Related papers: Polyharmonic functions and random processes in con…
Treebolic space HT(q,p) is a key example of a strip complex in the sense of Bendikov, Saloff-Coste, Salvatori, and Woess [Adv. Math. 226 (2011), 992-1055]. It is an analog of the Sol geometry, namely, it is a horocylic product of the…
We propose a new approach for finding discrete harmonic functions in the quarter plane with Dirichlet conditions. It is based on solving functional equations that are satisfied by the generating functions of the values taken by the harmonic…
In this paper, we explore different Markovian random walk strategies on networks with transition probabilities between nodes defined in terms of functions of the Laplacian matrix. We generalize random walk strategies with local information…
We present two path decompositions of Markov chains (with general state space) by means of harmonic functions, which are dual to each other. They can be seen as a generalization of Williams' decomposition of a Brownian motion with drift.…
We consider exponential functionals of a multi-dimensional Brownian motion with drift, defined via a collection of linear functionals. We give a characterization of the Laplace transform of their joint law as the unique bounded solution, up…
For covering spaces and properly discontinuous actions with compatible diffusion processes, we discuss Lyons-Sullivan discretizations of the processes and the associated function theory.
We use a random walk in the ensemble of impurity configurations to generate a Brownian motion model for energy levels in disordered conductors. Treating arc-length along the random walk as fictitous time, the resulting Langevin equation…
In this paper, we will study the behavior of the space of positive harmonic functions associated with the random walk on a discrete group under the change of probability measure by a randomized stopping time. We show that this space remains…
We consider the open unit disk $\mathbb{D}$ equipped with the hyperbolic metric and the associated hyperbolic Laplacian $\mathfrak{L}$. For $\lambda \in \mathbb{C}$ and $n \in \mathbb{N}$, a $\lambda$-polyharmonic function of order $n$ is a…
In this paper we continue our study of a multidimensional random walk with zero mean and finite variance killed on leaving a cone. We suggest a new approach that allows one to construct a positive harmonic function in Lipschitz cones under…
We study subharmonic functions whose Laplacian is supported on a null set and in connected components of of the complement to the support admit harmonic extensions to larger sets. We prove that if such a function has a piecewise holomorphic…
Solutions to Laplace's equation are called harmonic functions. Harmonic functions arise in many applications, such as physics and the theory of stochastic processes. Of interest classically are harmonic polynomials, which have a simple…
We consider an outward degenerate drifted Brownian motion in the quarter plane with oblique reflections on the boundaries. In this article, we explicitly compute the Laplace transforms of the Green's functions associated with the process.…
In the context of lattice walk enumeration in cones, we consider the number of walks in the quarter plane with fixed starting and ending points, prescribed step-set and given length. After renormalization, this number may be interpreted as…
We study a space-time Brownian motion with drift B(t)=(t_0+t,y_0+W(t)+t) killed at the moving boundary of the cone {(t,x):0<x<t}. This article determines the parabolic Martin boundary and all harmonic functions associated with this process.…
Discrete Green's functions are the inverses or pseudo-inverses of combinatorial Laplacians. We present compact formulas for discrete Green's functions, in terms of the eigensystems of corresponding Laplacians, for products of regular graphs…
We consider a transient Brownian motion reflected obliquely in a two-dimensional wedge. A precise asymptotic expansion of Green's functions is found in all directions. To this end, we first determine a kernel functional equation connecting…
Cubical complexes are metric spaces constructed by gluing together unit cubes in an analogous way to the construction of simplicial complexes. We construct Brownian motion on such spaces, define random walks, and prove that the transition…
For a random walk killed at leaving a cone we suggest two new constructions of a positive harmonic function. These constructions allow one to remove a quite strong extendability assumption, which has been imposed in our previous paper…
Some probabilistic aspects of the number variance statistic are investigated. Infinite systems of independent Brownian motions and symmetric alpha-stable processes are used to construct new examples of processes which exhibit both divergent…