Potential theory in conical domains. II
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.
- Alternative constructions of a harmonic function for a random walk in a cone
- Exit time of a centered random walk from a cone
- On harmonic functions of killed random walks in convex cones
- Asymptotics for the heat kernel in multicone domains
- Martin boundary of random walks in convex cones
- Heat kernel of fractional Laplacian in cones
- Random walks in cones
- Boundary behavior of random walks in cones
- Potential theory in conical domains
- Limit theorems for affine Markov walks conditioned to stay positive
- Limit theorems for Markov walks conditioned to stay positive under a spectral gap assumption
- The global behavior of heat kernels in exterior domains
- Upper estimates for inhomogeneous random walks confined to the positive orthant
- Stochastic processes under constraints. Abstracts from the workshop held September 27 -- October 3, 2020 (hybrid meeting)
- Alternative constructions of a harmonic function for a random walk in a cone
- Conditioned local limit theorems for random walks defined on finite Markov chains
- Random walks in cones
- Gaussian estimates for spatially inhomogeneous random walks on Z^d
- On harmonic functions of killed random walks in convex cones
- Potential Theory in Denjoy Domains
- Potential theory in conical domains
- Survival time of a heterogeneous random walk in a quadrant
- On the Two-Variable Conway Potential Function
- Conditioned limit theorems for hyperbolic dynamical systems
- Markov chains in the domain of attraction of Brownian motion in cones
- A local limit theorem for nonlattice multidimensional random walks in cones
- Random walks in the quarter plane, discrete harmonic functions and conformal mappings
- Moments of exit times from wedges for non-homogeneous random walks with asymptotically zero drifts
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