In this article we are interested in finding positive discrete harmonic functions with Dirichlet conditions in three quadrants. Whereas planar lattice (random) walks in the quadrant have been well studied, the case of walks avoiding a quadrant has been developed lately. We extend the method in the quarter plane -- resolution of a functional equation via boundary value problem using a conformal mapping -- to the three-quarter plane applying the strategy of splitting the domain into two symmetric convex cones. We obtain a simple explicit expression for the algebraic generating function of harmonic functions associated to random walks avoiding a quadrant.
We propose a new approach for finding discrete harmonic functions in the quarter plane with Dirichlet conditions. It is based on solving functional equations that are satisfied by the generating functions of the values taken by the harmonic functions. As a first application of our results, we obtain a simple expression for the harmonic function that governs the asymptotic tail distribution of the first exit time for random walks from the quarter plane. As another corollary, we prove, in the zero drift case, the uniqueness of the discrete harmonic function.
We construct harmonic functions in the quarter plane for discrete Laplace operators. In particular, the functions are conditioned to vanish on the boundary and the Laplacians admit coefficients associated with transition probabilities of non-symmetric random walks. By solving a boundary value problem for generating functions of harmonic functions, we deduce explicit expressions for the generating functions in terms of conformal mappings. These mappings are yielded from a conformal welding problem with quasisymmetric shift and contain information about the growth of harmonic functions. Further,…
We consider discrete (time and space) random walks confined to the quarter plane, with jumps only in directions $(i,j)$ with $i+j \geq 0$ and small negative jumps, i.e., $i,j \geq -1$. These walks are called singular, and were recently intensively studied from a combinatorial point of view. In this paper, we show how the compensation approach introduced in the 90ies by Adan, Wessels and Zijm may be applied to compute positive harmonic functions with Dirichlet boundary conditions. In particular, in case the random walks have a drift with positive coordinates, we derive an explicit formula for t…
Brownian motion in R 2 + with covariance matrix $Σ$ and drift $μ$ in the interior and reflection matrix R from the axes is considered. The asymptotic expansion of the stationary distribution density along all paths in R 2 + is found and its main term is identified depending on parameters ($Σ$, $μ$, R). For this purpose the analytic approach of Fayolle, Iasnogorodski and Malyshev in [12] and [36], restricted essentially up to now to discrete random walks in Z 2 + with jumps to the nearest-neighbors in the interior is developed in this article for diffusion processes on R 2 + with reflections on…
We prove the existence and uniqueness of a discrete nonnegative harmonic function for a random walk satisfying finite range, centering and ellipticity conditions, killed when leaving a globally Lipschitz domain in $\mathbb{Z}^d$. Our method is based on a systematic use of comparison arguments and discrete potential-theoretical techniques.
We propose a systematic construction of signed harmonic functions for discrete Laplacian operators with Dirichlet conditions in the quarter plane. In particular, we prove that the set of harmonic functions is an algebra generated by a single element, which conjecturally corresponds to the unique positive harmonic function.
We compute the $t$-Martin boundary of two-dimensional small steps random walks killed at the boundary of the quarter plane. We further provide explicit expressions for the (generating functions of the) discrete $t$-harmonic functions. Our approach is uniform in $t$, and shows that there are three regimes for the Martin boundary.
We consider a discrete-time, continuous-state random walk with steps uniformly distributed in a disk of radius of $h$. For a simply connected domain $D$ in the plane, let $ω_h(0,\cdot;D)$ be the discrete harmonic measure at $0\in D$ associated with this random walk, and $ω(0,\cdot;D)$ be the (continuous) harmonic measure at $0$. For domains $D$ with analytic boundary, we prove there is a bounded continuous function $σ_D(z)$ on $\partial D$ such that for functions $g$ which are in $C^{2+α}(\partial D)$ for some $α>0$ $$ \lim_{h\downarrow 0} \frac{\int_{\partial D} g(ξ) ω_h(0,|dξ|;D) -\int_{\par…
We deal with a discrete-time two-dimensional quasi-birth-and-death process (2d-QBD process for short) on $\mathbb{Z}_+^2\times S_0$, where $S_0$ is a finite set, and give a complete expression for the asymptotic decay function of the stationary tail probabilities in an arbitrary direction. The 2d-QBD process is a kind of random walk in the quarter plane with a background process. In our previous paper (Queueing Systems, vol. 102, pp. 227-267, 2022), we have obtained the asymptotic decay rate of the stationary tail probabilities in an arbitrary direction and clarified that if the asymptotic dec…
We consider a class of continuous time Markov chains on $\Z^d$. These chains are the discrete space analogue of Markov processes with jumps. Under some conditions, we show that harmonic functions associated with these Markov chains are Hölder continuous.
Stein's method is used to study discrete representations of multidimensional distributions that arise as approximations of states of quantum harmonic oscillators. These representations model how quantum effects result from the interaction of finitely many classical "worlds," with the role of sample size played by the number of worlds. Each approximation arises as the ground state of a Hamiltonian involving a particular interworld potential function. Such approximations have previously been studied for one-dimensional quantum harmonic oscillators, but the multidimensional case has remained unre…
Any three circles theorem for discrete harmonic functions must contain an inherent error term. In this paper we find the sharp error term in an $L^2$-three circles theorem for harmonic functions defined in $\Zb^2$. The proof is highly indirect due to combinatorial obstacles and cancellations phenomena. We exploit Newton interpolation methods and recursive arguments.
