Convergence of discrete Green functions with Neumann boundary conditions (Q526994)

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Convergence of discrete Green functions with Neumann boundary conditions
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    Convergence of discrete Green functions with Neumann boundary conditions (English)
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    15 May 2017
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    The authors consider a continuous-time random walk on \({\mathbb{U}_n} = \mathbb{U} \cap \frac{1}{n}{\mathbb{Z}^2}\), where \(\mathbb{U} \subset \mathbb{C}\) is a simply connected domain with certain regularity properties, \(\mathbb{C}\) is the complex plane, and \({\mathbb{Z}^2}\) denotes the lattice consisting of all points from \(\mathbb{C}\) with integer-valued real and imaginary parts. The waiting times are assumed to be exponentially distributed with mean \(\frac{1}{{2{n^2}}}\). The authors introduce the Green functions with Neumann boundary conditions for the walks under consideration and establish convergence of these functions to their continuous counterparts, as \(n \to \infty \).
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    discrete Green functions
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    random walk
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    reflected Brownian motion
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    Neumann boundary condition
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    local central limit theorems
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