Random walks in the quarter plane, discrete harmonic functions and conformal mappings

DOI10.1016/j.spa.2014.04.013zbMath1300.60066arXiv1301.5716OpenAlexW2025748509MaRDI QIDQ740663

Kilian Raschel

Publication date: 4 September 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.5716

zbMATH Keywords

conformal mappingMartin boundarygenerating functionexit timediscrete harmonic functionclassical harmonic functionrandom walk in the quarter plane

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Martin boundary theory (31C35) Harmonic, subharmonic, superharmonic functions in two dimensions (31A05) Discrete version of topics in analysis (39A12)

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Cites Work

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