Discrete harmonic functions in Lipschitz domains

DOI10.1214/19-ECP259zbMATH Open1422.60076arXiv1901.00637OpenAlexW2973376219MaRDI QIDQ2274121FDOQ2274121

Authors: Sami Mustapha, Mohamed Sifi 

Publication date: 19 September 2019

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: We prove the existence and uniqueness of a discrete nonnegative harmonic function for a random walk satisfying finite range, centering and ellipticity conditions, killed when leaving a globally Lipschitz domain in $mathbb{Z}^d$. Our method is based on a systematic use of comparison arguments and discrete potential-theoretical techniques.

Full work available at URL: https://arxiv.org/abs/1901.00637

Recommendations

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• scientific article; zbMATH DE number 2057267

zbMATH Keywords

Martin boundarydiscrete harmonic functionrandom walk in Lipschitz domain

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Compact Riemann surfaces and uniformization (30F10) Martin boundary theory (31C35)

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Cited In (12)

• An \(L^p\)-comparison, \(p\in (1,\infty)\), on the finite differences of a discrete harmonic function at the boundary of a discrete box
• Marches aléatoires et théorie du potentiel dans les domaines lipschitziens. (Random walks and potential theory in Lipschitz domains)
• A discrete harmonic function bounded on a large portion of \({\mathbb{Z}^2}\) is constant
• Stability estimates for discrete harmonic functions on product domains
• Markov chains in the domain of attraction of Brownian motion in cones
• Discrete harmonic functions on an orthant in \(\mathbb{Z}^d\)
• Enumeration of three-quadrant walks via invariants: some diagonally symmetric models
• The difference between a discrete and continuous harmonic measure
• Discrete harmonic functions in the three-quarter plane
• Positive solutions to discrete harmonic functions in unbounded cylinders
• Martin boundary of random walks in convex cones
• Constructing discrete harmonic functions in wedges

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