Harmonic functions for singular quadrant walks

DOI10.1016/J.INDAG.2023.06.002MaRDI QIDQ6135883zbMATH OpenFDO

Authors Kilian Raschel, Pierre Tarrago

Publication date 28 August 2023

Published in Indagationes Mathematicae. New Series (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2208.00477

zbMATH Keywords

Martin boundaryGreen functionsdiscrete harmonic functionscompensation approachsingular random walks in the quarter plane

Mathematics Subject Classification ID

Exact enumeration problems, generating functions (05A15) Queueing theory (aspects of probability theory) (60K25) Sums of independent random variables; random walks (60G50) Brownian motion (60J65)

Abstract: We consider discrete (time and space) random walks confined to the quarter plane, with jumps only in directions $(i,j)$ with $i+jgeq0$ and small negative jumps, i.e., $i,jgeq-1$. These walks are called singular, and were recently intensively studied from a combinatorial point of view. In this paper, we show how the compensation approach introduced in the 90ies by Adan, Wessels and Zijm may be applied to compute positive harmonic functions with Dirichlet boundary conditions. In particular, in case the random walks have a drift with positive coordinates, we derive an explicit formula for the escape probability, which is the probability to tend to infinity without reaching the boundary axes. These formulas typically involve famous recurrent sequences, such as the Fibonacci numbers. As a second step, we propose a probabilistic interpretation of the previously constructed harmonic functions and prove that they allow to compute all positive harmonic functions of these singular walks. To that purpose, we derive the asymptotics of the Green functions in all directions of the quarter plane and use Martin boundary theory.

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