Conditioned two-dimensional simple random walk: Green's function and harmonic measure

DOI10.1007/S10959-019-00963-4zbMATH Open1469.60237arXiv1907.12682OpenAlexW2966626458WikidataQ126792569 ScholiaQ126792569MaRDI QIDQ2224969FDOQ2224969

Authors: S. Popov 

Publication date: 4 February 2021

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: We study the Doob's $h$-transform of the two-dimensional simple random walk with respect to its potential kernel, which can be thought of as the two-dimensional simple random walk conditioned on never hitting the origin. We derive an explicit formula for the Green's function of this random walk, and also prove a quantitative result on the speed of convergence of the (conditional) entrance measure to the harmonic measure (for the conditioned walk) on a finite set.

Full work available at URL: https://arxiv.org/abs/1907.12682

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zbMATH Keywords

transienceDoob's \(h\)-transformentrance measure

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sums of independent random variables; random walks (60G50) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

Cites Work

• Random walk: A modern introduction
• Vacant set of random interlacements and percolation
• Two-dimensional random interlacements and late points for random walks
• An Introduction to Random Interlacements
• Non-homogeneous random walks. Lyapunov function methods for near-critical stochastic systems
• The vacant set of two-dimensional critical random interlacement is infinite
• On pinned fields, interlacements, and random walk on \(({\mathbb {Z}}/N {\mathbb {Z}})^2\)
• On the range of a two-dimensional conditioned simple random walk
• Transience of conditioned walks on the plane: encounters and speed of escape

Cited In (4)

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• On the range of a two-dimensional conditioned simple random walk

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