Convergence of discrete Green functions with Neumann boundary conditions

DOI10.1007/S11118-016-9602-XzbMATH Open1369.60022arXiv1503.06948OpenAlexW2962741849MaRDI QIDQ526994FDOQ526994

Yuval Peres, Shirshendu Ganguly

Publication date: 15 May 2017

Published in: Potential Analysis (Search for Journal in Brave)

Abstract: In this note we prove convergence of Green functions with Neumann boundary conditions for the random walk to their continuous counterparts. Also a few Beurling type hitting estimates are obtained for the random walk on discretizations of smooth domains. These have been used recently in the study of a two dimensional competing aggregation system known as $Competitive,Erosion$. Some of the statements appearing in this note are classical for ${mathbbZ}^2$. However additional arguments are needed for the proofs in the bounded geometry setting.

Full work available at URL: https://arxiv.org/abs/1503.06948

zbMATH Keywords

random walkNeumann boundary conditionreflected Brownian motiondiscrete Green functionslocal central limit theorems

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Limit theorems in probability theory (60F99) Random walks on graphs (05C81) Heat equation (35K05) Probabilistic potential theory (60J45)

Cites Work

• Some potential theory for reflecting Brownian motion in Hölder and Lipschitz domains
• Multi-dimensional diffusion and the Markov process on the boundary
• On reflecting diffusion processes and Skorokhod decompositions
• Discrete approximations to reflected Brownian motion
• Evolving sets, mixing and heat kernel bounds
• Competitive erosion is conformally invariant
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Cited In (3)

• Competitive erosion is conformally invariant
• Stabilization of DLA in a wedge
• Asymptotics of Green's function for the Neumann problem in a neighborhood of a boundary point

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