc . This
is indeed true.
Theorem 2.23 ([7], Theorem 14). In the situation of the previous theorem there
−
exist constants α+
N , αN > 0 so that for all E > 0 small enough

− 12 − 12
exp −α− N E NN (E) − N N (0) exp −α+
NE .
The dimension d is replaced by 1 in these estimates, since linear clusters are

effectively one-dimensional and independent of the volume growth of G. This latter
result remains true for quasi-transitive graphs with bounded vertex degree.
As already announced, here are the more detailed estimates for the lamp-
lighter group.
Theorem 2.24 ([7], Theorems 11 and 12). Let G be a Cayley graph of the lamp-
lighter group Zm Z.
(1) There are constants a+ +
1 , a2 > 0 so that for all E > 0 small enough

+ − 12
Nper (E) a+1 exp −a2 E .
(2) For every r > 1

2
there are constants a− −
1,r , a2−r > 0 so that for all E > 0 small
enough
− −r
Nper(E) a−
1,r exp −a2,r E
2 .
(3) For every p < pc there are constants b1 , b2 , c1 , c2 > 0 so that for all E > 0
small enough

−1 −1
exp −c1 ec2 E 2 ND (E) NA (E) exp −b1 eb2 E 2 .
2.6. Outlook: some further models

To conclude, we briefly mention two other percolation graph models for which
the Neumann Laplacian exhibits a Lifshits-tail behaviour with Lifshits exponent
1
2
at the lower spectral edge E = 0 in the non-percolating phase. As in the cases
we discussed above, see Theorem 2.9 for the integer lattice, Theorem 2.16 for the
Bethe lattice and Theorem 2.23 for amenable Cayley graphs, these Lifshits tails
will also be caused by the dominant contribution of linear clusters. For this reason
they occur quite universally, as long as the cluster-size distribution of percolation
follows an exponential decay – no matter how complicated the “full” graph G may
look like. This structure will not be seen by the linear clusters of percolation!
The first class of models [49, 50] consists of graphs G which are embedded
into Rd (or, more generally, into a suitable locally compact, complete metric space)
with some form of aperiodic order. The celebrated Penrose tiling in R2 constitutes
a prime example. But one can consider rather general graphs whose vertices form
a uniformly discrete set in Rd and whose edges do not extend over arbitrarily
long distances. Amazingly, the main point that needs to be dealt with to establish
Lifshits tails for such models concerns the definition of the IDS. In contrast to
the definition in (2.3), one cannot expect to benefit from a quasi-transitive group
action on G with a finite fundamental cell in this aperiodic situation. The way out
is to consider the hull of the graph G, that is the set of all Rd -translates of G, closed
in a suitable topology which renders the hull a compact dynamical system. As such
it carries at least one Rd -ergodic probability measure µ, and the expectation in
(2.3) will be replaced by a two-stage expectation: one with respect to µ over all
graphs G in the hull of G, and inside of it, for each graph G , the expectation
(G )
Ep over all realisations of percolation subgraphs of G . The interested reader is
referred to [37, 50] for more details.
The second model, Erdős-Rényi random graphs [23, 13], has a combinatorial
background. There we consider bond percolation on the complete graph Kn over
n vertices with bond probability p := c/n. The n-independent parameter c > 0
corresponds to twice the expected number density of bonds, if n is large. This
is sometimes referred to as the (very) sparse case. For c ∈]0, 1[, the fraction of
vertices belonging to tree clusters tends to 1 as n → ∞, and the limiting cluster-
size distribution decays exponentially. In this model the IDS is defined by
(K )
NN (E) := lim Ec/nn δ1 , 1]−∞,E] (∆N
Gω )δ1 ,
n→∞
1
and it exhibits a Lifshits tail at the lower spectral edge E = 0 with exponent 2 [33].
Acknowledgment
Many thanks to the organisers of the Alp-Workshop at St. Kathrein for the kind
invitation and the splendid hospitality extended to us there.
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Peter Müller
Mathematisches Institut der Universität München
Theresienstr. 39
D-80333 München, Germany
e-mail: mueller@lmu.de
Peter Stollmann
Fakultät für Mathematik
TU-Chemnitz
D-09107 Chemnitz, Germany
e-mail: peter.stollmann@mathematik.tu-chemnitz.de

Survey of Scalings for the Largest Connected

Component in Inhomogeneous Random Graphs
Tatyana S. Turova
Abstract. We review some recent results on the exact asymptotics of the com-
ponents in the inhomogeneous random graph models of rank 1. We discuss the
relevance of these results to the analysis of random walk on random graphs.
Mathematics Subject Classification (2000). Primary 60C05; Secondary 05C80.

Keywords. Inhomogeneous random graphs, phase transitions.
1. Introduction
1.1. Phase transitions in Inhomogeneous random graphs
A wide variety of random graph models strongly attracts interest of nearly all the
natural science disciplines in the last decade. The watershed paper by Bollobás,
Janson and Riordan [3] published in 2007 provided a unified approach to many of
these models (see the reference list in [3]). Since then the theory of inhomogeneous
random graphs, whose core and basis is in the paper [3], is a rapidly developing
area of probability. The authors of [3] themselves extended the theory to an even
more general class of models [4], and provided a powerful criterion to classify the
limiting behaviour of different graph models [14].
Among the directions of the research prompted by publication [3] is the
analysis of one particular (simple but versatile for the applications) class of in-
homogeneous models, the so-called rank 1 model. In the last 2 years a number
of new results were obtained about this model, complementing the ones known
from [3]. One of the most intriguing features of the random graphs is the phase
transition. Let us explain this briefly. Let Gn denote some random graph on the
vertices {1, . . . , n}, and let C1 (Gn ) denote the size of the largest connected com-
ponent of Gn . Hence, C1 (Gn ) is also random. The question of interest is: For
Research was supported by the Swedish Natural Science Research Council.

260 T.S. Turova
which (deterministic) monotone increasing function K(n) does there exist a limit
in distribution
C1 (Gn )
lim ?
n→∞ K(n)
When this limit is non-trivial (i.e., identical neither to zero nor to infinity) the
function K(n) defines a scaling for C1 (Gn ). Consider for example, the Erdös-
Rényi model Gn,p [9], where any two vertices i and j in {1, . . . , n} are connected
independently with a probability pij (n) = c/n. The following convergence results,
along with even more precise ones, were derived already in [9]:
C1 (Gn,c/n ) P 1
if c<1 then → ; (1.1)
log n c − 1 + | log c|
C1 (Gn,c/n ) P
if c>1 then → β, (1.2)
n
where β is the largest positive root of
β = 1 − e−cβ ; (1.3)
C1 (Gn,c/n ) d
if c = 1 then → γ, (1.4)
n2/3
where γ is some non-degenerated positive random variable. (We shall cite below a
more exact statement for the latter case due to Aldous [1].)
Summarizing, we see that the largest component in the Gn,p model with
p = c/n exhibits three scalings: log n, n2/3 and n. We shall collect here the recent
results which are counterparts to (1.1), (1.2) and (1.4) for the inhomogeneous
graphs, where the probability of an edge pij (n) depends on the vertices i and j. We
will conclude with a fairly complete picture of the possible scalings for the largest
component in a special class of inhomogeneous models, namely the rank 1 model.
As one may predict, the spectra of scalings is much richer in the inhomogeneous
case.
We refer to [3] and the references therein on the results related to the scalings
of some other macro-characteristics of the graph, e.g., the diameter or the distances
between the vertices. In particular, the scalings for the distance in rank 1 models
were studied in [11].
1.2. Inhomogeneous random graphs

We begin by recalling some basic definitions and assumptions from [3]. Let S be
a separable metric space and µ be a Borel probability measure on S. For each n
(n) (n)
let (x1 , . . . , xn ) be a deterministic or a random sequence of points in S. Call
(n)
V = (S, µ, (x1 , . . . , xn(n) )n≥1 )
(n) (n )
a vertex space. No relationship is assumed between xi and xi , but to simplify
(n) (n)
notation we shall from now on write (x1 , . . . , xn ) = (x1 , . . . , xn ). Assume that
Scalings in Random Graphs 261
for any µ-continuity set A ⊆ S

#{i : xi ∈ A} P
→ µ(A). (1.5)
n
Definition 1.1. Given the sequence x1 , . . . , xn , we let GV (n, κ) be the random
graph on {1, . . . , n}, such that any two vertices i and j are connected by an edge
independently of the others vertices with probability
pij (n) = min{κ(xi , xj )/n, 1}, (1.6)
where κ is a symmetric nonnegative measurable kernel defined on S × S. Further-
more, we assume that the kernel κ is graphical on V, which means that
(i) κ is continuous a.e. on S × S;
(ii) κ ∈ L1 (S × S, µ × µ);
(iii)
1 V 1
Ee G (n, κ) → κ(x, y)dµ(x)dµ(y),
n 2 S2
where e(G) denotes the number of edges in a graph G.
We shall also consider some generalization of the kernels (hence, probabilities
(1.6)) allowing dependence on n. In this case we denote the model GV (n, κn ). Recall
another definition from [3].
Definition 1.2. A sequence of kernels (κn ) on S × S is graphical on V with limit κ
if, for a.e. (y, z) ∈ S 2 ,
yn → y and zn → z imply that κn (yn , zn ) → κ(y, z),
κ satisfies conditions (i) and (ii) of Definition 1.1, and

1 V 1
Ee G (n, κn ) → κ(x, y)dµ(x)dµ(y).
n 2 S2
A simple but yet a non-trivial example of the inhomogeneous graph model is

when
κ(x, y) = ψ(x)ψ(y), x, y ∈ S (1.7)
for some nonnegative function ψ. This is one of the most studied and well-under-
stood special cases of the inhomogeneous graphs, which is called rank 1 model (see
Section 16.4 in [3]). This case has proved to be versatile for the applications. One
may interpret ψ(x) as the “activity” of a vertex of type x. One particularly often
seen choice of ψ is ψ(x) = x on S = {1, 2, . . .}. Here “type x” can represent the
degree of a node as in [8] or the size of a macro-vertex as in [27] (many more
examples one can find in [3]).
Remark 1.3. Without loss of generality one can consider the rank 1 model with
the kernel given by
κ(x, y) = cxy, x, y ∈ S ⊆ R+. (1.8)
Indeed, by rescaling the space S and, correspondingly, measure µ, one can reduce
model (1.7) to the one with kernel (1.8).
262 T.S. Turova
Example. (Gn,p model.) The Erdös-Rényi model Gn,p [9] with p = c/n can be
presented also as the rank 1 model GV (n, κ) with kernel (1.8), if we simply set
S = {1} to be a one point space.
Example. (Rank 1 model Gn,X on i.i.d. vertices.) Let X denote a positive random
variable with distribution µ. Let x1 , . . . , xn be independent copies of X. Assume,
EX < ∞. Then we can define a model GV (n, κ) with S = R+ and
κ(x, y) = xy, x, y ∈ R+.
This means by (1.6) that the probability of edge between i and j is equal to
xi xj
pij = (1.9)
n
Denote the corresponding model Gn,X .
This will be our principle example here. We will see that C1 (Gn,X ) admits
(for different parameters of distribution of X) not only the former scalings as
for the Gn,p model, but also scalings in a form nα for all 1/2 < α ≤ 2/3 and
0 < α < 1/2.
2. Branching processes associated with the inhomogeneous graph

2.1. The breadth-first walk for inhomogeneous random graph and
branching processes
It was observed in [16] that a random graph can be naturally related to a certain
branching process underlying the algorithm of revealing the connected components
in the graph. The algorithm is defined as follows. Take any vertex 1 ≤ i ≤ n to
be the root. Find all the vertices connected to this vertex i in the graph GV (n, κ),
and then mark i as “saturated”. Then for each non-saturated revealed vertex j we
find all the vertices connected to it but which have not been revealed previously,
and then mark j as “saturated”. We continue this process until we end up with a
tree of saturated vertices. The set of vertices in the tree constructed according to
this algorithm forms a connected component of the graph.
It is clear at least intuitively, that the described algorithm can be approx-
imated by a multi-type branching process with the type space S. Consider first
a simple case when S is at most countable. Then for any vertex i in the graph
GV (n, κ) the number of the neighbouring vertices of type x has (for all large n)
the Binomial distribution

κ(xi , x)
Bin # {j ∈ {1, . . . , n} \ {i} : xj = x} , ,
n
which by the assumption (1.5) converges to the Poisson distribution
Po(κ(xi x)µ(x)) (2.1)
(here Po(m) denotes the Poisson distribution with expectation m.) Therefore in
this case it is natural to approximate the algorithm of finding a connected com-
ponent by a branching process with Po(κ(xi x)µ(x)) number of the offspring of
type x.
The branching processes approach for the random graphs was (probably for
the first time) used in [16] and then developed also in [13], in particular for the
supercritical phase. Already in [16] it was shown that the constant β in (1.2)
equals the survival probability of the associated branching process. This idea was
extended in [23] where a multi-type branching process was introduced to study
connectivity in certain inhomogeneous random graphs. A solid part of theory of
branching processes relevant to the study of inhomogeneous graphs was elaborated
in [3]. In particular, it was proved in [3] that the size of the connected component
(scaled by n) is also given by the survival probability of the associated branching
process. Observe that this is mostly relevant to the supercritical phase, where the
survival probability is positive (see Section 3). More recent study of the subcritical
case in [24] and [25] continues approach of [3] (see Section 4). It was proved in
[24] and [25] that in the subcritical case, i.e., when the survival probability is zero,
the size of the connected component (scaled by log n) can be derived from another
characteristic of the branching process, namely the distribution of total progeny.
Observe that the methods of investigating the off-critical phases are rather
different from the ones in the critical regime despite the fact they are based as
well on the branching process approach through the breadth-first walk. Aldous [1]
developed branching process approach in combination with martingale technique
for the study of critical graphs [1]. Briefly, studying the critical phase involves
consideration of a sequence of components, whose distributions are dependent.
Therefore in the inhomogeneous case an essential part of the algorithm is the
definition of the roots for the consecutively revealed components. In particular,
size-biased choice is very important for the theory of multiplicative coalescent
developed in [1] and [2]. The independent work of Martin-Löf [18] is very similar
in a spirit to [1] (although written in the context of critical epidemics).
This approach received a very recent development in [5], [6] and [26] (see
Section 5) for the models that we consider here, but also for some different graph
models in [19].
2.2. Branching processes results

Define the multi-type Galton-Watson process Bκ (x) as follows. The type space of
Bκ (x) is S, and initially there is a single particle of type x ∈ S. Then at any step, a
particle of type x ∈ S is replaced in the next generation by a set of particles whose
types are distributed as Poisson process on S with intensity measure κ(x, y)dµ(y).
(This is a generalization of (2.1).)
2.2.1. Survival probability. Let ρκ (x) denote the survival probability of process
Bκ (x), i.e., the probability that a particle of type x produces an infinite population.
264 T.S. Turova
First we state a general result on ρκ (x) which was proved in [3]. Define

Tκ f (x) = κ(x, y)f (y)dµ(y),
S
and
Tκ = sup{Tκ f 2 : f ≥ 0, f 2 ≤ 1}.
Theorem 2.1 ([3], Theorem 6.1). Suppose that κ is the kernel on (S, µ), that κ ∈ L1 ,
and
κ(x, y)dµ(y) < ∞ (2.2)
S
for every x ∈ S. Then ρκ (x) is the maximal solution to
f (x) = 1 − exp{−Tκf (x)}. (2.3)
Furthermore:
(i) If Tκ ≤ 1 then ρκ (x) = 0 for every x, and (2.3) has only the zero solution.
(ii) If 1 < Tκ ≤ ∞ then ρκ (x) > 0 on a set of a positive measure. If, in
addition, κ is irreducible, i.e., if
A ⊆ S and κ = 0 a.e. on A × (S \ A) implies µ(A) or µ(S \ A) = 0,
then ρκ (x) > 0 for a.e. x, and ρκ (x) is the only non-zero solution of (2.3).
Notice that f = 0 is always a solution to (2.3) independent of value Tκ .
Hence, the parameters when Tκ = 1 are critical for the introduced branch-
ing process.
Remark 2.2. If κ(x, y) = ψ(x)ψ(y), x, y ∈ S, then operator Tκ has rank 1 (therefore
the name rank 1 model). In this case
1/2
Tκ = 2
κ (x, y)dµ(x)dµ(y) = ψ(x)2 dµ(x). (2.4)
S S S
(For further details consult [3].)

