The predicable dance of random walk: local limit theorems on finitely-generated abelian groups

TL;DR

This paper develops a Fourier-analytic approach to describe the long-term behavior of random walks on finitely-generated abelian groups without assuming irreducibility or aperiodicity, revealing a new 'dance' phenomenon alongside diffusion.

Contribution

It introduces a general method to analyze random walks on abelian groups, capturing the 'dance' phenomenon and extending classical local limit theorems without traditional assumptions.

Findings

Derived a local limit theorem for any finite second moment measure

Identified a 'dance' function as a Haar integral over a subgroup

Recovers classical results like Spitzer's local limit theorem

Abstract

In random walk theory, it is customary to assume that a given walk is irreducible and/or aperiodic. While these prevailing assumptions make particularly tractable the analysis of random walks and help to highlight their diffusive nature, they eliminate a natural phenomenon: the dance. This dance can be seen, for example, in the so-called simple random walk on the integers where a random walker moves back and forth between even and odd integers. It can also be seen in the random walk on the integer lattice that takes only those steps available to a knight on a chess board. In this work, we develop a general Fourier-analytic method to describe random walks on finitely-generated abelian groups, making no assumptions concerning aperiodicity or irreducibility. Our main result is a local central limit theorems that describes the large-time behavior of the transition probabilities for any random walk whose driving measure has finite second moments. Generalizing the ubiquitous Gaussian approximation, our asymptotic is given as a product of two functions, one that describes the diffusion and another that describes the dance. Interestingly, our ``dance function" is gotten as a Haar integral over a subgroup of the group's Pontryagin dual. Our results recapture many long-standing results, especially the local limit theorems made famous by F. Spitzer's classic text, Principles of Random Walk.