Given a finitely generated group, the well-known Stability Problem asks whether the non-triviality of the Poisson-Furstenberg boundary (which is equivalent to the existence of non-constant bounded harmonic functions) depends on the choice of simple random walk on the group. This question was far from being understood even in the class of linear groups. Given an amenable group, e.g. a solvable group, there is no known characterisation, even a conjectural one, of when it admits a simple random walk with non-trivial boundary. We provide a characterisation of groups with non-trivial boundary for finitely generated linear groups of characteristic $p$. We prove in particular that the Stability Problem has a positive answer in this class of groups. For linear groups of characteristic $0$, we prove a sufficient condition for the triviality of the boundary which does not depend on the choice of a simple random walk. We conjecture that our sufficient condition is also necessary. Our arguments are based on a new comparison criterion for group extensions, on new $Δ$-restriction entropy estimates and a criterion for boundary non-triviality, and on a new "cautiousness" criterion for triviality of the boundary.