2.2.2. Total progeny. Let us consider now another characteristic of the process
Bκ (x) which is also important for the study of random graphs. Denote X (x) the
size of the total progeny of Bκ (x), and let

rκ = sup {z ≥ 1 : E z X (x) dµ(x) < ∞}. (2.5)
S
One should notice the direct relation of rκ to the tail of distribution of the total
progeny X (x). If the tail of distribution of X (x) decays exponentially, then rκ
defines the constant in the exponent. In particular, we will discuss the conditions
for the exponential decay of the tail, i.e., whether rκ = 1 or rκ > 1. In the case
of a single-type branching process the exact result on the relation between rκ and
the distribution of the total progeny was proved in [21].
Theorem 2.3 ([25]). Let

inf κ(x, y) > 0. (2.6)
x,y∈S
Then rκ is the supremum value of all z ≥ 1 for which equation

f (x) = 1 − ze−Tκ f (x) (2.7)
has µ-a.s. finite solution f ≤ 0.
Observe that when z = 1 equation (2.7) is exactly the same as equation
(2.3). Notice however, that here we are looking for the negative solutions, which
are unbounded, unlike the positive ones.
Next we state some sufficient conditions for rκ > 1. Let Tκ have a finite
Hilbert-Schmidt norm, i.e.,
1/2
Tκ HS := κL2 (S×S) = 2
κ (x, y)dµ(x)dµ(y) < ∞. (2.8)
S S
Define
1/2
2
Ψ(x) = κ (x, y)dµ(y) , (2.9)
S
and assume that for some positive constant a > 0

eaΨ(x) dµ(x) < ∞. (2.10)
S
Theorem 2.4 ([25]). I. Let κ satisfy (2.2). Then

rκ = 1 if Tκ ≥ 1. (2.11)
II. Let κ satisfy (2.10). Then
rκ > 1 if Tκ < 1 (2.12)
and at least one of the following conditions is satisfied
(C1) supx,y∈S κ(x, y) < ∞, or
(C2) Tκ HS < 1, or
(C3) S ⊆ R and κ(x, y) is non-decreasing in both arguments, and such that
for some constant c1 > 0
κ(x, y) ≤ c1 Tκ [1](x)Tκ [1](y), (2.13)
for all x, y ∈ S.
Observe that for all kernels
Tκ ≤ Tκ HS ,
where the equality holds only in the rank 1 case (1.7). Hence, Theorem 2.4 yields
immediately the following necessary and sufficient conditions for the rank 1 case.
266 T.S. Turova
Corollary 2.5. Let κ(x, y) = ψ(x)ψ(y), x, y ∈ R+ , and distribution µ on R+ satisfy

∞
eaψ(x) dµ(x) < ∞ (2.14)
0
for some positive constant a > 0. Then
rκ > 1 if and only if Tκ < 1, (2.15)
where ∞
Tκ = ψ(x)2 dµ(x). (2.16)
0
Otherwise, rκ = 1.
Notice that under the assumptions of this corollary, i.e., in the rank 1 case,
(2.14) is equivalent to (2.10), and (2.16) holds by (2.4). The statement of this
corollary was first derived in [24] where the simple form of the rank 1 case was
exploited.
In the rank 1 case it is possible to compute rκ in a rather closed form as we
state below.
Theorem 2.6 ([24]). Assume, the conditions of Corollary 2.5 are satisfied. Let X
be a random variable with distribution µ on S, and define a positive constant
M = Eψ(X).
If Tκ < 1 (i.e., Eψ 2 (X) < 1) there exists a unique y > 1 which satisfies
1 Eψ(X) exp {M (y − 1)ψ(X)}
y= , (2.17)
M Eψ 2 (X) exp {M (y − 1)ψ(X)}
and then
1
rκ = . (2.18)
Eψ 2 (X) exp {M (y − 1)ψ(X)}
In the following sections we will show how the quantities ρκ and rκ define
the size of the largest components in the random graphs.
3. Supercritical phase: Tκ > 1

Let ρκ (x) be the maximum solution to (2.3), and define

ρκ = ρκ (x)dµ(x).
S
Theorem 3.1 ([3], Theorem 3.1). Let (κn ) be a graphical sequence of kernels on a
generalized vertex space V with limit κ.
(i) If Tκ ≤ 1, then C1 (GV (n, κn )) = oP (n), while if Tκ > 1, then
C1 (GV (n, κn )) = Θ(n) whp.
(ii) For any ε > 0, whp we have

1
C1 (GV (n, κn )) ≤ ρκ + ε.
n
(iii) If κ is quasi-irreducible, then
1
C1 (GV (n, κn )) → ρκ .
P
n
In all cases ρκ > 0 if and only if Tκ > 1.
This theorem gives us the exact scaling (n) for the largest component in the
supercritical phase, i.e., when Tκ > 1. Also, it tells us that when Tκ ≤ 1 the
largest connected component is o(n) with probability tending to one as n → ∞.
Although [3] provides no more exact information on the scalings of C1 in
the inhomogeneous case, the detailed analysis of the phase transition at criticality
from above (i.e., when Tκ ↓ 1) indicates what are the other characteristics besides
Tκ which come into play when the phase transitions (i.e., different scalings) are
concerned.
Consider now a rank 1 model GV (n, κ) with S = R+ , where x1 , . . . , xn are
independent copies of X, and
κ(x, y) = cxy.
In this case Tκ = cEX by (2.4). Assume that X has a density
2
1
f (x) = x−τ , x ≥ 1. (3.1)
τ −1
Define ρ(c) = ρκ as given by Theorem 3.1 for this model.
Corollary 3.2 (Section 16.4 in [3]). Let τ > 3 and set c0 := 1/EX 2 .
(i) If 3 < τ < 4 then ρ(c0 + ε) ∼ a1 ε1/(τ −3) as ε ↓ 0,
(ii) if τ = 4 then ρ(c0 + ε) ∼ a2 ε/ ln(1/ε) as ε ↓ 0,
(iii) if τ > 4 then ρ(c0 + ε) ∼ a3 ε as ε ↓ 0,
where ai are some positive constants.
This result indicates that if EX 3 = ∞ (3 < τ < 4) there might be different
scalings for C1 depending on the tail of the distribution of X, parameter τ in the
above example. This we will account indeed in the critical and subcritical phases.
4. Subcritical case: Tκ < 1

4.1. Rank 1 model: sufficient conditions for the log n scaling
We consider here the rank 1 case of the inhomogeneous random graph GV (n, κ)
with
κ(x, y) = ψ(x)ψ(y), x, y ∈ S,
where S ⊆ R+ is finite or countable. We shall also assume a number of additional
conditions.
268 T.S. Turova
Assumption 1. There is a positive a such that

eaψ(x) dµ(x) < ∞. (4.1)
S
Assumption 2. For any ε > 0 and q > 0
)
#{i : xi = x}
P − µ(x) ≤ εeqψ(x) µ(x), for all x ∈ S →1 (4.2)
n
as n → ∞.
Remark 4.1. If S is finite Assumption 1 trivially holds, while convergence (4.2)
follows by (1.5).
Remark 4.2.If S is infinite then convergence (4.2) holds (under condition (1.5))
when, e.g., x e−qψ(x) < ∞ for any q > 0 and
E #{i : xi = x} ≤ (1 + o(1))nµ(x),
where o(1) → 0 as n → ∞ uniformly in x.
Remark 4.3. If a positive random variable X has some finite exponential moment
then the corresponding model Gn,X satisfies both Assumption 1 and Assumption 2.
Remark 4.4. Roughly speaking, condition (4.2) together with (4.1) rules out whp
the presence of vertices of too large type in GV (n, κ). More precisely, in order
to have vertices of (large) type x in the graph GV (n, κ) condition (4.2) requires
−1
n ≥ (εeqψ(x) + 1)µ(x) .
Theorem 4.5 ([24]). Under Assumptions 1 and 2 we have

C1 GV (n, κ) P 1
→ (4.3)
log n log rκ
as n → ∞.
Observe that the statement of Theorem 4.5 complements Theorem 3.1 under
the conditions of Theorem 4.5, since
rκ > 1 implies ρκ = 0,
whereas ρκ > 0 implies rκ = 1. Notice, however, that when Tκ = 1 then both
rκ = 1 and ρκ = 0, and none of the Theorems 3.1 or 4.3 provides a substantial
information.
One may think that a statement similar to (4.3) should remain true without
the rank 1 assumption as well.
Taking into account Remark 4.3 we immediately derive from Theorem 4.5
and Corollary 2.5 the following result on the rank 1 model Gn,X .
Corollary 4.6. Assume, that X is a positive random variable, such that EeaX < ∞
for some positive a. Then
C1 (Gn,X ) P 1
→ ,
log n log rκ
where rκ is defined by Theorem 2.6, and in particular,

> 1, if EX 2 < 1,
rκ
= 1, if EX 2 ≥ 1.
Notice that Theorems 4.5 and 2.6 immediately yield√ (1.1). Indeed, in the
case of a homogeneous model Gn,c/n we have ψ(X) ≡ c = M in Theorem 2.6,
trivially implying y = 1/c, which together with (2.18) and (4.3) gives (1.1).
4.2. Sufficient conditions for the nα scaling, α < 1/2
Assume now that we do not have the assumption of the exponentially decaying
tail (4.1), but assume instead
P{X ≥ x} = O(x−(τ −1) ), τ > 3. (4.4)
Then the scaling of the largest component proved to be the same as for the maximal
degree of the graph, which under condition (4.4) might be as large as n1/(τ −1) , as
the following theorem tells us.
Theorem 4.7 ([15], Corollary 4.4). Assume that (4.4) holds. Denote ∆(Gn,X ) the
largest degree in the graph Gn,X . Then
∆(Gn,X )
1/(τ −1)
C1 (Gn,X ) = + oP n . (4.5)
1 − EX 2
Remark 4.8. Notice that Theorem 4.7 was proved in [15] for a slight modification
of the model Gn,X . Namely, it is assumed in [15] that the probability of an edge
between i and j is given by
xi xj
pij = ,
n + xi xj
which only asymptotically equivalent to (1.9). However, it is proved in [14] that
under the condition EX 2 < ∞ (which holds here) these models are asymptotically
equivalent, and Theorem 4.7 follows as well.
5. Critical case: Tκ = 1

5.1. Model Gn.c/n
We begin with the result due to Aldous [1] for the Erdös-Rényi random graph
Gn.c/n . Let
a
c = 1 + 1/3 ,
n
i.e., a (critical) window of order n−1/3 is allowed around the critical value c = 1.
Let (W (s), s ≥ 0) be the standard Brownian motion, and
1
W a (s) = W (s) + as − s2 . (5.1)
2
Denote γ1 , γ2 , . . . the ordered lengths of the excursions of
B(s) = W a (s) − min

W a (s ), s ≥ 0. (5.2)
0≤s ≤s
270 T.S. Turova
To formulate the convergence result define l 2 to be the set of infinite sequences

2
2 , . . .) with x1 ≥ x2 ≥ · · · ≥ 0 and i xi < ∞, and give l metric
2
x = (x1 , x
d(x, y) = (xi − yi )2 .
Theorem 5.1 (Aldous [1]). Let C1 (n), C2 (n), . . . denote the ordered sizes of the
connected components in the graph Gn,p with
1 a
p= 1 + 1/3 .
n n
Then the convergence in distribution
n−2/3 (C1 (n), C2 (n), . . .) → (γ1 , γ2 , . . .)
d
(5.3)
2
holds with respect to the l topology.
In particular, it follows from (5.3) that
C1 (n) d
→ γ1 , (5.4)
n2/3
i.e., the largest connected component in the critical random graph has scaling n2/3 ,
which was also known from [9]. Convergence (5.4) was independently proved in
[18]. A closed formula for the limiting distribution of C1 /n2/3 based on a combi-
natorial analysis is derived in [22], seemingly independent of earlier published in
[18] formula based on the branching process approach.
5.2. Rank 1 case on i.i.d. with finite 3d moment
The first result on the scaling for the connected components of some inhomogeneous
random graph (formulated however, different from the models which we consider
here) was also proved by Aldous [1]. Only recently this approach was extended for
the study of the inhomogeneous random graph model.
Here we consider the following case of rank 1 model. Let X denote a random
variable with values in R+ and the distribution given by µ. Assume that x1 , . . . , xn
are i.i.d. as random variable X. Consider now GV (n, κn ) with
a
κn (x, y) = 1 + 1/3 xy → xy =: κ(x, y),
n
where a is any fixed real constant. Recall that by Definition 1.1 this means that
given the sequence x1 , . . . , xn , we let GV (n, κn ) be the random graph on {1, . . . , n},
such that any two vertices i and j are connected by an edge independently of the
others and with the probability
;x x a <
i j
pij (n) = min 1 + 1/3 , 1 . (5.5)
n n
Let us denote here Gn (X, a) = GV (n, κn ). Recall that by (2.4) we have
Tκ = EX 2 . (5.6)
Hence, our assumption on criticality (i.e., that Tκ = 1) is equivalent here to
EX 2 = 1. (5.7)
It turns out that under the assumption

EX 3 < ∞ (5.8)
the model Gn (X, a) falls into the same universality class as Gn,c/n .
Let "
γi denote the ordered lengths of the excursions of the process
"a (s) − min W
W "a (s ), s≥0

0≤s ≤s
(recall (5.2)), where

a = a(EX 3 )−2/3 .
"
The following result (inspired very much by Aldous’ Theorem 5.1) was proved
independently in [5] and [26].
Theorem 5.2 ([5] and [26]). Let C1 (n), C2 (n), . . . denote the ordered sizes of the
connected components in Gn (X, a) with C1 (n) being the largest one. Then if
EX 2 = 1 and EX 3 < ∞
we have
EX
n−2/3 (C1 (n), C2 (n), . . .) →
d
1/3
γ1 , "
(" γ2 , . . .) .
(EX 3 )
The proof of Theorem 5.2 relies essentially on the theory of the multiplicative
coalescent developed by Aldous [1].
Theorem 5.2 places all the rank 1 graphs with a finite third moment into the
same universality class as the critical homogeneous random graph Gn,p model [1],
and the critical random regular graphs (recent result [19]) as long as the scaling
n2/3 concerns. This fact was observed by van der Hofstad already in [12], where
possible critical scalings when only EX 2 < ∞ were classified.
5.3. Rank 1 case with infinite 3d moment

The scalings for the discussed above model Gn,X with EX 3 = ∞ when EX 2 = 1
are not yet found. However, the recent results of Bhamidi, van der Hofstad and van
Leeuwaarden [6] on some particular modification of this model indicate possibility
to solve this problem.
The model studied in [6] is the so-called Poissonian random graph or Norros-
Reittu model [20]. This is a particular case of GV (n, κn ) model, where the sequence
x1 , . . . , xn is deterministic with
xi = [1 − F ]−1 (i/n) := inf{s : [1 − F ](s) ≤ i/n}
for some distribution function F , and
)
x i xj
pij (n) = 1 − exp − n . (5.9)
k=1 xk
Let us denote the resulting graph GF (n).

