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

DOI10.1007/S10959-019-00963-4MaRDI QIDQ2224969zbMATHOpenAlexWikidataFDO

Authors S. Popov

Publication date 4 February 2021

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

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

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)

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.

Recommendations

• On the range of a two-dimensional conditioned simple random walk
• Transience of conditioned walks on the plane: encounters and speed of escape
• A limit theorem for two-dimensional conditioned random walk
• Green's functions of random walks on the upper half plane
• Two-sided random walks conditioned to have no intersections

Cites work

• An Introduction to Random Interlacements
• Non-homogeneous random walks. Lyapunov function methods for near-critical stochastic systems
• 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
• Random walk: A modern introduction
• The vacant set of two-dimensional critical random interlacement is infinite
• Transience of conditioned walks on the plane: encounters and speed of escape
• Two-dimensional random interlacements and late points for random walks
• Vacant set of random interlacements and percolation

Cited in

(5)

• Rate of escape of conditioned Brownian motion
• Green's functions of random walks on the upper half plane
• Transience of conditioned walks on the plane: encounters and speed of escape
• On the range of a two-dimensional conditioned simple random walk
• Rate of escape of the conditioned two-dimensional simple random walk

This page was built for publication: Conditioned two-dimensional simple random walk: Green's function and harmonic measure

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2224969)