Asymptotic behaviour of a random walk killed on a finite set

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

4 i l d e u_{A} (x) i l d e u_{- A} (- y) (l g n)^{- 2} p^{n} (y - x)

for large

n

, uniformly in the parabolic regime

| x | v e e | y | = O (s q r t n)

, where

p^{n} (y - x)

is the transition kernel of the random walk (without killing) and

i l d e u_{A}

is the unique harmonic function in the 'exterior of

A

' satisfying the boundary condition

i l d e u_{A} (x) s i m l g | x |

at infinity.

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