272 T.S. Turova
To see that GF (n) is indeed a special case of rank 1 model GV (n, κn ), one
first notices that for all y > 0
#{i : xi ≤ y}
→ F (y),
n
and thus F corresponds measure µ in (1.5). Let W denote random variable with
n
distribution function F . Observe also that k=1 xk /n → EW . Hence, for any
fixed xi and xj we have in (5.9)
κn (xi , xj )
pij (n) = ,
n
where
)
xi xj 1

κn (xi , xj ) := n 1 − exp − n → xi xj =: κ(xi , xj ).
x
k=1 k EW
One can deduce from here that the limiting kernel is simply κ(x, y) = xy/EW .
In this case the norm of the corresponding operator Tκ is Tκ = EW 2 /EW , and
thus the critical phase Tκ = 1 corresponds to
EW 2
= 1. (5.10)
EW
Hence, one may view GF (n) as some approximation of the rank 1 model with i.i.d.
sequence xi with distribution F , and kernel κ(x, y) = xy/EW .
Assume that for some τ ∈ (3, 4)
1 − F (x) = cF x−(τ −1) (1 + o(1)) (5.11)
as x → ∞ for some positive constant cF . For any τ ∈ (3, 4) we have EW 3 = ∞,
which corresponds the model Gn,X with EX 3 = ∞.
Let GF,λ (n) denote a generalization of model GF (n), which is obtained from
GF (n) by replacing xi with
xi (λ) = (1 + λn(τ −3)/(τ −1) )xi .
In particular, GF,0 (n) = GF (n).
Theorem 5.3 ([6], Theorem 1.1). Assume that (5.10) holds and τ ∈ (3, 4). Let
C1 (n), C2 (n), . . . denote the ordered (decreasing) sizes of the connected components
in GF,λ (n). Then for all λ ∈ R we have
n−(τ −2)/(τ −1) (C1 (n), C2 (n), . . .) → (γ1 (λ), γ2 (λ), . . .) .

d
for some non-degenerate limit (γi (λ))i≥1 .
Remark 5.4. The limiting random variables are identified in [6] explicitly in terms
of certain hitting times of zero of the scaling limit of the breadth-first walk. Refer
to [6] for the details.
We see that indeed as it was indicated already by Corollary 3.2, in the case
when the third moment is infinite (τ ∈ (3, 4)) the scaling depends on the tail of
the distribution. One may conjecture that a result of this type should hold for the
model Gn,X as well, but as the authors of [6] predict, the scaling limits might be
different.
6. Spectra of rank 1 graphs

The recent progress in the study of inhomogeneous graphs opens up a possibility
to extend some of the results obtained for homogeneous random graphs for the
inhomogeneous case. As an example we consider here the graph Laplacian of the
introduced above model Gn,X . We shall argue that the results of [17] on the Lifshitz
tail for the spectra of the Erdös-Rényi random graph should also hold for some
class of inhomogeneous graphs.
The following definition is an extension of the one given in [17] for the Erdös-
Rényi graphs.
Definition 6.1. Let GV (n, κ) denote a random inhomogeneous graph. Given a se-
quence x1 , . . . , xn and a graph GV (n, κ), let e[i,j] for any pair i, j ∈ {1, . . . , n}, be
(n)
a random variable which is one if i = j and the edge [i, j] is present in GV (n, κ);
otherwise, it is zero. The graph Laplacian ∆(n) of GV (n, κ) is the random linear
operator on C n with matrix elements
 

∆ij =  e[i,l]  δij − e[i,j] (1 − δij )
(n) (n) (n)
l =i
n
in the canonical basis of C .
Recall that given a sequence x1 , . . . , xn the edges in a graph GV (n, κ) are
independent and present with probabilities pij (n) = min{κ(xi , xj )/n, 1}. Hence,
(n) (n)
given a sequence x1 , . . . , xn the random variables e[i,j] ≡ e[j,i] , i = j, are indepen-
dent Bernoulli random variables with parameter pij (n).
For a given sequence x1 , . . . , xn matrix ∆(n) is a (random) self-adjoint and
(n)
non-negative, hence it possesses n non-negative eigenvalues λj , j = 1, . . . , n,
which are random variables (and functions of x1 , . . . , xn ). Following [17] let us
introduce the normalized eigenvalue counting function:
1 ; <
(n)
σ (n) (E) := E# 1 ≤ j ≤ n : λj ≤ E , E ≥ 0.
n
When GV (n, κ) is a homogeneous Gn,p model, it is proved in [17] that for any
p > 0 the sequence σ (n) weakly converges to some distribution function σp . Then
it is proved in [17] that σp for any p < 1 has a Lifshitz tail at the lower edge of
the spectrum, E = 0, with a Lifshitz exponent 1/2. The proof relies essentially on
the exponential decay of the distributions of clusters in the subcritical regime. By
274 T.S. Turova
Corollary 2.5 and Corollary 4.6 the component size distribution in Gn.X has also
exponential tail in the subcritical regime. Therefore it should be possible to derive
a similar result for the subcritical Gn,X as we state below.
Conjecture. Let Gn,X be a rank 1 model, where EX 2 < 1 and EeaX < ∞ for some
positive a. Then σ (n) converges weakly to some distribution σ which satisfies
ln | ln (σ(E) − σ(0)) | 1
lim =− .
E↓0 ln E 2
Furthermore, having exact formula (2.18) for the exponent in the distribution
of clusters in the subcritical case, one can get even more precise results on the
spectra of ∆(n) . However, to verify the result conjectured in [7] remains a big
challenge even in the case of homogeneous Erdös-Rényi graphs.
Acknowledgment
The author thanks F. Sobieczky for the helpful discussions resulted in Section 6.
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Tatyana S. Turova
Mathematical Center
University of Lund
P.O. Box 118
S-221 00 Lund, Sweden
e-mail: tatyana@maths.lth.se

Partition Functions of the Ising Model

on Some Self-similar Schreier Graphs
Daniele D’Angeli, Alfredo Donno and Tatiana Nagnibeda
Abstract. We study partition functions and thermodynamic limits for the

Ising model on three families of finite graphs converging to infinite self-similar
graphs. They are provided by three well-known groups realized as automor-
phism groups of regular rooted trees: the first Grigorchuk’s group of inter-
mediate growth; the iterated monodromy group of the complex polynomial
z 2 −1 known as the “Basilica group”; and the Hanoi Towers group H (3) closely
related to the Sierpiński gasket.
Mathematics Subject Classification (2000). Primary 82B20; Secondary 05A15.

Keywords. Ising model, partition function, self-similar group, Schreier graph.
1. Introduction
1.1. The Ising model
The famous Ising model of ferromagnetism was introduced by W. Lenz in 1920,
[14], and became the subject of the PhD thesis of his student E. Ising. It consists of
discrete variables called spins arranged on the vertices of a finite graph Y . Each spin
can take values ±1 and only interacts with its nearest neighbours. Configuration
of spins at two adjacent vertices i and j has energy Ji,j > 0 if the spins have
opposite values, and −Ji,j if the values are the same. Let | Vert(Y )| = N , and
let σ = (σ1 , . . . , σN ) denote the configuration of spins, with σi ∈ {±1}. The total
energy of the system in configuration σ is then

E(σ ) = − Ji,j σi σj ,
i∼j
where we write i ∼ j if the vertices i and j are adjacent in Y .
This research has been supported by the Swiss National Science Foundation
Grant PP0022 118946.
278 D. D’Angeli, A. Donno and T. Nagnibeda
The probability of a particular configuration at temperature T is given by

1
P(σ ) = exp(−βE(σ )),
Z
where β is the “inverse temperature” conventionally defined as β ≡ 1/(kB T ), and
kB denotes the Boltzmann constant.
As usual in statistical physics, the normalizing constant that makes the dis-
tribution above a probability measure is called the partition function:

Z= exp(−βE(σ )).

One can rewrite this formula by using exp(Kσi σj ) = cosh(K) + σi σj sinh(K), so

as to get the so-called “high temperature expansion”:

Z= cosh(βJi,j ) (1 + σi σj tanh(βJi,j )
i∼j
σ i∼j

+ (σi σj )(σl σm ) tanh(βJi,j ) tanh(βJl,m ) + · · · ).
i∼j
l∼m
After changing the order of summation, observe that the non-vanishing terms
in Z are exactly those with an even number of occurrences of each σi . We can
interpret this by saying that non-vanishing terms in this expression are in bijection
with closed polygons of Y , i.e., subgraphs in which every vertex has even degree.
Consequently we can rewrite Z as
 

Z =  cosh(βJi,j ) · 2N tanh(βJi,j ) , (1)
i∼j X closed polygon of Y (i,j)∈Edges(X)
where in the RHS we have the generating series of closed polygons of Y with
weighted edges, the weight of an edge (i, j) being tanh(βJi,j ).
In the case of constant J, the above expression specializes to
| Edges(Y )| N cl
Z = cosh(βJ) · 2 Γ (tanh(βJ))
cl
∞ cl n cl
with Γ (z) = n=0 An z , where An is the number of closed polygons with n
edges in Y . (In particular, the total number of closed polygons is given by Γcl (1).)
From the physics viewpoint it is interesting to study the model when the
system (i.e., the number of vertices in the graph) grows. One way to express this
mathematically is to consider growing sequences of finite graphs converging to an
infinite graph. If the limit
log(Zn )
lim
n→∞ | Vert(Yn )|
for a sequence of finite graphs Yn with partition functions Zn exists, it is called
the thermodynamic limit.
In the thermodynamic limit, at some critical temperature, a phase transition
can occur between ordered and disordered phase in the behaviour of the model.
Ising Model on Schreier Graphs 279
Existence of a phase transition depends on the graph. In his thesis in 1925, Ising
studied the case of one-dimensional Euclidean lattice; computed the partition func-
tions and the thermodynamic limit and showed that there is no phase transition
[13]. The Ising model in Zd with d ≥ 2 undergoes a phase transition. This was first
established for d = 2 by R. Peierls. At high temperature, T > TC , the clusters of
vertices with equal spins grow similarly for two different types of spin, whereas for
T < TC the densities of the types of spin are different and the system “chooses”
one of them.
The infinite graphs that will be studied in this paper all have finite-order R
of ramification, i.e., for any connected bounded part X of the graph there exists a
set A of at most R vertices such that any infinite self-avoiding path in the graph
that begins in X necessarily goes through A. Finite-order of ramification ensures
that the critical temperature is T = 0, and there is no phase transition in the Ising
model (see [7]).
Typically, an infinite lattice is viewed as the limit of an exhaustive sequence
of finite subgraphs. This is a simple example of the so-called pointed Hausdorff-
Gromov convergence (see Proposition 1.3 below). Another typical case of this con-
vergence is that of covering graph sequences. Ising model on towers of coverings was
considered previously by Grigorchuk and Stepin [9] in the case of Cayley graphs
of finite quotients of an infinite residually finite group. In this paper we will be
studying the Ising model on families of finite graphs coming from the theory of
self-similar groups (see Definition 1.2 below), and their infinite limits. Any finitely
generated group of automorphisms of a regular rooted tree provides us with a
sequence of finite graphs describing the action of the group on the levels of the
tree. When the action is self-similar the sequence converges in the above sense to
infinite graphs describing the action of the group on the boundary of the tree. The
graphs that we study here are determined by group actions, and so their edges are
labeled naturally by the generators of the acting group. Different weights on the
edges lead to weighted partition functions, with Ji,j depending on the label of the
edge (i, j).
Schreier graphs of self-similar groups have already served as source of inter-
esting examples for various problems with motivation from physics. They were
mainly studied till now from the viewpoint of spectral computations ([1, 11, 10]),
providing examples of regular graphs with unusual spectra and spectral measures.
Moreover, Schreier graphs form approximating sequences for fractals (Julia sets of
rational maps) via the notion of iterated monodromy group and its limit space, in-
troduced by Nekrashevych [17], and can therefore be used in spectral computations
on fractals (see [18] for the case of the Basilica group). In a recent work [16] the
Basilica Schreier graphs were used to construct uncountably many non-isomorphic
graphs of quadratic growth with critical Abelian sand pile model. These and other
related results have motivated our interest in the dimers and the Ising model on
families of Schreier graphs of self-similar groups. Let us mention also that the Ising
model has been considered previously on (exhaustive sequence of finite subgraphs
of) Cayley graphs of some finitely generated groups, in particular, the modular
group [15], and more generally discrete cocompact lattices in the hyperbolic plane
[19]. These negatively curved examples are very different from the ones studied in
this paper, which are in fact much closer to Euclidean lattices.
1.2. Groups of automorphisms of rooted regular trees

Let T be the infinite regular rooted tree of degree q, i.e., the rooted tree in which
each vertex has q children. Each vertex of the nth level of the tree can be regarded
as a word of length n in the alphabet X = {0, 1, . . . , q − 1}. Moreover, one can
identify the set X ω of infinite words in X with the set ∂T of infinite geodesic
rays starting at the root of T . Now let G < Aut(T ) be a group acting on T
by automorphisms, generated by a finite symmetric set of generators S. Suppose
moreover that the action is transitive on each level of the tree.
Definition 1.1. The nth Schreier graph Σn of the action of G on T , with respect to
the generating set S, is a graph whose vertex set coincides with the set of vertices
of the nth level of the tree, and two vertices u, v are adjacent if and only if there
exists s ∈ S such that s(u) = v. If this is the case, the edge joining u and v is
labeled by s. For any infinite ray ξ ∈ ∂T , the orbital Schreier graph Σξ has vertices
G · ξ and edges determined by the action of generators, as above.
The vertices of Σn are labeled by words of length n in X and the edges
are labeled by elements of S. The Schreier graph is thus a regular graph of degree
d = |S| with q n vertices, and it is connected since the action of G is level-transitive.
Definition 1.2. A finitely generated group G < Aut(T ) is self-similar if, for all
g ∈ G, x ∈ X, there exist h ∈ G, y ∈ X such that
g(xw) = yh(w),
for all finite words w in the alphabet X.
Self-similarity implies that G can be embedded into the wreath product
Sym(q) G, where Sym(q) denotes the symmetric group on q elements, so that
any automorphism g ∈ G can be represented as
g = τ (g0 , . . . , gq−1 ),
where τ ∈ Sym(q) describes the action of g on the first level of T and gi ∈ G, i =
0, . . . , q − 1 is the restriction of g on the full subtree of T rooted at the vertex i of
the first level of T (observe that any such subtree is isomorphic to T ). Hence, if
x ∈ X and w is a finite word in X, we have
g(xw) = τ (x)gx (w).
It is not difficult to see that the orbital Schreier graphs of a self-similar
group are infinite and that the finite Schreier graphs {Σn }∞
n=1 form a sequence of
graph coverings (see [17] and references therein for more information about this
interesting class of groups, also known as automata groups).
Take now an infinite ray ξ ∈ X ω and denote by ξn the nth prefix of the word
ξ. Then the sequence of rooted graphs {(Σn , ξn )} converges to the infinite rooted
graph (Σξ , ξ) in the space of rooted graphs, in the following sense.
Proposition 1.3 ([12], Chapter 3.). Let X be the space of connected graphs having
a distinguished vertex called the root; X can be endowed with the following metric:
given two rooted graphs (Y1 , v1 ) and (Y2 , v2 ),
)
1
Dist((Y1 , v1 ), (Y2 , v2 )) := inf ; BY1 (v1 , r) is isomorphic to BY2 (v2 , r)
r+1
where BY (v, r) is the ball of radius r in Y centered in v. Under the assumption of
uniformly bounded degrees, X endowed with the metric Dist is a compact space.
1.3. Plan of the paper
Our aim in this paper is to study the Ising model on the Schreier graphs of three
key examples of self-similar groups:
– the first Grigorchuk’s group of intermediate (i.e., strictly between polyno-
mial and exponential) growth (see [8] for a detailed account and further
references);
– the “Basilica”group that can be described as the iterated monodromy group
of the complex polynomial z 2 − 1 (see [17] for connections of self-similar
groups to complex dynamics);
– and the Hanoi Towers group H (3) whose action on the ternary tree models
the famous Hanoi Towers game on three pegs, see [10].
It is known [2] that the infinite Schreier graphs associated with these groups
(and, more generally, with all groups generated by bounded automata) have finite
order of ramification. Hence the Ising model on these graphs exhibits no phase
transition.
We first compute the partition functions and prove existence of thermody-
namic limit for the model where interactions between vertices are constant: in
Section 2 we treat the Grigorchuk’s group and the Basilica group, and in Section
3 the Hanoi Towers group H (3) and its close relative the Sierpiński gasket are
considered.
In Section 4, we study weighted partition functions for all the graphs previ-
ously considered, and we find the distribution of the number of occurrences of a
fixed weight in a random configuration. The relation between the Schreier graphs
of H (3) and the Sierpiński gasket is also discussed from the viewpoint of Fisher’s
theorem establishing a correspondence between the Ising model on the Sierpiński
gasket and the dimers model on the Schreier graphs of H (3) .
2. Partition functions and thermodynamic limit for the

