Green function of a random walk in a cone
Probability
2018-07-20 v1
Abstract
This paper studies the asymptotic behavior of the Green function of a multidimensional random walk killed when leaving a convex cone with smooth boundary. Our results imply uniqueness, up to a multiplicative factor, of the positive harmonic function for the killed random walk.
Cite
@article{arxiv.1807.07360,
title = {Green function of a random walk in a cone},
author = {Jetlir Duraj and Vitali Wachtel},
journal= {arXiv preprint arXiv:1807.07360},
year = {2018}
}