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تسجيل مستخدم جديدConditioned two-dimensional simple random walk: Greens function and harmonic measure
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تأليف
Serguei Popov
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We study the Doobs $h$-transform of the two-dimensional simple random walk with respect to its potential kernel, which can be thought of as the two-dimensional simple random walk conditioned on never hitting the origin. We derive an explicit formula for the Greens function of this random walk, and also prove a quantitative result on the speed of convergence of the (conditional) entrance measure to the harmonic measure (for the conditioned walk) on a finite set.
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