Grigorchuk’s group and for the Basilica group
2.1. Grigorchuk’s group
This group admits the following easy description as a self-similar subgroup of
automorphisms of the binary tree. It is generated by the elements
a = (id, id), b = e(a, c), c = e(a, d), d = e(id, b),
where e and are respectively the trivial and the non-trivial permutations in
Sym(2).
These recursive formulae allow easily to construct finite Schreier graphs for
the action of the group on the binary tree. Here are three first graphs in the
sequence, with loops erased.
b
Σ1 • a • • a • • a • Σ2
c
b b b
• a • • a • • a • • a • Σ3
c d c
In general, the Schreier graph Σn has the same linear shape, with 2n−1 simple
edges, all labeled by a, and 2n−1 − 1 cycles of length 2. It is therefore very easy to
compute the generating function of closed polygons of Σn , for each n.
Theorem 2.1. The generating function of closed polygons for the nth Schreier graph
2 2n−1 −1
of the Grigorchuk group is Γcln (z) = (1 + z ) . In particular, the number of
2n−1
−1
all closed polygons in Σn is 2 .
The partition function of the Ising model is given by
n−1
−2 n 2n−1 −1
Zn = cosh(βJ)3·2 · 22 · 1 + tanh2 (βJ)
and the thermodynamic limit exists and satisfies:

log(Zn ) 3 1
lim n
= log(cosh(βJ)) + log 2 + log 1 + tanh2 (βJ) .
n→∞ 2 2 2
Proof. Is is clear that a closed polygon in Σn is the union of 2-cycles. So we can
easily compute the number Acl k,n of closed polygons with k edges in Σn , for all
k = 0, 1, . . . , 2 − 2. For k odd, one has Acl
n
k,n = 0. For k even, we have to choose
k
2
cycles of length 2 to get a closed polygon with k edges, which implies
n−1
cl 2 −1
Ak,n = k .
2
So the generating function of closed polygons for Σn is given by
−1 n−1
2n−1
2 −1

z 2k = (1 + z 2 )2 −1 .
n−1
Γcl
n (z) =
k
k=0
2.2. The Basilica group

The Basilica group is a self-similar group of automorphisms of the binary tree
generated by the elements
a = e(b, id), b = (a, id).
The associated Schreier graphs can be recursively constructed via the following
substitutional rules:
Rule I Rule II Rule III
a
• • b • • a •
1w u v 0u 0v
⇓ ⇓ ⇓
a
b
a R• •
a b b
• • •
11w b 01w 0u 0v • 10v •
00u 00v
The starting point is the Schreier graph Σ1 of the first level:
b
Σ1 a R• • a
0 1I
b
The following pictures of graphs Σn for n = 1, 2, 3, 4, 5 with loops erased give

an idea of how finite Schreier graphs of the Basilica group look like. See [5] for a
comprehensive analysis of finite and infinite Schreier graphs of this group. Note
also that {Σn }∞n=1 is an approximating sequence for the Julia set of the polynomial
z 2 − 1, the famous “Basilica” fractal (see [17]).
b b a b
Σ1 • • • • • • Σ2
b b a b
•
b a b b a b
Σ3 • • • • • •
b a b b a b
•
b b
• • •
b a b b a a b b a b
• • • • • • • •
b a b b a a b b a b
Σ4 • • •
b b
•
b b
•
• a a •
b • b
b
b • • b b
a • • • a b • b
b b b a a b b a a b
• • • • • • • • • •
b a b • b a • a b b b • a b • b a b
• •
b b b b
b • b
Σ5 • a a •
•
b b
•
In general, it follows from the recursive definition of the generators, that each
Σn is a cactus, i.e., a union of cycles (in this example all of them are of length
power of 2) arranged in a tree-like way. The maximal length of a cycle in Σn is
n+1 n
2 2 if n is odd and 2 2 if n is even. Denote by aij the number of cycles of length
j labeled by a in Σi and analogously denote by bij the number of cycles of length
j labeled by b in Σi .
Proposition 2.2. For any n ≥ 4 consider the Schreier graph Σn of the Basilica
group.
For each k ≥ 1, the number of cycles of length 2k labeled by a is

n 2n−2k−1 for 1 ≤ k ≤ n−1 2 −1 ,
a2k = for n odd,
2 for k = n−12

n 2n−2k−1 for 1 ≤ k ≤ n2 − 1
a 2k = , for n even
1 for k = n2
and the number of cycles of length 2k labeled by b is


2
n−2k
for 1 ≤ k ≤ n−1
2 −1
n
b2 k = 2 for k = n−1 , for n odd,


2
1 for k = n+1
2

2n−2k for 1 ≤ k ≤ n
−1
bn2k = 2 , for n even.
2 for k = n2
Proof. The recursive formulae for the generators imply that, for each n ≥ 3, one
has
an2 = bn−1
2 and bn2 = an−1
1 = 2n−2
n−2(k−1) n−2(k−1)
and in general an2k = a2 and bn2k = b2 . In particular, for each n ≥ 4,
the number of 2-cycles labeled by a is 2n−3 and the number of 2-cycles labeled by
b is 2n−2 . More generally, the number of cycles of length 2k is given by
an2k = 2n−2k−1 , bn2k = 2n−2k ,
where the last equality is true if n − 2k + 2 ≥ 4, i.e., for k ≤ n2 − 1. Finally, for n
n+1
odd, there is only one cycle of length 2 2 labeled by b and four cycles of length
n−1
2 2 , two of them labeled by a and two labeled by b; for n even, there are three
n
cycles of length 2 2 , two of them labeled by b and one labeled by a.
Corollary 2.3. For each n ≥ 4, the number of cycles labeled by a in the Schreier
graph Σn of the Basilica group is
n−1
2 +2
3 for n odd,
n−1
2 +1
3
for n even,
and the number of b-cycles in Σn is
n
2 +1
3 for n odd,
2n +2
3
for n even.
The total number of cycles of length ≥ 2 is 2n−1 + 1 and the total number of edges,
without loops, is 3 · 2n−1 .
The computations above lead to the following formula for the partition func-
tion of the Ising model on the Schreier graphs Σn associated with the action of
the Basilica group.
Theorem 2.4. The partition function of the Ising model on the nth Schreier graph
Σn of the Basilica group is
n n−1
Zn = 22 · cosh(βJ)3·2 · Γcl
n (tanh(βJ)),
where Γcl
n (z) is the generating function of closed polygons for Σn given by
2 −1
3·2n−2k−1 4
n−1
n−1 n+1
2k 2 2 2 2
Γcl
n (z) = 1+z · 1+z · 1+z ,
k=1
for n ≥ 5 odd and

2 −1
3·2n−2k−1 n 3
n
k
Γcl
n (z) = 1 + z2 · 1 + z2 2 ,
k=1
for n ≥ 4 even. Moreover, Γcl 2 cl 2 3 cl 2 4 4

1 = 1 + z , Γ2 = (1 + z ) and Γ3 = (1 + z ) (1 + z ).
Proof. Recall that Zn = 2|Vert(Σn )| cosh(βJ)|Edges(Σn )| ·Γcl cl

n (tanh(βJ)), where Γn (z)
is the generating function of closed polygons in Σn . In our case we have | Edges(Σn )|
= 3 · 2n−1 and | Vert(Σn )| = 2n .
The formulae for Γcln (z) with n = 1, 2, 3 can be directly verified. For n ≥ 4,
we can use Proposition 2.2. Since the length of each cycle of Σn is even, it is clear
that the coefficient Acl cl
k,n is zero for every odd k. The coefficient Ak,n is nonzero
for every even k such that 0 ≤ k ≤ 3 · 2 n−1
. In fact, 3 · 2 n−1
is the total number of
edges of Σn (2n labeled by b and 2n−1 labeled by a). By taking the exact number
of cycles of length 2i in Σn , we get the assertion.
log(Zn )
Theorem 2.5. The thermodynamic limit limn→∞ | Vert(Σn )|
exists.
Proof. Since | Edges(Σn )| = 3 · 2n−1 and | Vert(Σn )| = 2n , the limit reduces to

(choosing, for example, n even)
3 log(Γcl
n (z))
log(2) + log(cosh(βJ)) + lim ,
2 n→∞ 2n
where z = tanh(βJ) takes values between 0 and 1. Now
n2 −1 k n
k=1 3 · 2 log(1 + z 2 ) + 3 log(1 + z 2 2 )

n−2k−1
log(Γcl
n (z))
lim = lim
n→∞ 2n n→∞ 2n
n
∞
2k
3 log(1 + z ) 3 log(1 + z 2 2 )
= + lim
2 4k n→∞ 2n
k=1
∞
3 log(2)
≤ < ∞,
2 4k
k=1
giving the assertion.

3. Partition functions and thermodynamic limits for the Hanoi

Towers group H (3) and for the Sierpiński gasket
3.1. Hanoi Towers group H (3)
The Hanoi Towers group H (3) is generated by three automorphisms of the ternary
rooted tree admitting the following self-similar presentation [10]:
a = (01)(id, id, a) b = (02)(id, b, id) c = (12)(c, id, id),
where (01), (02) and (12) are transpositions in Sym(3). The associated Schreier
graphs are self-similar in the sense of [20], that is, each Σn+1 contains three copies
of Σn glued together by three edges. These graphs can be recursively constructed
via the following substitutional rules [10]:
11u
•
c a
1u
• 21u• • 01u
b
Rule I =⇒ a c
a c
20u• • 02u
• • b c a b
0u b 2u
• • • •
00u a 10u b 12u c 22u
22u
•
c b
2u
• 12u• • 02u
a
Rule II =⇒ b c
b c
10u• • 01u
• a • a c b a
0u 1u
• • • •
00u b 20u a 21u c 11u
Rule III Rule IV Rule V

0u 00u 1u 11u 2u 22u
• • • • • •
c =⇒ c b =⇒ b a =⇒ a
• • • • • •
0v 00v 1v 11v 2v 22v
The starting point is the Schreier graph Σ1 of the first level.
b
•
b c a
• • •
a b
Σ1 a c Σ2 c
• •
c R• • a b c a b
b I
c R• a • • a • c
bI
Remark 3.1. Observe that, for each n ≥ 1, the graph Σn has three loops, at the
vertices 0n , 1n and 2n , labeled by c, b and a, respectively. Moreover, these are the
only loops in Σn . The Ising model will be studied on Σn considered without loops.
Let us now proceed to the computation of closed polygons in Σn . Denote
by Pn the set of closed polygons in Σn , and by Ln the set of all subgraphs of Σn
whose vertices have even degree, except for the left-most vertex and the right-most
vertex of Σn which have odd degree.
• •
• • • •
• • • •
• • • • • • • •
Two elements of P2 .
• •
• • • •
• • • •
• • • • • • • •
Two elements of L2 .
Each closed polygon in Σn can be obtained in the following way: either it is a union
of closed polygons living in the three copies Σn−1 or it contains the three special
edges joining the three subgraphs isomorphic to Σn−1 . The subgraphs of the first
3
type can be identified with the elements of the set Pn−1 , whereas the other ones
are obtained by joining three elements in Ln−1 , each one belonging to one of the
three copies of Σn−1 , so that they can be identified with elements of the set L3n−1 .
This gives
=
3
Pn = Pn−1 L3n−1 . (2)
On the other hand, each element in Ln can be described in the following way: if
it contains a path that does not reach the up-most triangle isomorphic to Σn−1 ,
it can be regarded as an element in L2n−1 × Pn−1 ; if it contains a path which goes
through all three copies of Σn−1 , then it is in L3n−1 . This gives
= 3
Ln = L2n−1 × Pn−1 Ln−1 , (3)
from which we deduce
Proposition 3.2. For each n ≥ 1 the number |Pn | of closed polygons in the Schreier
3n −1
graph Σn of H (3) is 2 2 .
We are now ready to compute the generating series for closed polygons and
the partition function of the Ising model on Schreier graphs of H (3) . Denote by
Γcl
n (z) the generating function of the set of subgraphs in Pn and by Υn (z) the
generating function of the set of subgraphs in Ln . The equation (2) gives
cl 3
Γcl
n (z) = Γn−1 (z) + z 3 Υ3n−1 (z). (4)
The factor z 3 in (4) is explained by the fact that each term in Υ3n (z) corresponds
to a set of edges that becomes a closed polygon after adding the three special
edges connecting the three copies of Σn−1 . We have consequently that the second
summand is the generating function for the closed polygons containing the three
special edges. Analogously, from (3) we have
Υn (z) = zΥ2n−1 (z)Γcl 2 3
n−1 (z) + z Υn−1 (z). (5)
Theorem 3.3. For each n ≥ 1, the partition function of the Ising model on the
Schreier graph Σn of the group H (3) is
n 3n+1 −3
Zn = 23 · cosh(βJ) 2 · Γcl
n (tanh(βJ)),
with
n
n
n−k
Γcl
n (z) = z
3
ψk3 (z) · (ψn+1 (z) − 1),
k=1
where ψ1 (z) = z+1
z and ψk (z) = 2
ψk−1 (z) − 3ψk−1 (z) + 4, for each k ≥ 2.
Proof. Recall that Zn = 2|Vert(Σn )| cosh(βJ)|Edges(Σn )| ·Γcl cl

n (tanh(βJ)), where Γn (z)
is the generating function of closed polygons in Σn . In our case we have | Edges(Σn )|
= 3 2 −3 and | Vert(Σn )| = 3n .
n+1
We know that the generating functions Γcl n (z) and Υn (z) satisfy equations
(4) and (5), and the initial conditions can be easily computed as:
Γcl
1 (z) = 1 + z
3
Υ1 (z) = z 2 + z.
We now show by induction on n that the solutions of the system of equations (4)
and (5) are
$n
3n 3n−k
Γcl
n (z) = z k=1 ψk (z) · (ψn+1 (z) − 1)
3 −1
n $ n 3n−k
Υn (z) = z k=1 ψk (z).
For n = 1, we get Γcl 1 (z) = z ψ1 (z)(ψ2 (z) − 1) = z + 1 and Υ1 (z) = z ψ1 (z) =

3 3 2
2
z + z and so the claim is true. Now suppose that the assertion is true for n and
let us show that it is true for n + 1. One gets:
& '3 & '3

n
n
3n n−k
3n −1 n−k
Γcl
n+1 (z) = z ψk3 (z) · (ψn+1 (z) − 1) +z 3
z ψk3 (z)
k=1 k=1
n+1 n
n−k+1 3
= z3 ψk3 (z) ψn+1 (z) − 3ψn+1
2
(z) + 3ψn+1 (z)
k=1
n+1
n+1
n−k+1
= z3 ψk3 (z)(ψn+2 (z) − 1)
k=1
and
& '2 & '

n
n
3n −1 n−k
3n n−k
Υn+1 (z) = z z ψk3 (z) z ψk3 (z) · (ψn+1 (z) − 1)
k=1 k=1
& '3

n
2 3n −1 n−k
+z z ψk3 (z)
k=1

n
n+1
−1 n−k+1
= z3 ψk3 (z) · ψn+1 (z)
k=1

n+1
n+1
−1 n−k+1
= z3 ψk3 (z).
k=1
log(Zn )
Theorem 3.4. The thermodynamic limit limn→∞ | Vert(Σn )|
exists.
3n+1 −3
Proof. Since | Edges(Σn )| = 2 and | Vert(Σn )| = 3n , the limit reduces to
3 log(Γcl
n (z))
log(2) + log(cosh(βJ)) + lim ,
2 n→∞ 3n
where tanh(βJ) takes values between 0 and 1. It is straightforward to show, by

induction, that ψk (z) = ϕ2kk−1
(z)
, for every k ≥ 1, where ϕk (z) is a polynomial of
z
k−2 k−1
degree 2k−1 in z, such that ϕk (z) = ϕ2k−1 (z) − 3z 2 ϕk−1 (z) + 4z 2 . Hence, the
log(Γcl
n (z))
limit limn→∞ 3n becomes
$ n

n 3n−k
log k=1 ϕk (z) · ϕn+1 (z) − z 2
lim
n→∞ 3n

n
log(ϕk (z))
n
log(ϕn+1 (z) − z 2 )
= lim + lim .
n→∞ 3k n→∞ 3n
k=1
∞ log(ϕk (z))
Let us show that the series k=1 3k
converges absolutely, and that
2n
limn→∞ log(ϕn+13n(z)−z )
= 0. It is not difficult to show by induction that
k−1 k
−1
2z 2 ≤ ϕk (z) ≤ 22
for each k ≥ 2 and z ∈ [0, 1]. We want to show that, for each k ≥ 2, one has
| log(ϕk (z))| ≤ 2k log(2).
Note that 1 ≤ ϕ1 (z) ≤ 2 for each 0 ≤ z ≤ 1. Moreover, one can directly verify
that ϕ2 (z) has a local minimum at c2 = 1/4 and ϕ2 (z) < 0 for each z ∈ (0, c2 ). Let
us call ck the point where ϕk (z) has the first local minimum. One can prove by
induction that ϕk+1 (z) < 0 for each z ∈ (0, ck ] and so ck < ck+1 for every k ≥ 2.
In particular, ck ≥ 14 for each k ≥ 2. Hence,
2k−1
1−2k 1 k−1
2 =2 ≤ 2(ck )2 ≤ ϕk (ck ) ≤ ϕk (z)
4
k−1
for each z ∈ [0, 1], since 2z 2 is an increasing function. So ϕk (z) satisfies
−(2k − 1) log(2) ≤ log(ϕk (z)) ≤ (2k − 1) log(2),
that gives | log(ϕk (z))| ≤ 2k log(2) for each k ≥ 2. So we can conclude that
∞
∞
| log(ϕk (z))| log(2) 2k log(2)
≤ + < ∞.
3k 3 3k
k=1 k=2
n
| log(ϕn+1 (z)−z 2 )| 2n log(2)
Moreover limn→∞ 3n ≤ limn→∞ 3n = 0.
3.2. The Sierpiński gasket

