Green function for an asymptotically stable random walk in a half space
Probability
2022-10-11 v2
Abstract
We consider an asymptotically stable multidimensional random walk . Let be the first time the random walk leaves the upper half-space. We obtain the asymptotics of as tends to infinity, where is a fixed cube. From that we obtain the local asymptotics for the Green function , as and/or tend to infinity.
Cite
@article{arxiv.2209.12603,
title = {Green function for an asymptotically stable random walk in a half space},
author = {Denis Denisov and Vitali Wachtel},
journal= {arXiv preprint arXiv:2209.12603},
year = {2022}
}
Comments
35 pages. In the second version we have restructured the paper, stated and proved a more general form of Theorem 1. We have also given a second (shorter) derivation of normal deviations (Theorem 2). Some misprints have been corrected