Green's functions of random walks on the upper half plane

DOI10.2748/tmj/1404911864zbMath1296.60119OpenAlexW2061220317MaRDI QIDQ740780

Kôhei Uchiyama

Publication date: 9 September 2014

Published in: Tôhoku Mathematical Journal. Second Series (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.tmj/1404911864

zbMATH Keywords

asymptotic formulaGreen functionhitting probability of half planerandom walk of zero mean and finite variance

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probabilistic potential theory (60J45)

Related Items (3)

Martin boundary of random walks in convex cones ⋮ Stochastic processes under constraints. Abstracts from the workshop held September 27 -- October 3, 2020 (hybrid meeting) ⋮ One dimensional lattice random walks with absorption at a point/on a half line

Cites Work

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• One-dimensional Brownian motion and the three-dimensional Bessel process
• Green's Functions for Random Walks on Z^N
• Martin boundaries associated with a killed random walk

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