In this section we use the high temperature expansion and counting of closed
polygons in order to compute the partition function for the Ising model on a
sequence of graphs {Ωn }n≥1 converging to the Sierpiński gasket. The graphs Ωn
are close relatives of the Schreier graphs Σn of the group H (3) considered above.
More precisely, one can obtain Ωn from Σn by contracting the edges between copies
of Σn−1 in Σn . The graphs Ωn are also self-similar in the sense of [20], as can be
seen in the picture.
Ωn−1
• • •
Ω1 Ωn
Ωn−1 Ωn−1
• • • • •
(3)
Similarly to the case of H above, define sets Pn and Ln . The same recursive
3n −1
rules hold, and the total number of closed polygons is again 2 2 , since the initial
conditions are the same.
Let Γcl
n (z) denote the generating function of the subgraphs in Pn and let
Υn (z) denote the generating function of the subgraphs in Ln . From relations (2)
and (3) we deduce the following formulae:
cl 3
Γcl
n (z) = Γn−1 (z) + Υ3n−1 (z), (6)
and
Υn (z) = Υ2n−1 (z)Γcl 3
n−1 (z) + Υn−1 (z). (7)
2 3
Note that in (6) and (7) there are no factors z, z , z occurring in (4) and (5),
because the special edges connecting elementary triangles have been contracted in
Ωn .
Theorem 3.5. For each n ≥ 1, the partition function of the Ising model on the nth
Sierpiński graph Ωn is
3n +3 n
Zn = 2 2 · cosh(βJ)3 · Γcl
n (tanh(βJ)),
with
3n

n
n−k
Γcl
n (z) =z 2 ψk3 (z) · (ψn+1 (z) − 1),
k=1
z 2 +1
where ψ1 (z) = z+1
z 1/2
, ψ2 (z) = z
2
and ψk (z) = ψk−1 (z) − 3ψk−1 (z) + 4, for each
k ≥ 3.
Proof. Again we shall use the expression Zn = 2| Vert(Ωn )| cosh(βJ)| Edges(Ωn )| ·
Γcl cl
n (tanh(βJ)), where Γn (z) is the generating function of nclosed polygons in Ωn .
In our case we have | Edges(Ωn )| = 3n and | Vert(Ωn )| = 3 2+3 .
We know that the generating functions Γcln (z) and Υn (z) satisfy the equations
(6) and (7), with the initial conditions
Γcl
1 (z) = 1 + z
3
Υ1 (z) = z 2 + z.
Let us show by induction on n that the solutions of the system of equations (6)
and (7) are 3n $n
3n−k
Γcl
n (z) = z
2
k=1 ψk (z) · (ψn+1 (z) − 1)
3 n $n 3n−k
Υn (z) = z 2 ψ
k=1 k (z).
3 3
For n = 1, we get Γcl1 (z) = z ψ1 (z)(ψ2 (z) − 1) = z + 1 and Υ1 (z) = z ψ1 (z) =
2 3 2
2
z + z and so the claim is true. Now suppose that the assertion is true for n and
let us show that it is true for n + 1. One gets:
& '3 & '3
3n
n
n−k 3n

n
n−k
cl
Γn+1 (z) = z 2 ψk (z) · (ψn+1 (z) − 1) + z 2
3 3
ψk (z)
k=1 k=1
3n+1
n
n−k+1 3
=z 2 ψk3 (z) ψn+1 (z) − 3ψn+1
2
(z) + 3ψn+1 (z)
k=1
3n+1

n+1
n−k+1
=z 2 ψk3 (z) · (ψn+2 (z) − 1)
k=1
and
& '2 & '
3n

n
n−k 3n

n
n−k
Υn+1 (z) = z 2 ψk3 (z) z 2 ψk3 (z) · (ψn+1 (z) − 1)
k=1 k=1
& '3
3n

n
n−k
+ z 2 ψk3 (z)
k=1
3n+1

n
n−k+1 3n+1

n+1
n−k+1
=z 2 ψk3 (z) · ψn+1 (z) = z 2 ψk3 (z).
k=1 k=1
Remark 3.6. The existence of the thermodynamic limit can be shown in exactly
the same way as for the Schreier graphs of the Hanoi Towers group.
3.3. Renormalization approach

Expressions for the partition function of the Ising model on the Sierpiński gasket
are well known to physicists. A renormalization equation for it can be found for
example in [7] (see also references therein), and a more detailed analysis is given
in [3]. Using renormalization, Burioni et al. [3] give the following recursion for the
partition function of the Ising model on the graphs Ωn , n ≥ 1:
n−1
Zn+1 (y) = Zn (f (y))[c(y)]3 , (8)
where y = exp(βJ); f (y) is a substitution defined by
8 1/4
y − y4 + 4
y → f (y) = ;
y4 + 3
and
y4 + 1 4
c(y) = [(y + 3)3 (y 8 − y 4 + 4)]1/4 ;
y3
with
Z1 (y) = 2y 3 + 6y −1 .
A similar computation can be performed in the case of the Schreier graph

Σn of the group H (3) , where the self-similarity of the graph allows to compare
the partition function Z1 of the first level with the partition function of level 2,
where the sum is taken only over the internal spins σ2 , σ3 , σ5 , σ6 , σ8 , σ9 (see figure
below). The resulting recurrence is the same as (8), but with
8 1/4
y − 2y 6 + 2y 4 + 2y 2 + 1
y → f (y) =
2(y 4 + 1)
and
(y 4 − y 2 + 2)(y 2 + 1)3
c(y) = (8(y 4 + 1)3 (y 8 − 2y 6 + 2y 4 + 2y 2 + 1))1/4 .
y6
σ
•1
σ2 • • σ9
Σ2
σ3 • • σ8
• • • •
σ4 σ5 σ6 σ7
Remark 3.7. The above recursions for the partition functions for Ωn ’s and Σn ’s
can be deduced from our Theorems 3.3 and 3.5 by rewriting the formulae in the
variable y = exp(βJ) and substituting z = tanh(βJ) = (y 2 − 1)/(y 2 + 1).
4. Statistics on weighted closed polygons

This Section is devoted to the study of weighted generating functions of closed
polygons, i.e., we allow the edges of the graph to have different weights tanh(βJi,j ),
as in RHS of (1). We also take into account the fact that the graphs we consider are
Schreier graphs of some self-similar group G with respect to a certain generating
set S, and their edges are therefore labeled by these generators. It is thus natural to
allow the situations where the energy between two neighbouring spins takes a finite
number of possible values encoded by the generators S. Logarithmic derivatives of
the weighted generating function with respect to s ∈ S give us the mean density
of s-edges in a random configuration. We can further find the variance and show
that the limiting distribution is normal.
4.1. The Schreier graphs of the Grigorchuk’s group

Recall from 2.1 that the simple edges in Σn are always labeled by a. Moreover, the
2-cycles can be labeled by the couples of labels (b, c), (b, d) and (c, d). We want to
compute the weighted generating function of closed polygons, with respect to the
weights given by the labels a, b, c, d. Let us set, for each n ≥ 1:
Xn = |{2-cycles with labels b, c}| Yn = |{2-cycles with labels b, d}|
Wn = |{2-cycles with labels c, d}|
One can easily check by using self-similar formulae for the generators, that the
following equations hold:


Xn = Wn−1 + 2
n−2
Yn = Xn−1


Wn = Yn−1 .
In particular, one gets



Xn = Xn−3 + 2
n−2
Yn = Xn−1


Wn = Xn−2 ,
with initial conditions X1 = 0, X2 = 1 and X3 = 2. One gets the following values:
 2n+1 −2  n  2n−1 −4
2 −1

 7 if n ≡ 0(3) 
 7 if n ≡ 0(3) 
 7 if n ≡ 0(3)
n
2n+1 −4 n−1
Xn = if n ≡ 1(3) Yn = 2 7−2 if n ≡ 1(3) Wn = 2 7 −1 if n ≡ 1(3) ,
 7
 2n+1 −1 
 2n −4 
 2n−1 −2
7
if n ≡ 2(3) 7
if n ≡ 2(3) 7
if n ≡ 2(3)
and, consequently,
Theorem 4.1. For each n ≥ 1, the weighted generating function of closed polygons
in Σn is
 2n+1 −2 2n −1 2n−1 −4

 cl
if n ≡ 0(3)
Γn (a, b, c, d) = (1 + bc) 7 (1 + bd) 7 (1 + cd) 7
2n+1 −4 2n −2 2n−1 −1
Γcl
n (a, b, c, d) = (1 + bc)
7 (1 + bd) 7 (1 + cd) 7 if n ≡ 1(3)


 2n+1 −1 2n −4 2n−1 −2
Γcl
n (a, b, c, d) = (1 + bc) 7 (1 + bd) 7 (1 + cd) 7 if n ≡ 2(3) .
Proposition 4.2. Let wn be the number of edges labeled w in a random closed

2
polygon in Σn , where w = a, b, c, d. Denote by µn,w and σn,w the mean and the
variance of wn . Then,
• for each n ≥ 1, an = 0;
• the means and the variances of the random variables bn , cn , dn are given in
the following table:
n ≡ 0(3) n ≡ 1(3) n ≡ 2(3)
3·2n −5
µn,b 3
14
(2n − 1) 3 n−1
7
(2 − 1) 14
3·2n −5
2
σn,b 3
28
(2n − 1) 3
14
(2 n−1
− 1) 28
5·2n−2 −3 5·2n−1 −3
µn,c 7
5
14 (2
n−1
− 1) 14
5·2n−2 −3 5·2n−1 −3
2
σn,c 14
5
28
(2 n−1
− 1) 28
3·2n−1 −5
µn,d 14
3
14 (2
n−1
− 1) 3 n−2
7 (2 − 1)
3·2n−1 −5
2
σn,d 28
3
28
(2 n−1
− 1) 3
14
(2 n−2
− 1)
• the random variables bn , cn , dn are asymptotically normal, as n → ∞.
Proof. It is clear that an edge labeled by a never belongs to a closed polygon of

Σn , so that an = 0. Let us choose, for instance, n ≡ 0(3). Putting
2n−1 −4 3·2n −3
Γcl cl
n (b) := Γn (1, b, 1, 1) = 2
7 (1 + b) 7 ,
2
we can obtain the mean µn,b and the variance σn,b of bn by studying the derivatives
of the function log(Γcl
n (b)). We get

Γcln (b)
3 n
µn,b = log(Γcl (b)) = b=1 = (2 − 1) .
n
Γn (b)
cl 14
Taking once more derivative, one gets

cl

2
Γcln (b)Γn (b) − (Γn (b))
cl
3
b=1 = 28 (1 − 2 ).
cl n
log(Γn (b)) =
(Γcl
n (b)) 2
Hence,
3 n
2
σn,b = log(Γcl
n (b)) + µn,b = (2 − 1).
28
b −µ
Now let Bn = nσn,bn,b be the normalized random variable, then the moment
generating function of Bn is given by
Γcl
n (e
t/σn,b
)
E(etBn ) = e−µn,b t/σn,b E(etbn /σn,b ) = e−µn,b t/σn,b cl
.
Γn (1)
We get
3 1/2 3 28 1/2 3·2n −3
E(etBn ) = e−t( 7 (2 −1))
1 + et( 3(2n −1) )
n n
· 2 7 (1−2 ) 7
,
t2
whose limit as n → ∞ is e 2 , showing that the random variable is asymptotically
normal. Similar computations can be done for c and d.
4.2. The Schreier graphs of the Basilica group
We also compute the weighted generating function of closed polygons for the Basil-
ica group, with respect to the weights given by the labels a and b on the edges of
its Schreier graph Σn . We use here the computations from Proposition 2.2.
Theorem 4.3. The weighted generating function of closed polygons in the Schreier
graph Σn of the Basilica group is
n−1
2 −1
2n−2k−1 2−1 n−2k
n−1
k 2
2k
Γcl
n (a, b) = 1+a 1 + b2
k=1 k=1
n−1 2 n−1 2 n+1
2 2
× 1+a 1 + b2 2 1 + b2 2
for n ≥ 5 odd and
2 −1
−1
2n−2k−1 2 2n−2k n 2
n n
n
2k k
Γcl
n (a, b) = 1+a 1 + b2 1 + a2 2 1 + b2 2
k=1 k=1
for n ≥ 4 even.
Proposition 4.4. The means and the variances of the densities an and bn are given
in the following table:
n ≥ 5 odd n ≥ 4 even
n−2
µn,a 2 2n−2
2
σn,a (n + 1)2n−4 (n + 2)2n−4
µn,b 2n−1 2n−1
2
σn,b (n + 3)2n−3 (n − 2)2n−3
4.3. The Schreier graphs of H (3)

Let us denote by Υlrn (a, b, c) the weighted generating function of the subgraphs that
belong to the set Ln , defined in Subsection 3.1 (the exponent lr stands for left-
right, to say that we are considering subgraphs whose vertices have even degree,
except for the left-most and the right-most vertices of Σn which have odd degree.)
Analogously, we define Υlu ru
n (a, b, c) and Υn (a, b, c), where the exponents lu and ru
stand for left-up and right-up, respectively. By using the self-similar expressions
for the generators given in Subsection 3.1, we find that these functions satisfy the
following system of equations (we omit the arguments a, b, c):
 cl 3

 Γn+1 = Γcl + abcΥlr lu ru
n Υn Υn

 lu
n

lu 3
Υn+1 = aΥlr ru cl
n Υn Γn + bc Υn
(9)

 Υru lu lr cl
n+1 = cΥn Υn Γn + ab (Υn )
ru 3

 lr
lr 3
Υn+1 = bΥlu ru cl
n Υn Γn + ac Υn
with the initial conditions Γcl lr lu

1 (a, b, c) = 1 + abc, Υ1 (a, b, c) = ac + b, Υ1 (a, b, c) =
ru
a + bc, Υ1 (a, b, c) = c + ab.
Proposition 4.5. The mean and the variance for wn , with w = a, b, c, are:
3n − 1 2 3n − 1
µn,w = σn,w = .
4 8
The random variables wn with w = a, b, c are asymptotically normal.
Proof. If we put a = b = 1, the system (9) reduces to

 cl cl 3
 lr lu ru
Γn+1 = Γn + cΥn Υn Υn3

Υlu = Υlr Υru Γcl + c Υlu
n+1 n n n n
(10)
Υru
 = cΥ lu lr cl
Υ Γ + (Υ ru 3
)

 lr
n+1 n n n
nlr 3
lu ru cl
Υn+1 = Υn Υn Γn + c Υn
with the initial conditions
Γcl lr lu ru
1 (1, 1, c) = Υ1 (1, 1, c) = Υ1 (1, 1, c) = Υ1 (1, 1, c) = 1 + c.
One can prove, by induction on n, that the solutions of the system (10) are
3n −1
Γcl lr lu ru
n (1, 1, c) = Υn (1, 1, c) = Υn (1, 1, c) = Υn (1, 1, c) = (1 + c)
2 for each n.
By studying the derivatives of the function log(Γcl
n (1, 1, c))
with respect to c, one
gets:
3n − 1 2 3n − 1
µn,c = σn,c = .
4 8
Symmetry of the labeling of the graph ensures that the same values arise for the
random variables an , bn .
4.4. The Sierpiński graphs
The Sierpiński graphs Ωn being not regular, they cannot be realized as Schreier
graphs of any group. There exist however a number of natural, geometric labelings
of edges of Ωn by letters a, b, c (see [4]). Let us first consider the labeling that is
obtained by considering the labeled Schreier graph Σn of the Hanoi Towers group
and then by contracting the edges connecting copies of Σn−1 in Σn ; we call this
the “Schreier” labeling of Ωn .
Remark 4.6. The “Schreier” labeling on Ωn can be constructed recursively, as
follows. Start with the graph Ω1 in the picture below; then, for each n ≥ 2, the
graph Ωn is defined as the union of three copies of Ωn−1 . For each one of the
out-most (corner) vertices of Ωn , the corresponding copy of Ωn−1 is reflected with
respect to the bisector of the corresponding angle.
•
c a
• • •
b
Ω1 a c Ω2 b c a b
• • • a • c •
b
•
a c
• •
b
b a c b
Ω3 • • •
c a
c b b a
• a • • c •
a c b a c b a c
• • c • a • •
b b
Let Υlr lu ru
n (a, b, c), Υn (a, b, c) and Υn (a, b, c) be defined as for the Schreier
graphs Σn of the Hanoi Towers group in the previous subsection. Then one can
easily check that these functions satisfy the following system of equations:
 cl 3

Γn+1 = Γcl + Υlr lu ru
n Υn Υn
Υlu = Υlr Υru Γcl + Υlu 3

n
n+1 n n n n

Υ ru
= Υ lu lr cl
Υ Γ + (Υ ru 3
)
 n+1
 lr
n n n
nlr 3
lu ru cl
Υn+1 = Υn Υn Γn + Υn
with the initial conditions Γcl lr lu

1 (a, b, c) = 1 + abc, Υ1 (a, b, c) = ac + b, Υ1 (a, b, c) =
ru
a + bc, Υ1 (a, b, c) = c + ab.
Proceeding as in Subsection 4.3, we find:

3n−1 −1 n−1
Γcl lr lu ru
n (1, 1, c) = Υn (1, 1, c) = Υn (1, 1, c) = Υn (1, 1, c) = 2
2 (1 + c)3 ,
which implies the following
Proposition 4.7. The mean and the variance for the random variable wn , with
w = a, b, c, for Ωn with the “Schreier” labeling are:
3n−1 2 3n−1
µn,w = σn,w = .
2 4
The random variables an , bn , cn are asymptotically normal.
It is interesting to compare these computations with those for a different la-

beling of Ωn , that we call the “rotation-invariant” labeling of Sierpiński graphs,
defined recursively as follows. (Compare the construction to the recursive descrip-
tion of the “Schreier labeling” in Remark 4.6.)
Let Ω2 be the weighted graph in the following picture.
•
a b
Ω2 • •
c
b c c a
• a • •
b
Then define, for each n ≥ 3, Ωn as the union of three copies of Ωn−1 , rotated by
kπ/3 with k = 0, 1, 2.
For n = 3, one gets the following graph.

