Potential kernel for two-dimensional random walk
Fukai, Yasunari ; Uchiyama, Kôhei
Ann. Probab., Tome 24 (1996) no. 2, p. 1979-1992 / Harvested from Project Euclid
It is proved that the potential kernel of a recurrent, aperiodic random walk on the integer lattice $\mathbb{Z}^2$ admits an asymptotic expansion of the form $$(2 \pi \sqrt{|Q|})^{-1} \ln Q(x_2, -x_1) + \const + |x|^{-1} U_1 (\omega^x) + |x|^{-2} U_2 (\omega^x) + \dots ,$$ where $|Q|$ and $Q(\theta)$ are, respectively, the determinant and the quadratic form of the covariance matrix of the increment X of the random walk, $\omega^x = x/|x|$ and the $U_k (\omega)$ are smooth functions of $\omega, |\omega| = 1$, provided k that all the moments of X are finite. Explicit forms of $U_1$ and $U_2$ are given in terms of the moments of X.
Publié le : 1996-10-14
Classification:  Two-dimensional random walk,  potential kernel,  Laplace discrete operator,  oscillatory integral,  60J15,  60J45,  31C20
@article{1041903213,
     author = {Fukai, Yasunari and Uchiyama, K\^ohei},
     title = {Potential kernel for two-dimensional random walk},
     journal = {Ann. Probab.},
     volume = {24},
     number = {2},
     year = {1996},
     pages = { 1979-1992},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1041903213}
}
Fukai, Yasunari; Uchiyama, Kôhei. Potential kernel for two-dimensional random walk. Ann. Probab., Tome 24 (1996) no. 2, pp.  1979-1992. http://gdmltest.u-ga.fr/item/1041903213/