Potential theory in conical domains. II (Q4518302)

Let \(\Omega \subset {\mathbb{R}}^d\) be a convex conical domain, let \(\mu \) be a centered probability measure on \({\mathbb{R}}^d\) with isotropic covariance and bounded support, let \((S_n, n\geq 0)\) be a random walk in \({\mathbb{R}}^d\) based on \(\mu\), and let \(\tau=\inf\{j: S_j\notin\Omega\}\) be the exit time from \(\Omega\). The \(n\)-step transition probability for the killed random walk is defined by \[ P(n;x,y)={\mathbf P}_x[S_n=y,\;\tau>n] \] (in case of a lattice walk), i.e., \(P(n;x,y)dy ={\mathbf P}_x[S_n\in dy,\;\tau>n]\) (in case of absolutely continuous \(\mu\)), and the ``probability of life'' by \(P(n;x)={\mathbf P}_x[\tau>n]\). In the previous paper [ibid. 125, 335-384 (1999; Zbl 0918.31008)], the author obtained estimates for \(P(n;x,y)\) and \(P(n;x)\) in case of a polygonal boundary \(\partial \Omega\). This paper improves that result by showing that the same estimates are valid for general convex cones (still in the so called ``general position''). The main modification lies in the construction of certain sub(super)-harmonic function for the random walk.