•
a b
• c •
b c c a
Ω3 • a • •
b
a b a b
• c • • c •
b c c a b c c a
• a • • a • •
b b
It turns out that the weighted generating function of closed polygons is easier
to compute for Ωn with the “rotation-invariant” labeling, than with the “Schreier”
labeling. More precisely, we have the following
Theorem 4.8. For each n ≥ 2, the weighted generating function of closed polygons
for the graph Ωn with the “rotation-invariant” labeling is
7·3n−2 n−2
n
n−k
Γcl
n (a, b, c) = ((a+bc)(b+ac))
4 ψ13 (a, b, c) ψk3 (a, b, c)·(ψn+1 (a, b, c)−1)
k=2
where
1+c 1 + ab
ψ1 (a, b, c) = 1 , ψ2 (a, b, c) = 1 ,
((a + bc)(b + ac)) 4((a + bc)(b + ac)) 2
a b c − a b c + a b + 4abc + c − c + 1 + a2 c + b2 c
2 2 2 2 2 2 2 2
ψ3 (a, b, c) =
(a + bc)(b + ac)
and, for each k ≥ 4,
2
ψk (a, b, c) = ψk−1 (a, b, c) − 3ψk−1 (a, b, c) + 4.
Proof. Consider the graph Ωn . For each n ≥ 2, define the sets Pn and Ln as
in Subsection 3.1 and let Γcl n (a, b, c) and Υn (a, b, c) be the associated weighted
generating functions. By using the symmetry of the labeling, one can check that
these functions satisfy the following equations
cl 3
Γcl
n (a, b, c) = Γn−1 (a, b, c) + Υ3n−1 (a, b, c)
(11)
Υn (a, b, c) = Υ3n−1 (a, b, c) + Υ2n−1 (a, b, c)Γcl
n−1 (a, b, c)
with the initial conditions

2 = (1 + c)(1 + ab)(a b c − a b c + a b + 4abc − abc − ab + c − c + 1)
Γcl 2 2 2 2 2 2 2 2 2
Υ2 = (1 + c)(1 + ab)(a + bc)(b + ac).

As in the proof of Theorem 3.5, one shows by induction on n that the solutions of
the system are
7·3n−2 n−2 $ n−k
Γcl
n = ((a + bc)(b + ac))
4 ψ13 (a,b,c) nk=2 ψk3 (a,b,c) · (ψn+1 (a,b,c) − 1)
7·3n−2 n−2 $ n n−k
Υn = ((a + bc)(b + ac)) 4 ψ13 (a,b,c) k=2 ψk3 (a,b,c)
Remark 4.9. Although the labels a and b are not symmetric to the label c in the
“rotation-invariant” labeling, computations show that the functions Γcl n (a, 1, 1),
Γcl cl
n (1, b, 1) and Γn (1, 1, c) are the same in this case as in the case of the “Schreier”
labeling. It follows that the values of the mean and the variance of the random
variables an , bn, cn remain the same as in the “Schreier” labeling, see Proposi-
tion 4.7.
4.5. Correspondences via Fisher’s Theorem

In [6] M. Fisher proposed a method of computation for the partition function
of the Ising model on a (finite) planar lattice Y by relating it to the partition
function of the dimers model (with certain weights) on another planar lattice Y ∆
constructed from Y . (The latter partition function can then be found by computing
the corresponding Pfaffian given by Kasteleyn’s theorem.) This method uses the
expression (1) for the partition function in terms of the generating function of
closed polygons in Y . The new lattice Y ∆ is constructed in such a way that
Ising polygon configurations on Y are in one-to-one correspondence with dimer
configurations on Y ∆ . In order to have equality of generating functions however,
the edges of Y ∆ should be weighted in such a way that the edges coming from
Y have the same weight tanh(βJi,j ) as in the RHS of (1), and other edges have
weight 1.
Applying Fisher’s construction to Sierpiński graphs, one concludes easily that
if Y = Ωn for some n ≥ 1, then Y ∆ = Σ̃n+1 , the (n + 1)st Schreier graph of
the Hanoi Towers group H (3) with three corner vertices deleted. Note that the
corner vertices are the only vertices in Σn with loops attached to them, and so
it is anyway natural to forget about them when counting dimer coverings. The
construction consists in applying to Y the following substitutions, where edges
labeled by e in Y ∆ are in bijection with edges in Y , and should be assigned weight
tanh(βJi,j ). Other edges should be assigned weight 1.
e
•
• • •
e e •
=⇒ =⇒ • • e
• •
e e
The correspondence between closed polygons in Y and dimer coverings of Y ∆

is as follows: if an edge in Y belongs to a closed polygon, then the corresponding
e-edge in Y ∆ does not belong to the dimer covering of Y ∆ associated with that
closed polygon, and vice versa.
The following pictures give an example of a closed polygon in Ω2 and of the
associated dimer covering of Σ̃3 :
• •
• •
• • • • •
• •
• •
• • • •
• • • •
• • • • • • • • •
If, for a certain n ≥ 1, the Sierpiński graph Ωn is considered with the
“Schreier” labeling, then the labeling of the graph Σ̃n+1 given by Fisher’s construc-
tion will be a restriction of the usual Schreier labeling of Σn+1 . More precisely,
only the edges that connect copies of Σn−1 but not copies of Σn will be labeled
(other edges have weight 1), and the labels are the same as in the standard labeling
of Σn+1 as a Schreier graph of the group H (3) . The following picture represents
Σ̃3 as Y ∆ with Y = Ω2 with the “Schreier” labeling.
1 •
c• a
• •
1 1 1 1
• • • •
1 1 b 1 1
• •
1 1 1 1
b• 1 •c a• 1 •b
• • • •
1 1 1 1
1 • • 1
a 1 • 1 • 1 •c•
Remark 4.10. One can wonder what Fisher’s construction gives for {Σn }n≥1 . It
turns out that if Y = Σn , the nth Schreier graph of H (3) , then Y ∆ = Σ̃n+1 , the
same as for Y = Ωn , the nth Sierpiński graph.
Acknowledgment
We are grateful to R. Grigorchuk for numerous inspiring discussions and to S. Smir-
nov for useful remarks on the first version of this paper.
References
[1] L. Bartholdi and R.I. Grigorchuk, On the spectrum of Hecke type operators related
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Sierpiński Gasket, J. Phys. A: Math. Gen., 32 (1999), 5017–5027.
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self-similar graphs, preprint.
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group, Journal of Modern Dynamics, 4 (2010), no. 1, 167–205.
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no. 10, 1776–1781.
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nite groups: geometric, combinatorial and dynamical aspects” (L. Bartholdi, T.
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248, Birkhäuser, Basel, 2005, 117–218.
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nost. i Primenen. 29 (1984), no. 2, 351–354.
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“Groups St. Andrews 2005, I”, London Math. Soc. Lecture Note Ser., 339, Cambridge
Univ. Press, Cambridge, 2007, 36–95.
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three-state automaton, International J. Algebra Comput., 12 (2002), no. 1, 223–246.
[12] M. Gromov, Structures métriques pour les variétés riemanniennes, Edited by J. La-
fontaine and P. Pansu, Textes Mathématiques, 1. CEDIC, Paris, 1981.
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253–258.
[14] W. Lenz, Beiträge zum Verständnis der magnetischen Eigenschaften in festen
Körpern, Physikalische Zeitschrift, 21 (1920), 613–615.
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plane, Theor. Math. Phys. 33 (1977), 1000–1015.
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American Mathematical Society, Providence, RI, 2005.
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Daniele D’Angeli
Technion–Israel Institute of Technology
Technion City
Haifa 32 000, Israel
e-mail: dangeli@tx.technion.ac.il
Alfredo Donno
Dipartimento di Matematica
Sapienza Università di Roma
Piazzale A. Moro, 2
I-00185 Roma, Italia
e-mail: donno@mat.uniroma1.it
Tatiana Nagnibeda
Section de Mathématiques
Université de Genève
2–4, Rue du Lièvre, Case Postale 64
CH-1211 Genève 4, Suisse
e-mail: Tatiana.Smirnova-Nagnibeda@unige.ch

Aspects of Toeplitz Determinants

Igor Krasovsky
Abstract. We review the asymptotic behavior of a class of Toeplitz (as well as

related Hankel and Toeplitz + Hankel) determinants which arise in integrable
models and other contexts. We discuss Szegő, Fisher-Hartwig asymptotics,
and how a transition between them is related to the Painlevé V equation.
Certain Toeplitz and Hankel determinants reduce, in certain double-scaling
limits, to Fredholm determinants which appear in the theory of group rep-
resentations, in random matrices, random permutations and partitions. The
connection to Toeplitz determinants helps to evaluate the asymptotics of re-
lated Fredholm determinants in situations of interest, and we review the cor-
responding results.
Mathematics Subject Classification (2000). Primary 47B35; Secondary 70H06.

Keywords. Toeplitz matrices, random matrices.
1. Introduction
Let f (z) be a function integrable over the unit circle C with Fourier coefficients
2π
1
fj = f (eiθ )e−ijθ dθ, j = 0, ±1, ±2, . . .
2π 0
Then the n-dimensional Toeplitz determinant of a Toeplitz matrix with symbol
f (z) is given by
Dn (f ) = det(fj−k )n−1
j,k=0 . (1.1)
Substituting here the expressions for the Fourier coefficients, and using formulae
for Vandermonde determinants, one obtains another useful representation:
2π 2π
n
1
Dn (f ) = · · · |eiθj
− e |
iθk 2
f (eiθj )dθj . (1.2)
(2π)n n! 0 0 1≤j<k≤n j=1
Toeplitz determinants are closely related to the polynomials orthogonal with

weight f (z) on the unit circle. Namely, if Dk (f ) = 0, k = k0 , k0 + 1 . . . , for some
306 I. Krasovsky
k0 ≥ 0, then the polynomials φk (z) = χk z k + · · · , φ!k (z) = χk z k + · · · of degree k,

k = k0 , k0 + 1, . . . , satisfying
2π 2π
1 1
φk (z)z −j f (z)dθ = χ−1k δjk , φ!k (z −1 )z j f (z)dθ = χ−1
k δjk ,
2π 0 2π 0
z = eiθ , j = 0, 1, . . . , k, (1.3)

exist and χk = Dk /Dk+1 , where, by convention, D0 ≡ 1. We see from (1.2) that
if f (z) is positive on C, we have Dn (f ) > 0 for all n, and therefore in this case we
can set k0 = 0.
A Toeplitz determinant can be represented as a Fredholm determinant of an
integral operator acting on L2 (C) which belongs to the special class of so-called
integrable operators [48]. It can also be written in a different way in terms of a
Fredholm determinant of an operator now acting on
2 (n, n + 1, . . . ) [62, 27, 30].
(Note that the symbols f (z) considered in [62, 27, 30] are assumed to be sufficiently
smooth.) Another useful property of many Dn (f )’s encountered in applications is
the existence of simple differential identities relating the determinant to orthogonal
polynomials evaluated at a few special points. The precise form of such identities
depends on the given f (z).
It turns out that the above properties play a key role in making Toeplitz de-
terminants amenable to a detailed asymptotic analysis, in particular, by Riemann-
Hilbert-Problem methods.
In this paper, we will review some asymptotic results on Dn (f ) (and re-
lated Hankel, Teoplitz+Hankel, and Fredholm determinants) and briefly mention
their applications in integrable models, random matrices, random permutations,
group representation theory, and also in various conjectures on Riemann’s ζ and
Dirichlet’s L-functions. This review is based, to a large extent, on the recent
work of the author with T. Claeys, P. Deift, A. Its, and J. Vasilevska. For other
aspects of Toeplitz determinants not mentioned here, the reader is referred to
[33, 34, 32, 67, 50, 49, 47] for properties of Toeplitz matrices and determinants,
to [34, 108, 109, 110, 89, 64, 98, 19, 91, 90, 105, 72, 69, 14] for generalizations to
the continuous, higher-dimensional, and the block-Toeplitz cases (with relations to
stationary determinantal processes, integrable models, and entanglement entropy),
to [88, 1, 20] for connections with multiple orthogonal polynomials.
The paper consists of three parts: in Section 2, the simplest asymptotics with
f (z) fixed and n → ∞ are considered; in Section 3, the symbol f (z) is allowed
to depend on n in ways which describe a transition between different asymptotic
regimes arising in Section 2; in Section 4, the symbol f (z) also depends on n, but
in such a way that in the limit n → ∞, Toeplitz determinants turn into certain
Fredholm determinants which are important for random matrices and random
permutations. Following standard practice, we refer to the large n asymptotics of
Sections 3 and 4 as double-scaling limits.
Aspects of Toeplitz Determinants 307
2. Asymptotics for a fixed symbol

We assume in this section that f (z) does not depend on the size of the determinant
n. We are interested in the asymptotics of Dn (f ) as n → ∞.
The following result is basic.
Theorem 2.1 (Strong Szegő limit theorem). Let f (z) be non-zero on C, ln f (z) ∈
L1 (C), and suppose that the sum
∞
2π
1
S(f ) = |k||(ln f )k | ,2
(ln f )k = ln f (eiθ )e−ikθ dθ, (2.1)
2π 0
k=−∞
converges. Then

