Asymptotic behaviour of a random walk killed on a finite set
Probability
2016-10-06 v2
Abstract
We study asymptotic behavior, for large time , of the transition probability of a two-dimensional random walk killed when entering into a non-empty finite subset . We show that it behaves like for large , uniformly in the parabolic regime , where is the transition kernel of the random walk (without killing) and is the unique harmonic function in the 'exterior of ' satisfying the boundary condition 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