We study the asymptotic behaviour of random walks in i.i.d. random environments on $\mathbb{Z}^d$. The environments need not be elliptic, so some steps may not be available to the random walker. We prove a monotonicity result for the velocity (when it exists) for any 2-valued environment, and show that this does not hold for 3-valued environments without additional assumptions. We give a proof of directional transience and the existence of positive speeds under strong, but non-trivial conditions on the distribution of the environment. Our results include generalisations (to the non-elliptic setting) of 0-1 laws for directional transience, and in 2-dimensions the existence of a deterministic limiting velocity.

We study the densities of uniform random walks in the plane. A special focus is on the case of short walks with three or four steps and less completely those with five steps. As one of the main results, we obtain a hypergeometric representation of the density for four steps, which complements the classical elliptic representation in the case of three steps. It appears unrealistic to expect similar results for more than five steps. New results are also presented concerning the moments of uniform random walks and, in particular, their derivatives. Relations with Mahler measures are discussed.

Considering quantum random walks, we construct discrete-time approximations of the eigenvalues processes of minors of Hermitian Brownian motion. It has been recently proved by Adler, Nordenstam, and van Moerbeke that the process of eigenvalues of two consecutive minors of a Hermitian Brownian motion is a Markov process; whereas, if one considers more than two consecutive minors, the Markov property fails. We show that there are analog results in the noncommutative counterpart and establish the Markov property of eigenvalues of some particular submatrices of Hermitian Brownian motion.

Let $X$ be a locally finite, connected graph without vertices of degree $1$. Non-backtracking random walk moves at each step with equal probability to one of the ``forward'' neighbours of the actual state, \emph{i.e.,} it does not go back along the preceding edge to the preceding state. This is not a Markov chain, but can be turned into a Markov chain whose state space is the set of oriented edges of $X$. Thus we obtain for infinite $X$ that the $n$-step non-backtracking transition probabilities tend to zero, and we can also compute their limit when $X$ is finite. This provides a short proof of old results concerning cogrowth of groups, and makes the extension of that result to arbitrary regular graphs rigorous. Even when $X$ is non-regular, but \emph{small cycles are dense in} $X$, we show that the graph $X$ is non-amenable if and only if the non-backtracking $n$-step transition probabilities decay exponentially fast. This is a partial generalization of the cogrowth criterion for regular graphs which comprises the original cogrowth criterion for finitely generated groups of Grigorchuk and Cohen.

Let $G$ be a locally compact group and $\pi$ a representation of $G$ by weakly$^*$ continuous isometries acting in a dual Banach space $E$. Given a probability measure $\mu$ on $G$, we study the Choquet--Deny equation $\pi(\mu)x=x$, $x\in E$. We prove that the solutions of this equation form the range of a projection of norm $1$ and can be represented by means of a ``Poisson formula'' on the same boundary space that is used to represent the bounded harmonic functions of the random walk of law $\mu$. The relation between the space of solutions of the Choquet--Deny equation in $E$ and the space of bounded harmonic functions can be understood in terms of a construction resembling the $W^*$-crossed product and coinciding precisely with the crossed product in the special case of the Choquet--Deny equation in the space $E=B(L^2(G))$ of bounded linear operators on $L^2(G)$. Other general properties of the Choquet--Deny equation in a Banach space are also discussed.

For a given elliptic curve $\E$, we obtain an upper bound on the discrepancy of sets of multiples $z_sG$ where $z_s$ runs through a sequence $\cZ=\(z_1, \dots, z_T\)$ such that $k z_1,\dots, kz_T $ is a permutation of $z_1, \dots, z_T$, both sequences taken modulo $t$, for sufficiently many distinct values of $k$ modulo $t$. We apply this result to studying an analogue of the power generator over an elliptic curve. These results are elliptic curve analogues of those obtained for multiplicative groups of finite fields and residue rings.

We prove an estimate for the speed of convergence of the transition probability for a symmetric random walk on a nilpotent covering graph. To obtain this estimate, we give a complete proof of the Gaussian bound for the gradient of the Markov kernel.

A discrete group $G$ is called \emph{identity excluding\/} if the only irreducible unitary representation of $G$ which weakly contains the $1$-dimensional identity representation is the $1$-dimensional identity representation itself. Given a unitary representation $\pi$ of $G$ and a probability measure $\mu$ on $G$, let $P_\mu$ denote the $\mu$-average $\int\pi(g) \mu(dg)$. The goal of this article is twofold: (1)~to study the asymptotic behaviour of the powers $P_\mu^n$, and (2)~to provide a characterization of countable amenable identity excluding groups. We prove that for every adapted probability measure $\mu$ on an identity excluding group and every unitary representation $\pi$ there exists and orthogonal projection $E_\mu$ onto a $\pi$-invariant subspace such that $s$-$\lim_{n\to\infty}\bigl(P_\mu^n- \pi(a)^nE_\mu\bigr)=0$ for every $a\in\supp\mu$. This also remains true for suitably defined identity excluding locally compact groups. We show that the class of countable amenable identity excluding groups coincides with the class of $\FC$-hypercentral groups; in the finitely generated case this is precisely the class of groups of polynomial growth. We also establish that every adapted random walk on a countable amenable identity excluding group is ergodic.

We prove comparison theorems for the probability of life in a Lipschitz domain between Brownian motion and random walks. On donne des th\'eor\`emes de comparaison pour la probabilit\'e de vie dans un domain Lipschitzien entre le Brownien et de marches al\'eatoires.

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