∞
ln Dn (t) = n(ln f )0 + k(ln f )k (ln f )−k + o(1), as n → ∞. (2.2)
k=1
The theorem was initially proved by Szegő [99, 100] (the leading term in
1915, the next in 1952) under stronger conditions on f (z). The conditions were
then weakened by many authors. In the present form, the theorem was proved in
[68, 65, 80]. See [97] for a detailed account.
A strong motivation to study such asymptotics first came in the end of 1940’s
after Onsager’s solution of the 2-dimensional Ising model and his observation that
a 2-spin correlation function in the model can be written as a Toeplitz determinant
Dn (f ), where n denotes the distance between the spins. For temperatures less than
critical (T < Tc ), the symbol of this Toeplitz determinant has an analytic logarithm
in a neighborhood of the unit circle and, moreover, (ln f )0 = 0. Therefore, Szegő’s
theorem can be applied, and one concludes that Dn (f ) tends to a constant as
n → ∞. Thus the correlation does not decay as the distance increases, which
indicates the presence of a long-range order, and hence, a magnetization. As T $
Tc , however, 2 singularities of f (z) approach the unit circle at z = 1, and, at T = Tc
merge into a single singularity on C; namely, a jump-type singularity at z = 1 (see,
e.g., [94]). For f (z) with such a singularity, the sum (2.1) diverges, and Theorem
2.1 can no longer be applied. In fact, it turns out [94] that in this case Dn (f )
decays as n−1/4 and, therefore, there exists no long-range order. For correlation
functions arising in other situations, such as, e.g., the so-called emptiness formation
probability in the XY spin chain in a magnetic field [40, 58], one obtains Toeplitz
determinants with both jump-type and root-type singularities, and in the most
general situation one is led to consider symbols of the form:
m
m
−βj
f (z) = eV (z) z j=0 βj
|z − zj |2αj gzj ,βj (z)zj , z = eiθ , θ ∈ [0, 2π),
j=0
(2.3)
308 I. Krasovsky
for some m ≥ 0, where

zj = eiθj , j = 0, . . . , m, 0 = θ0 < θ1 < · · · < θm < 2π; (2.4)

eiπβj 0 ≤ arg z < θj
gzj ,βj (z) = , (2.5)
e−iπβj θj ≤ arg z < 2π
/αj > −1/2, βj ∈ C, j = 0, . . . , m, (2.6)
and V (eiθ ) is a sufficiently smooth function on the unit circle (see below) with
Fourier coefficients 2π
1
Vk = V (eiθ )e−kiθ dθ. (2.7)
2π 0
The canonical Wiener-Hopf factorization of eV (z) is given by
∞ −1
Vk z k Vk zk
eV (z) = b+ (z)eV0 b− (z), b+ (z) = e k=1 , b− (z) = e k=−∞ . (2.8)
The condition (2.6) on αj ensures the integrability of f . Note that the size of
the jump at zj is determined by the parameter βj , and the root-type singularity, by
αj . We assume that zj , j = 1, . . . , m, are genuine singular points, i.e., either αj = 0
or βj = 0. However, the absence of a singularity at z = 1, i.e., the case α0 = β0 = 0,
is allowed. Singularities of type (2.3) are known as Fisher-Hartwig singularities
because of the work [59] where the authors summarized a variety of applications
of Toeplitz determinants with such symbols and presented a conjecture about the
asymptotic form of Dn (f ) in this case. Due to the subsequent efforts of many
workers, we have the following description of the asymptotics.
Define the seminorm
|||β||| = max |/βj − /βk |, (2.9)
j,k
where the indices j, k = 0 are omitted if z = 1 is not a singular point, i.e.,

if α0 = β0 = 0. Note that in the case of a single singularity, we always have
|||β||| = 0.
First, consider the situation when |||β||| is strictly less then 1.
Theorem 2.2. Let f (z) be defined in (2.3), |||β||| < 1, /αj > −1/2, αj ± βj =
−1, −2, . . . for j, k = 0, 1, . . . , m, and V (z) satisfies the smoothness conditions
(2.11), (2.12) below. Then as n → ∞,
> ∞
? m

Dn (f ) = exp nV0 + kVk V−k b+ (zj )−αj +βj b− (zj )−αj −βj
k=1 j=0
m αj βk −αk βj
2 2
j=0 (αj −βj )
zk
×n |zj − zk |2(βj βk −αj αk )
zj eiπ
0≤j<k≤m

m
G(1 + αj + βj )G(1 + αj − βj )
× (1 + o(1)) , (2.10)
j=0
G(1 + 2αj )
where G(x) is Barnes’ G-function [10]. The double product over j < k is set
to 1 if m = 0. The branches in (2.10) are determined as follows: b± (zj )−αj ±βj =
∞
exp{(−αj ±βj ) k=1 V±k z ±k }, (zk zj−1 e−iπ )αj βk −αk βj = exp{i(θk −θj −π)(αj βk −
αk βj )}.
Note that since G(−k) = 0, k = 0, 1, . . . , formula (2.10) no longer represents
the leading asymptotics if αj + βj or αj − βj is a negative integer for some j. Such
degenerate cases can be handled by carrying the analysis to higher order, but we
present no further details here.
The smoothness condition on V (z) assumed in Theorem 2.2 is that
∞

|k|s |Vk | < ∞ (2.11)
k=−∞
holds for some s such that

m
1+ j=0 (0αj )2 + (/βj )2
s> . (2.12)
1 − |||β|||
Note that the condition |||β||| < 1 is important here.
The Barnes’ G-function first appeared in asymptotic Toeplitz theory in the
work of Lenard [92]. Theorem 2.2 was proved by Widom [104] in the case when
/αj > −1/2, and all βj = 0, and with a stronger condition on V (z). In [11], Basor
extended the result to /αj > −1/2, /βj = 0, and in [12], to αj = 0, |/βj | < 1/2. In
[31], Böttcher and Silbermann established the result in the case that |/αj | < 1/2,
|/βj | < 1/2. In [53], Ehrhardt proved the theorem for the full range of parameters,
namely /αj > −1/2, |||β||| < 1, and for C ∞ functions V (z). These results were
established by operator-theory methods (see [53] for a review of these and other
related results including an extension to /α < −1/2, 2α = −1, −2, . . . , when f is
replaced by a suitable distribution). In [44], the authors reprove the theorem by
Riemann-Hilbert-Problem methods, and relax the smoothness conditions on V (z)
to (2.11), (2.12).
Consider now the general case of Fisher-Hartwig symbols f (z) with the re-
striction |||β||| < 1 removed. Note first that f (z) has several representations of
type (2.3) with different sets of parameters βj . Namely, if each βj in (2.3) such
that either βj = 0 or αj = 0 is replaced by β!j = βj + nj , where nj are integers
n
subject to the condition j=0 nj = 0, then the resulting function f (z; n0 , . . . , nm )
is related to f (z) in the following way:

m
−nj
f (z; n0 , . . . , nm ) = zj f (z),
j=0
i.e., it differs from f (z) only by a constant. Each f (z; n0 , . . . , nm ) so obtained

is called a FH-representation of the symbol. Denote by M the (finite) set of FH-
m
representations for which j=0 (/β!j )2 is minimal. There exists a simple procedure
(see [43]) to solve this discrete variational problem and to construct M explicitly.
310 I. Krasovsky
! ≤ 1, and we
One can show that there is always a FH-representation with |||β|||
have the following 2 mutually exclusive possibilities:
! < 1 then it turns out that
• If there exists a FH-representation such that |||β|||
this FH-representation is the single element of M. In particular, if |||β||| < 1,
the set M consists of a single element corresponding to all nj = 0, and
Theorem 2.3 below reduces to Theorem 2.2.
! = 1 then M consists of
• If there exists a FH-representation such that |||β|||
several (at least 2) elements.
The set M is called non-degenerate if it contains no representations for which
αj + βj or αj − β!j is a negative integer for some j. The general result is as follows.
!
Theorem 2.3. Let f (z) be given in (2.3), V (z) satisfy the condition (2.11) above
for some sufficiently large s (depending only on αj , βj ), and /αj > −1/2, βj ∈ C,
j = 0, 1, . . . , m. Let M be non-degenerate. Then, as n → ∞,
 n 
m
 zj j  R(f (z; n0 , . . . , nm ))(1 + o(1)) ,
n
Dn (f ) = (2.13)
j=0
where the sum is over all FH-representations in M. Each R(f (z; n0 , . . . , nm ))

stands for the right-hand side of the formula (2.10), without the error term, cor-
responding to f (z; n0 , . . . , nm ).
An explicit lower bound on s (depending on βj , αj ) similar to (2.12) is given

in [43].
This theorem was conjectured by Basor and Tracy [18] and proved in [43].
Hankel and Toeplitz+Hankel determinants are also of interest. Let w(x) be
an integrable function on a subset J of R. Then the Hankel determinant with
symbol w(x) supported on J is given by
n−1
H j+k
Dn (w(x)) = det x w(x)dx . (2.14)
J j,k=0
When J is a finite interval – we then set J = [−1, 1] without loss of generality –

Hankel determinants are related to Toeplitz determinants by the following formulae
[43], involving the orthogonal polynomials (1.3):
f (eiθ )
w(x) = , x = cos θ, x ∈ [−1, 1]; (2.15)
| sin θ|
π 2n (χ2n + φ2n (0))2

[DnH (w(x))]2 = (n−1)2
D2n (f (z)). (2.16)
4 φ2n (1)φ2n (−1)
A particularly interesting class of Toeplitz+Hankel determinants appearing
in the theory of classical groups and its applications to random matrices and
statistical mechanics (see, e.g., [7, 61, 81]) is defined as follows for even f (eiθ ) =
f (e−iθ ) (for even f the matrices involved are symmetric):
det(fj−k + fj+k )n−1
j,k=0 , det(fj−k − fj+k+2 )n−1 det(fj−k ± fj+k+1 )n−1
j,k=0 , j,k=0 .
(2.17)
They are related to Hankel determinants with symbols on [−1, 1] by the expressions
2
2n −2n+2
det(fj−k + fj+k )n−1
j,k=0 = DnH (f (eiθ(x))/ 1 − x2 ), (2.18)
πn
2
2n H
det(fj−k − fj+k+2 )n−1
j,k=0 = n
Dn (f (eiθ(x)) 1 − x2 ), (2.19)
π & '
2 @
2n −n H 1+x
det(fj−k + fj+k+1 )n−1 = Dn f (e iθ(x)
) , (2.20)
j,k=0
πn 1−x
2
& @ '
2n −n H 1−x
det(fj−k − fj+k+1 )n−1
j,k=0 = Dn f (e iθ(x)
) . (2.21)
πn 1+x
Asymptotic formulae for Hankel and Toeplitz+Hankel determinants with

Fisher-Hartwig singularities, whose derivation was based on the above theorems
for Toeplitz determinants, an asymptotic Riemann-Hilbert-Problem analysis of
the polynomials (1.3), and the above relations, are presented in [43]. For other
asymptotic results, see [16, 17, 8, 13, 36].
For related asymptotic results on an important class (see Section 4) of Toep-
litz determinants when the symbol is supported on an arc of the unit circle, see
[107, 87, 85, 46, 36].
Theorem 2.3 and asymptotic formulae for Hankel and Toeplitz+Hankel de-
terminants find applications, e.g., for correlation functions in the XY spin chain
in a magnetic field mentioned above, in the theory of the impenetrable Bose gas
[61, 96], in random matrix conjectures for average values of Riemann’s ζ-function,
and Dirichlet’s L-functions [82, 66, 35].
For a more detailed discussion of the material presented in this section so far,
the reader is referred to [43].
A related area of interest is the asymptotic analysis of Hankel determinants
whose symbol has Fisher-Hartwig singularities and is supported on the whole real
line, or the half-line. In particular, in the Gaussian Unitary Ensemble of random
matrix theory, the correlation function of products of powers of the absolute values
of the characteristic polynomial is precisely such a Hankel determinant $m DnH (w):
namely, the symbol is supported on R and given by w(x) = exp(−x ) j=1 |x − 2
µj |2αj , µj ∈ R, /αj > −1/2. This determinant is also related to the 1-dimensional
impenetrable Bose gas and conjectures for mean values of Riemann’s ζ-function
on the critical line. For a discussion of the results in this area, see [86, 70, 71]. For
analysis of some other Hankel determinants appearing in random matrix models,
see [21, 55]. For a recent application of Hankel determinants in the six-vertex model
see [74, 22, 23, 24, 25].
312 I. Krasovsky
Note that the importance of Fisher-Hartwig singularities appears to stem

from the following feature. The asymptotics of the orthogonal polynomials at the
location of such a singularity are described by the confluent hypergeometric func-
tion [43]. The two independent parameters of such functions are related to the
parameters α and β of the singularity (for β = 0 confluent hypergeometric func-
tions reduce to Bessel functions). The location of the singularity corresponds to the
single finite branch point of the confluent hypergeometric functions. As hypergeo-
metric functions (which depend on 3 parameters) have 2 finite branch points, we
would not be able to confine ourselves to hypergeometric functions if we wanted to
consider a singular point which generalizes Fisher-Hartwig in some essential way.
Roughly speaking, a Fisher-Hartwig singularity is the most general hypergeomet-
ric singular point. Modifications, of course, are possible: e.g., the end points of
the interval [−1, 1] can be regarded as modified Fisher-Hartwig singularities for a
Hankel determinant with symbol on [−1, 1] as discussed above.
3. Transition asymptotics
A natural question to ask is how the transition between various asymptotic regimes
of the previous section occurs. Consider once again the 2-spin correlation function
for the 2-dimensional Ising model discussed above, which is a Toeplitz determinant.
As T $ Tc a transition between the Szegő asymptotics and the Fisher-Hartwig
asymptotics takes place. It was first investigated in [112, 93, 101], and the authors
found that if T → Tc and n → ∞ in such a way that x ≡ (Tc −T )n is fixed, then the
determinant is given in terms of Painlevé III (reducible to Painlevé V) functions.
This transition corresponds to the emergence of one Fisher-Hartwig singularity
with α = 0, β = −1/2 at z0 = 1. The condition that x ≡ (Tc − T )n is fixed was
removed in [37] where uniform asymptotics were obtained for any α, /α > −1/2,
β ∈ C in terms of Painlevé V functions. Namely, consider the following symbol
ft (z) = (z − et )α+β (z − e−t )α−β z −α+β e−iπ(α+β) eV (z) ,α ± β = −1, −2, . . .
(3.1)
where t ≥ 0 is sufficiently small (in the above example of the Ising model, t =
const(Tc − T )), V (z) is analytic in a neighborhood of C, and α, β ∈ C with /α >
− 12 . The singularities of the symbol are at the points e±t . If t = 0 the symbol
possesses a Fisher-Hartwig singularity at z = 0 and Theorem 2.2 applies to Dn (f0 ).
If t > 0 then ft (z) is analytic in a neighborhood of C, and Szegő’s Theorem 2.1
applies. We have [37]
Theorem 3.1. Let α, β ∈ C with /α > − 12 and let sδ denote a sector −π/2 + δ <
arg x < π/2 − δ, 0 < δ < π/2. Let ft be given by (3.1) and consider the Toeplitz
determinants Dn (ft ) defined by (1.1) corresponding to this symbol. There exists a
finite set {x1 , . . . , xk } ∈ sδ (with k = k(α, β) and xj = xj (α, β) = 0) such that
there holds the following expansion as n → ∞ with the error term uniform for
0 < t < t0 (with t0 sufficiently small) as long as 2nt remains bounded away from
the set {x1 , . . . , xk }:

∞

e−tk e−tk
ln Dn (ft ) = nV0 + (α + β)nt + k Vk − (α + β) V−k − (α − β)
k k
k=1
G(1 + α + β)G(1 + α − β)
+ ln + Ω(2nt) + o(1), (3.2)
G(1 + 2α)
where G(z) is Barnes’ G-function, and
2nt
σ(x) − α2 + β 2
Ω(2nt) = dx + (α2 − β 2 ) ln 2nt. (3.3)
0 x
The function σ(x) is a particular solution to the Jimbo-Miwa-Okamoto σ-form
[76, 77] of the Painlevé V equation
2 2 & 2 '2
d σ dσ dσ dσ
x 2 = σ−x +2 + 2α
dx dx dx dx
2
dσ dσ dσ
−4 +α+β +α−β . (3.4)
dx dx dx
This solution has the following asymptotics for x > 0:
 α2 −β 2

α − β + 2α {x − x
2 2 1+2α
C(α, β)}(1 + O(x)), x → 0, 2α ∈
/Z
σ(x) = α − β + O(x) + O(x
2 2 1+2α
) + O(x1+2α ln x), x → 0, 2α ∈ Z

 −1+2α −x −1

x e Γ(α−β)Γ(α+β) 1 + O x1 , x → +∞,
(3.5)
with
Γ(1 + α + β)Γ(1 + α − β) Γ(1 − 2α) 1
C(α, β) = , (3.6)
Γ(1 − α + β)Γ(1 − α − β) Γ(1 + 2α)2 1 + 2α
where Γ(z) is Euler’s Γ-function. The path of integration in (3.3) is such as to
avoid the set {x1 , . . . , xk } and is contained within the sector sδ .
Note that (3.4) is the σ-form of the Painlevé V equation

