On the support of harmonic measure for the random walk (Q1366938)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the support of harmonic measure for the random walk
scientific article

    Statements

    On the support of harmonic measure for the random walk (English)
    0 references
    0 references
    0 references
    3 February 1998
    0 references
    Consider simple random walk on the \(d\)-dimensional cube \(Q^d(n)=\{0,\ldots,n-1\}^d\), starting at \(v\in Q^d(n)\), and denote by \(\mu_{v,A}\) the harmonic measure of \(A\subset Q^d(n)\), that is, \(\mu_{v,A}(S)\) is the probability that the walker hits \(A\) first in \(S\subset A\). The author proves that, for any \(\varepsilon>0\) and sufficiently large \(n\), there is, for any \(v\in Q^d(n)\) and \(A\subset Q^d(n)\), a subset \(S(v,A)\) of \(A\) with \(\# S(v,A)\leq \varepsilon n^d\) such that \(\mu_{v,A}(S(v,A))\geq 1-\varepsilon\). This is an extension of a two-dimensional result by Øksendal.
    0 references
    0 references
    simple random walk
    0 references
    harmonic measure
    0 references