Discrete harmonic functions in Lipschitz domains
S Mustapha, M Sifi - 2019 - projecteuclid.org
We prove the existence and uniqueness of a discrete nonnegative harmonic function for a
random walk satisfying finite range, centering and ellipticity conditions, killed when leaving a …
random walk satisfying finite range, centering and ellipticity conditions, killed when leaving a …
Martin boundary of a killed non-centered random walk in a general cone
I Ignatiouk-Robert - arXiv preprint arXiv:2006.15870, 2020 - arxiv.org
We investigate Martin boundary for a non-centered random walk on ${\mathbb Z}^ d $ killed
up on the time $\tau_\vartheta $ of the first exit from a convex cone with a vertex at $0 $. The …
up on the time $\tau_\vartheta $ of the first exit from a convex cone with a vertex at $0 $. The …
[PDF][PDF] Essays on random walks in cones
J Duraj - 2020 - edoc.ub.uni-muenchen.de
Consider a random walk {S (n), n≥ 1} on Rd, d≥ 2, where S (n)=∑ ni= 1 X (i) with {X (n),
n≥ 1} is a family of iid random variables in Rd. Let K⊂ Rd be an open cone and τx= inf {n≥ …
n≥ 1} is a family of iid random variables in Rd. Let K⊂ Rd be an open cone and τx= inf {n≥ …