Related papers: Polyharmonic functions and random processes in con…
Random walks in cones have the double interest of being at the heart of many probabilistic problems and of being related to many mathematical fields, such as spectral theory, combinatorics, or discrete complex analysis. In this article, we…
We construct harmonic functions in the quarter plane for discrete Laplace operators. In particular, the functions are conditioned to vanish on the boundary and the Laplacians admit coefficients associated with transition probabilities of…
While discrete harmonic functions have been objects of interest for quite some time, this is not the case for discrete polyharmonic functions, as appear for instance in the asymptotics of path counting problems. In this article, a novel…
In this article we are interested in finding positive discrete harmonic functions with Dirichlet conditions in three quadrants. Whereas planar lattice (random) walks in the quadrant have been well studied, the case of walks avoiding a…
This paper considers a classical question of approximation of Brownian motion by a random walk in the setting of a sub-Riemannian manifold $M$. To construct such a random walk we first address several issues related to the degeneracy of…
In this article we present an intrinsec construction of foliated Brownian motion via stochastic calculus adapted to foliation. The stochastic approach together with a proposed foliated vector calculus provide a natural method to work on…
We study the asymptotic behavior of a multidimensional random walk in a general cone. We find the tail asymptotics for the exit time and prove integral and local limit theorems for a random walk conditioned to stay in a cone. The main step…
We prove the existence of uncountably many positive harmonic functions for random walks on the euclidean lattice with non-zero drift, killed when leaving two dimensional convex cones with vertex in 0. Our proof is an adaption of the proof…
Enumeration of walks with small steps in the quadrant has been a topic of great interest in combinatorics over the last few years. In this article, it is shown how to compute exact asymptotics of the number of such walks with fixed start-…
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…
In this paper, we construct scaling limits of some branching random walks in random environment whose off-spring distributions have infinite variance. The Laplace functional of the obtained random measure is given by a non-linear PAM, whose…
In this paper, we consider a product of a symmetric stable process in $\mathbb{R}^d$ and a one-dimensional Brownian motion in $\mathbb{R}^+$. Then we define a class of harmonic functions with respect to this product process. We show that…
Let $u$ be a pluriharmonic function on the unit ball in $\mathbb{C}^n$. I consider the relationship between the set of points $L_u$ on the boundary of the ball at which $u$ converges nontangentially and the set of points $\mathcal{L}_u$ at…
In this article, a novel method to compute all discrete polyharmonic functions in the quarter plane for models with small steps, zero drift and a finite group is proposed. A similar method is then introduced for continuous polyharmonic…
We determine the asymptotic behavior of the Green function for zero-drift random walks confined to multidimensional convex cones. As a consequence, we prove that there is a unique positive discrete harmonic function for these processes (up…
We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a…
We consider a Brownian motion with drift in the quarter plane with orthogonal reflection on the axes. The Laplace transform of its stationary distribution satisfies a functional equation, which is reminiscent from equations arising in the…
We prove a pointwise control for the Green's function of polyharmonic operators with holes: this control is uniform while holes shrink. For the usual Laplacian, such a control is given by the maximum principle; the techniques developed here…
We introduce and develop the notion of spherical polyharmonics, which are a natural generalisation of spherical harmonics. In particular we study the theory of zonal polyharmonics, which allows us, analogously to zonal harmonics, to…
Thermodynamic quantities, like heat, entropy, or work, are random variables, in stochastic systems. Here, we investigate the statistics of the heat exchanged by a Brownian particle subjected to a logarithm-harmonic potential. We derive…