2023/12/04 by Jean-Philippe Anker, Bruno Schapira, Anker, Jean-Philippe +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Classical Analysis and ODEs (math.CA) #FOS: Mathematics #Probability and Risk Models #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
paper · pdf · doi:10.48550/arxiv.2312.01781
openalex publication_date 2023/12/04 · openalex created_date 2023/12/05 · openalex updated_date 2026/07/28
We study a distinguished random walk on affine buildings of type Ar , which was already considered by Cartwright, Saloff-Coste and Woess. In rank r=2, it is the simple random walk and we obtain optimal global bounds for its transition density (same upper and lower bound, up to multiplicative constants). In the higher rank case, we obtain sharp uniform bounds in fairly large space-time regions which are sufficient for most applications.