Asymptotic behaviour of a random walk killed on a finite set

DOI10.1007/S11118-016-9598-2MaRDI QIDQ526990zbMATH OpenOpenAlexFDO

Authors Kohei Uchiyama

Publication date 15 May 2017

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1608.06348

zbMATH Keywords

exterior domaintransition probabilityovershoot estimatestwo-dimensional random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probabilistic potential theory (60J45)

Abstract: We study asymptotic behavior, for large time $n$, of the transition probability of a two-dimensional random walk killed when entering into a non-empty finite subset $A$. We show that it behaves like $4ilde{u}_A(x)ilde{u}_{-A}(-y)(lgn{)}^{-2}{p}^n(y-x)$ for large $n$, uniformly in the parabolic regime $|x|vee|y|=O(sqrtn)$, where $p^n(y-x)$ is the transition kernel of the random walk (without killing) and $ilde{u}_A$ is the unique harmonic function in the 'exterior of $A$' satisfying the boundary condition $ilde{u}_A(x)simlg|x|$ at infinity.

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Cites work

• scientific article; zbMATH DE number 3347399 (Why is no real title available?)
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• The transition density of Brownian motion killed on a bounded set

Cited in

(5)

• One dimensional random walks killed on a finite set
• The transition density of Brownian motion killed on a bounded set
• Random walks with killing
• Asymptotically stable random walks of index \(1 < \alpha < 2\) killed on a finite set
• The Green functions of two dimensional random walks killed on a line and their higher dimensional analogues

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