Título: The Green Functions of Two Dimensional Random Walks Killed on a Line and their Higher Dimensional Analogues
Autores: Uchiyama, Kohei; Tokyo Institute of Technology
Fecha: 2010-01-01
Publicador: Electronic journal of probability
Fuente:
Tipo: Peer-reviewed Article

Tema: asymptotic formula, Green function, random walk of zero mean and finite variances, absorption on a line
60G50
Descripción: We obtain asymptotic estimates of the Green functions of random walks on the two-dimensional integer lattice that are killed on the horizontal axis. A basic asymptotic formula whose leading term is virtually the same as the explicit formula for the corresponding Green function of Brownian motion is established under the existence of second moments only. Some refinement of it is given under a slightly stronger moment condition. The extension of the results to random walks on the higher dimensional lattice is also given.
Idioma: No aplica

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