  This document contains supplementary material for the main articles in our Random Cayley Graphs project.   We prove refined results about simple random walks on the integers and on the cycle. We are primarily interested in the entropy of these random walks at certain times and how this entropy changes when the time changes slightly. Additionally, we prove some large deviation and exit time estimates.   We prove some results on the size of discrete lattice balls and how this size changes when the radius changes slightly. We do this in a general $L_q$ norm, with $q \in [1,\infty]$.   We also prove some other technical results deferred from the main papers.   We hope that some of the results, particularly the simple random walk estimates, will be useful in their own right for other researchers. 
Supplementary Material for Random Cayley Graphs Project