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arXiv · 1807.07360

Green function of a random walk in a cone

Jetlir Duraj·Vitali Wachtel
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Abstract

This paper studies the asymptotic behavior of the Green function of a multidimensional random walk killed when leaving a convex cone with smooth boundary. Our results imply uniqueness, up to a multiplicative factor, of the positive harmonic function for the killed random walk.

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Jetlir Duraj, Vitali Wachtel. 2018-07-19. Green function of a random walk in a cone. https://arxiv.org/abs/1807.07360

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