1 1 1 (u − 1)2 B Cu u(u + 1)
uxx = + ux − ux +
2
Au + + +D , (3.7)
2u u − 1 x x2 u x u−1
with the parameters A, B, C, D given by
1 1 1
A= (α − β)2 , B = − (α + β)2 , C = 1 + 2β, D=− . (3.8)
2 2 2
The points xj refer to possible poles of σ(x). In the case when α is real and
β is purely imaginary, one can show [37] that σ(x) is real analytic for x > 0, and
the path of integration can therefore be chosen along the real axis.
If one takes the limit as t → 0 on the r.h.s. of (3.2), one obtains the correct
form of the appropriate Fisher-Hartwig asymptotics as given by Theorem 2.2.
314 I. Krasovsky
Since the asymptotics of Dn (f ) are known both at t = 0 and t = t0 , one

obtains an amusing identity for the Painlevé function σ(x):
G(1 + α + β)G(1 + α − β)
Ω(+∞) = − ln . (3.9)
G(1 + 2α)
Methods used in [37] to prove Theorem 3.1 can be adapted to describe other
transition regimes, e.g., two singularities approaching each other along the unit
circle, or emergence of an arc on which f (z) = 0. These situations arise for other
correlation functions in integrable models [58] and appear in the application of
random matrix theory to the theory of L-functions [35].
4. Asymptotics for Fredholm determinants

We now consider another type of double-scaling limit for Toeplitz determinants
which yields interesting Fredholm determinants and, after certain analysis, allows
us to obtain asymptotics of the latter. Note that this approach combined with
Riemann-Hilbert-Problem techniques allows us to obtain the full asymptotics of
these Fredholm determinants including the multiplicative constants which resisted
other methods: see [84] for a short review of the approach and [85, 41, 42, 9, 46]
for details. For a review of other applications of Riemann-Hilbert problems to
Toeplitz and Fredholm determinants see [48]. For analysis of some other Fredholm
determinants, see [111, 83, 38] and references in the introduction.
Let f (eiθ ; n) = 1 on the arc 2s/n ≤ θ ≤ 2π −2s/n, 0 < s < n, and f (z; n) = 0
on the rest of the unit circle. Then the Fourier coefficients are f0 = 1 − 2s/(nπ),
fj = − sin(2sj/n)
πj
, j = 0. In the limit of growing n and, accordingly, a closing arc,
(s)
lim Dn (f (z; n)) = det(I − Ksine ), (4.1)
n→∞
(s)
where Ksine is the trace-class operator on L2 (−s, s) with kernel
sin(x − y)
Ksine (x, y) = . (4.2)
π(x − y)
In the Gaussian Unitary Ensemble of random matrix theory (and many other
random matrix ensembles [45, 56]), the Fredholm sine-kernel determinant det(I −
(s)
Ksine ) describes, in the bulk scaling limit, the probability that an interval of length
(s)
2s contains no eigenvalues. Of interest are the asymptotics of det(I − Ksine ) when
s is large.
(s)
Theorem 4.1. Let Ksine be the operator acting on L2 (−s, s), s > 0, with kernel
(4.2). Then as s → +∞,
2
− 14 s
1 + O(s−1 ) ,
(s)
det(I − Ksine ) = csine s exp − csine = 21/12 e3ζ (−1) ,
2
(4.3)
and ζ (x) is the derivative of Riemann’s zeta function.
(s)
We note that s(d/ds) ln det(I − Ksine ) satisfies [75, 40] a form of the Painlevé
V equation. In particular, this fact enables one to reconstruct the full asymptotic
series of the logarithmic derivative in the inverse powers of s from the first few
terms provided the existence of such asymptotic expansion is established. However,
the multiplicative constant csine is not determined this way.
Theorem 4.1 was conjectured by Dyson [51] who used, in particular, (4.1) and
an earlier result of Widom on Toeplitz determinants with a symbol which vanishes
on a fixed arc of the unit circle [107]. The leading asymptotic term was proved
by Widom [106], and the lower-order terms apart from csine , in other words the
(s)
expansion for the derivative (d/ds) ln det(I − Ksine ), by Deift, Its, and Zhou [40]
using Riemann-Hilbert methods. Application of a more detailed Riemann-Hilbert
analysis to Toeplitz determinants allowed the authors in [85, 41] to extend the
result of Widom [107] to varying arcs, and the relation (4.1) then produced the
(s)
asymptotics of det(I −Ksine ) including csine , which completed the proof of Theorem
4.1. An alternative proof of the theorem was given independently by Ehrhardt [52]
who used (different) methods of operator theory.
Recall that f (z; n) was defined above on the arc whose end-points con-
verge to z = 1 as n → ∞. We now modify the definition of f (z; n) by placing
a Fisher-Hartwig singularity at z = 1. Namely, consider the symbol F (z; n) =
|z − 1|2α z β e−iπβ , z = eiθ , on the arc 2s/n ≤ θ ≤ 2π − 2s/n, 0 < s < n, and
F (z; n) = 0 on the rest of the unit circle. We then obtain [46]
Dn (F (z; n)) (α,β,s)
lim = det(I − Kch ), (4.4)
n→∞ Dn (F (z; ∞))
(α,β,s)
where Kch is the trace-class operator on L2 (−s, s) with kernel
(α,β,s) 1 Γ(1 + α + β)Γ(1 + α − β) A(u)B(v) − A(v)B(u)
Kch (u, v) = , (4.5)
2πi Γ(1 + 2α)2 u−v
where
A(x) = gβ (x)|2x|α e−ix φ(1 + α + β, 1 + 2α, 2ix),
1/2
1/2
B(x) = gβ (x)|2x|α eix φ(1 + α − β, 1 + 2α, −2ix),

e−πiβ , x > 0,
gβ (x) = , α, β ∈ C, /α > −1/2, α ± β = −1, −2, . . .
eπiβ , x < 0.
Here φ(a, c, z) is the confluent hypergeometric function (see, e.g., [3])
∞
a(a + 1) · · · (a + n − 1) z n
φ(a, c, z) = 1 + . (4.6)
n=1
c(c + 1) · · · (c + n − 1) n!
(α,β,s)
The kernel Kch appears in the representation theory of the infinite-dimensional
(α,β,s)
unitary group [29, 26], and the logarithmic derivative (d/ds) ln det(I − Kch ) is
related to a solution of the Painlevé V equation. If we set α = β = 0, the kernel
reduces to the sine-kernel (4.2).
316 I. Krasovsky
(α,β,s)
Theorem 4.2. Let Kch be the operator acting on L2 (−s, s), s > 0, with kernel
(4.5). Then as s → +∞,
√
(α,β,s) πG2 (1/2)G(1 + 2α)
det(I − Kch ) = 2α2
2 G(1 + α + β)G(1 + α − β)
2
− 14 −α2 +β 2 s
×s exp − + 2αs 1 + O(s−1 ) , (4.7)
2
where G(x) is Barnes’ G-function.
This theorem was proved in [46] using the relation (4.4) and a Riemann-
Hilbert analysis. The theorem √ reduces to Theorem 4.1 if α = β = 0 (recall that
2 ln G(1/2) = (1/12) ln 2 − ln π + 3ζ (−1)).
A particular case of the determinant Dn (F (z; n)) with β = 0 is related,
via a Hankel determinant and the formula (2.16), to the following Bessel-kernel
(a,s)
determinant det(I − KBessel ) on (0, s), where the kernel
√ √ √ √ √ √
(a,s) yJa ( x)Ja ( y) − xJa ( y)Ja ( x)
KBessel (x, y) = , (4.8)
2(x − y)
and Ja (x) is Bessel function. In the Jacobi Unitary Ensemble of random matrix
theory (and many other ensembles with a so-called hard edge), the Bessel-kernel
(a,s)
determinant det(I − KBessel ) describes, in the (left) edge scaling limit, the proba-
bility that the interval (0, s) contains no eigenvalues. In other words, it describes
the distribution of the extreme (smallest) eigenvalue.
(a,s)
Theorem 4.3. Let KBessel be the operator acting on L2 (0, s), s > 0, with kernel
(4.8) where /a > −1. Then as s → +∞,
2
s √
det(I − KBessel ) = cBessel (a)s−a /4 exp − + a s 1 + O(s−1/2 ) ,
(a,s)
4
G(1 + a) (4.9)
cBessel (a) = a/2
.
(2π)
These asymptotics were conjectured by Tracy and Widom [102] and proved
in [46]. An alternative proof of the particular case |/a| < 1 is given in [54] by
methods of operator theory.
Finally, we consider the case of the so-called Airy kernel. Let w(x) = e−4xn
be supported on J = [0, 1 + s(2n)−2/3 ] for a fixed s ∈ R, and let DnH (w) be the
corresponding Hankel determinant. Then

s (s)
H
lim Dn 1 + = det I − K Airy , (4.10)
n→∞ (2n)2/3
(s)
where KAiry is the trace-class operator on L2 (s, +∞) with kernel
(s) Ai (x)Ai (y) − Ai (y)Ai (x)
KAiry (x, y) = . (4.11)
x−y
Here Ai (x) is the Airy function (see, e.g., [3]).
In the Gaussian Unitary Ensemble of random matrix theory (and many other
(s)
ensembles with a so-called soft edge), the Airy-kernel determinant det(I − KAiry )
describes, in the (right) edge scaling limit, the probability that the interval (s, +∞)
contains no eigenvalues. In other words, it describes the distribution of the extreme
(largest) eigenvalue.
(s)
Theorem 4.4. Let KAiry be the operator acting on L2 (s, +∞), s ∈ R, with kernel
(4.11). Then as s → −∞,

−1/8 |s|3
1 + O(|s|−3/2 ) ,
(s)
FT W (s) ≡ det(I − KAiry ) = cAiry |s| exp −
12 (4.12)
1/24 ζ (−1)
cAiry = 2 e ,
The distribution FT W (s) is known as the Tracy-Widom distribution. Tracy

and Widom showed that [103]
∞ )
FT W (s) = exp − (x − s)u (x)dx ,
2
(4.13)
s
where u(x) is the Hastings-McLeod solution of the Painlevé II equation

u (x) = xu(x) + 2u3 (x) , (4.14)
specified by the following asymptotic condition:
u(x) ∼ Ai (x) as x → +∞. (4.15)
The asymptotics of the logarithmic derivative (d/ds) ln FT W (s) follow, up to a
constant (which is in fact zero), from (4.15) and the known asymptotics of the
Hastings-McLeod solution at −∞. The constant cAiry (as well as cBessel above) was
conjectured by Tracy and Widom using numerical computations and an analogy
with the Dyson formula (4.3). The full proof of Theorem 4.4 was given in [42]
using (4.10).
(s)
The determinant det(I − KAiry ) also describes the distribution of the longest
increasing subsequence of random permutations. Namely, let π = i1 i2 · · · iN be a
permutation in the group SN of permutations of 1, 2, . . . , N . Then a subsequence
ik1 , ik2 , . . . ikr , k1 < k2 < · · · < kr , of π is called an increasing subsequence of
length r if ik1 < ik2 < · · · < ikr . Let
N (π) denote the length of a longest increasing
subsequence of π and let SN have the uniform probability distribution. Then
N (π)
is a random variable, and
√
FT W (s) = lim Prob {π ∈ SN : (lN (π) − 2 N )N −1/6 ≤ s} (4.16)
N →∞
This result was obtained by Baik, Deift, and Johansson [6] from the double-scaling
√
limit N → ∞, n ≤ N ∼ λ, of the Toeplitz determinant ∆n,λ = Dn (exp{ λ(z +
z −1 )}). As shown earlier by Gessel [63], this determinant is precisely the following
318 I. Krasovsky
generating function:
∞
λN
∆n,λ = un (N ) ,
N !2 (4.17)
N =0
un (N ) = #(permutations π in SN with
N (π) ≤ n).
An alternative proof of Theorem 4.4 based on this determinant was given in [9].
By the Robinson-Schensted-Knuth correspondence (see, e.g., [2]) a permuta-
tion π is related to a pair of Young tableaux (of the same shape) of integer plane
partitions of N . The number lN (π) is the length of the first row of the related
tableaux.
We also note that random permutations are related to last passage percola-
tion and random vicious walks [60, 4, 5].
There are many related results and extensions of the above results on ran-
dom partitions and permutations, which, in particular, involve asymptotic anal-
ysis of special Toeplitz, Hankel, and Toeplitz+Hankel determinants. This large
and growing research area has many connections to geometry, group represen-
tation theory, and integrable models. For details and a selection of results, see
[6, 78, 79, 28, 95, 7, 8, 73, 57] and references therein.
Acknowledgement
I thank Florian Sobieczky for inviting me to the Alp-workshop 2009. I am also
grateful to Percy Deift for useful comments.
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Igor Krasovsky
Department of Mathematical Sciences
Brunel University West London
Uxbridge UB8 3PH, United Kingdom

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June 30th (Tue.)

July 1st (Wed.)

July 2nd (Thu.)

July 3rd, (Fri.)

Programme of the Alp-Workshop 2009

July 5th (Sun.)

11:50–12:35 Jörg Schmeling, Lund University

A Steyr 480a “Postbus” waiting for its passengers to board before

[21] A. Korányi, M.A. Picardello, M.H. Taibleson, Hardy spaces on non–homogeneous

[5] E. Casadio Tarabusi, M.A. Picardello, G. Zampieri (eds.), “Integral Geometry,

[49] V.A. Kaimanovich, Amenability, hyperﬁniteness and isoperimetric inequalities, C.

Abstract. An inaccessible, vertex transitive, locally ﬁnite graph is described.

Figure 1. Subgroup lattice in A

a lattice of subgroups as in Fig. 1.

and so y −1 xyx−1 = b and (y −1 xyx−1 )3 = 1. Also a = a3 a−2 = x(y −1 x)−2 =

Figure 2. Subgroup lattice in G

(repeating process inﬁnitely many times)

Figure 3. Folding sequence of graph of groups

In Y the vertex A is incident with [A, D] = 9 edges, as is every vertex in

(subdivision and Type II folds)

(subdivision and Type II folds)

(repeating inﬁnitely many times)

Figure 4. Folding sequence of graphs

is quasi-isometric to X. In Fig. 4 a sequence of folding operations is described for

Figure 5. Folding a cycle I

Figure 6. Folding a cycle II

Ā1 Ā2 Ā3 Āk Āk+1 , H

Figure 8. Structure tree Sn

A Local Limit Theorem for Random Walks

Abstract. In this paper we outline an approach for analysing random walks

together in a highly structured way. The chambers can be visualized as simplices

where spec(A ) is the spectrum of A , and χπ is the character of the representation

Therefore if we have a good understanding of µ and the representations π in

Part I: The local limit theorem

1.1. Coxeter groups

I 4 ,  I 4 I 4  I 4 4 I 4 5 I 4 6 I 4 7

I 3  I 3 I 3 ,  I 3 ,4 I 3 ,5 I 3 ,6 I 3 ,7

Figure 1. The Ã2 Coxeter group

Deﬁnition 1.4. A building of type (W, S) is a pair (C, δ) consisting of a nonempty

Figure 2. The local view of a rank 3 building

One calls chambers c and d i-adjacent if δ(c, d) = si or c = d. This is an

• locally ﬁnite if |Cs (c)| < ∞ for all s ∈ S and c ∈ C,

Figure 3. The global view of an Ã2 building

Remark 1.9. A locally ﬁnite regular Ã2 building necessarily has q0 = q1 = q2 = q

Remark 1.10. The deﬁnition of buildings is driven by the combinatorics of Kac-

1.3. Random walks and the Hecke algebra

2. The Plancherel Theorem

2.1. The Hecke algebra as a C ∗ -algebra

Lemma 2.2. Let A ∈ A . If Aδo = 0 then A = 0.

It is routine to verify the following properties:

2.2. The trace functional

2.3. Statement of the Plancherel Theorem for type Ã2

Ā1 Ā2 Ā3 Āk Āk+1 , H

I4 , I4 I4 I4 4 I4 5 I4 6 I4 7

I3 I3 I3 , I3 ,4 I3 ,5 I3 ,6 I3 ,7

• For α ∈ R let sα ∈ GL(h) be the reﬂection sα (λ) = λ − λ, αα∨ through Hα .

• Let {ω1 , . . . , ωn } be the dual basis to {α1 , . . . , αn } deﬁned by ωi , αj = δij .

The dominance order on P is given by µ λ if and only if λ − µ ∈ Q+. It is not

has type w = s0 s1 s2 s0 s1 s0 s2 s1 s0 s1 s2 s0 (this is reduced). The end chamber of p

If = +1 then the relations in H give