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Type: Artigo
Title: Conditioned two-dimensional simple random walk: green’s function and harmonic measure
Author: Popov, Serguei
Abstract: We study the Doob’s h-transform of the two-dimensional simple random walk with respect to its potential kernel, which can be thought of as the two-dimensional simple random walk conditioned on never hitting the origin. We derive an explicit formula for the Green’s function of this random walk and also prove a quantitative result on the speed of convergence of the (conditional) entrance measure to the harmonic measure (for the conditioned walk) on a finite set
Subject: Green, Funções de
Country: Estados Unidos
Editor: Springer
Rights: Fechado
Identifier DOI: 10.1007/s10959-019-00963-4
Date Issue: 2020
Appears in Collections:IMECC - Artigos e Outros Documentos

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