Green's functions of random walks on the upper half plane

DOI10.2748/TMJ/1404911864zbMATH Open1296.60119OpenAlexW2061220317MaRDI QIDQ740780FDOQ740780

Authors: Kohei Uchiyama 

Publication date: 9 September 2014

Published in: Tôhoku Mathematical Journal. Second Series (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.tmj/1404911864

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zbMATH Keywords

asymptotic formulaGreen functionhitting probability of half planerandom walk of zero mean and finite variance

Mathematics Subject Classification ID

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

Cites Work

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• Invariance principles for random walks conditioned to stay positive
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• Quantum random walk on the dual of SU\((n)\)
• One-dimensional Brownian motion and the three-dimensional Bessel process
• The first hitting time of a single point for random walks
• Green functions and Martin compactification for killed random walks related to \(SU(3)\)
• The hitting distributions of a line for two dimensional random walks
• Green's Functions for Random Walks on Z^N
• Potential kernel for two-dimensional random walk
• One dimensional lattice random walks with absorption at a point/on a half line
• The Green functions of two dimensional random walks killed on a line and their higher dimensional analogues
• On a formula on the potential operators of absorbing Lévy processes in the half space
• Martin boundaries associated with a killed random walk
• Martin boundary of a killed random walk on a quadrant

Cited In (12)

• Discrete two dimensional diffusion problem on a half plane
• Stochastic processes under constraints. Abstracts from the workshop held September 27 -- October 3, 2020 (hybrid meeting)
• One dimensional lattice random walks with absorption at a point/on a half line
• The Green functions of two dimensional random walks killed on a line and their higher dimensional analogues
• Green's formula, planar Brownian bridge, and Lévy's area
• Analysis and comparison of Green's function first-passage algorithms with ``Walk on spheres algorithms.
• Asymptotics of the Green function of killed random walks in a cone of \(\mathbb{Z}^d\)
• Green function for an asymptotically stable random walk in a half space
• Conditioned two-dimensional simple random walk: Green's function and harmonic measure
• Green functions for killed random walks in the Weyl chamber of \(\mathrm{Sp}(4)\)
• Martin boundary of random walks in convex cones
• The fundamental matrix for a certain random walk

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