English

Explicit Construction of the Brownian Self-Transport Operator

Probability 2009-11-07 v1

Abstract

Applying the technique of characteristic functions developped for one-dimensional regular surfaces (curves) with compact support, we obtain the distribution of hitting probabilities for a wide class of finite membranes on square lattice. Then we generalize it to multi-dimensional finite membranes on hypercubic lattice. Basing on these distributions, we explicitly construct the Brownian self-transport operator which governs the Laplacian transfer. In order to verify the accuracy of the distribution of hitting probabilities, numerical analysis is carried out for some particular membranes.

Keywords

Cite

@article{arxiv.math/0204215,
  title  = {Explicit Construction of the Brownian Self-Transport Operator},
  author = {D. S. Grebenkov},
  journal= {arXiv preprint arXiv:math/0204215},
  year   = {2009}
}

Comments

30 pages, 9 figures, 1 table

R2 v1 2026-07-22T16:44:38.373Z