English

Asymptotic behaviour of a random walk killed on a finite set

Probability 2016-10-06 v2

Abstract

We study asymptotic behavior, for large time nn, of the transition probability of a two-dimensional random walk killed when entering into a non-empty finite subset AA. We show that it behaves like 4u~A(x)u~A(y)(lgn)2pn(yx)4 \tilde u_A(x) \tilde u_{-A}(-y) (\lg n)^{-2} p^n(y- x) for large nn, uniformly in the parabolic regime xy=O(n)|x|\vee |y| =O(\sqrt n), where pn(yx)p^n(y-x) is the transition kernel of the random walk (without killing) and u~A\tilde u_A is the unique harmonic function in the 'exterior of AA' satisfying the boundary condition u~A(x)lgx\tilde u_A(x) \sim \lg |x| at infinity.

Keywords

Cite

@article{arxiv.1608.06348,
  title  = {Asymptotic behaviour of a random walk killed on a finite set},
  author = {Kohei Uchiyama},
  journal= {arXiv preprint arXiv:1608.06348},
  year   = {2016}
}

Comments

16 pages, to appear in Potential Analysis, 2016