We consider a Brownian motion with drift in the quarter plane with orthogonal reflection on the axes. The Laplace transform of its stationary distribution satisfies a functional equation, which is reminiscent from equations arising in the enumeration of (discrete) quadrant walks. We develop a Tutte's invariant approach to this continuous setting, and we obtain an explicit formula for the Laplace transform in terms of generalized Chebyshev polynomials.
A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the transition function of the original chain is harmonic with respect to the transition function of the transformed chain. The reverse inclusion is in general not true. Our main result provides a sufficient condition on the stopping time which guarantees that the space of bounded harmonic functions for the transformed chain embeds in the space of bounded harmon…
The harmonic measure $ν$ on the boundary of the group $Sol$ associated to a discrete random walk of law $μ$ was described by Kaimanovich. We investigate when it is absolutely continuous or singular with respect to Lebesgue measure. By ratio entropy over speed, we show that any countable non-abelian subgroup admits a finite first moment non-degenerate $μ$ with singular harmonic measure $ν$. On the other hand, we prove that some random walks with finitely supported step distribution admit a regular harmonic measure. Finally, we construct some exceptional random walks with arbitrarily small speed…
A theorem of Bourgain states that the harmonic measure for a domain in $\R^d$ is supported on a set of Hausdorff dimension strictly less than $d$ \cite{Bourgain}. We apply Bourgain's method to the discrete case, i.e., to the distribution of the first entrance point of a random walk into a subset of $\Z ^d$, $d\geq 2$. By refining the argument, we prove that for all $\b>0$ there exists $ρ(d,\b)<d$ and $N(d,\b)$, such that for any $n>N(d,\b)$, any $x \in \Z^d$, and any $A\subset \{1,..., n\}^d$ $$ | \{y\in\Z^d\colon ν_{A,x}(y) \geq n^{-\b} \}| \leq n^{ρ(d,\b)}, $$ where $ν_{A,x} (y)$ denotes the…
We consider the random walks killed at the boundary of the quarter plane, with homogeneous non-zero jump probabilities to the eight nearest neighbors and drift zero in the interior, and which admit a positive harmonic polynomial of degree three. For these processes, we find the asymptotic of the Green functions along all infinite paths of states, and from this we deduce that the Martin compactification is the one-point compactification.
We propose and study a certain discrete time counterpart of the classical Feynman--Kac semigroup with a confining potential in countable infinite spaces. For a class of long range Markov chains which satisfy the direct step property we prove sharp estimates for functions which are (sub-, super-)harmonic in infinite sets with respect to the discrete Feynman--Kac operators. These results are compared with respective estimates for the case of a nearest-neighbour random walk which evolves on a graph of finite geometry. We also discuss applications to the decay rates of solutions to equations invol…
Alexopoulos proved that on a finitely generated virtually nilpotent group, the restriction of a harmonic function of polynomial growth to a torsion-free nilpotent subgroup of finite index is always a polynomial in the Mal'cev coordinates of that subgroup. For general groups, vanishing of higher-order discrete derivatives gives a natural notion of polynomial maps, which has been considered by Leibman and others. We provide a simple proof of Alexopoulos's result using this notion of polynomials, under the weaker hypothesis that the space of harmonic functions of polynomial growth of degree at mo…
In this paper, we investigate spectral properties of discrete Laplacians. Our study is based on the Hardy inequality and the use of super-harmonic functions. We recover and improve lower bounds for the bottom of the spectrum and of the essential spectrum. In some situation, we obtain Weyl asymptotics for the eigenvalues. We also provide a probabilistic representation of super-harmonic functions. Using coupling arguments, we set comparison results for the bottom of the spectrum, the bottom of the essential spectrum and the stochastic completeness of different discrete Laplacians. The class of w…
In this paper, we relate the framework of mod-$ϕ$ convergence to the construction of approximation schemes for lattice-distributed random variables. The point of view taken here is that of Fourier analysis in the Wiener algebra, allowing the computation of asymptotic equivalents in the local, Kolmogorov and total variation distances. By using signed measures instead of probability measures, we are able to construct better approximations of discrete lattice distributions than the standard Poisson approximation. This theory applies to various examples arising from combinatorics and number theory…
The 2D Discrete Gaussian model gives each height function $η: \mathbb{Z}^2\to\mathbb{Z}$ a probability proportional to $\exp(-β\mathcal{H}(η))$, where $β$ is the inverse-temperature and $\mathcal{H}(η) = \sum_{x\sim y}(η_x-η_y)^2$ sums over nearest-neighbor bonds. We consider the model at large fixed $β$, where it is flat unlike its continuous analog (the Gaussian Free Field). We first establish that the maximum height in an $L\times L$ box with 0 boundary conditions concentrates on two integers $M,M+1$ with $M\sim \sqrt{(1/2πβ)\log L\log\log L}$. The key is a large deviation estimate for the …
In this paper, we will study the behavior of the space of positive harmonic functions associated with the random walk on a discrete group under the change of probability measure by a randomized stopping time. We show that this space remains unchanged after applying a bounded randomized stopping time.
In this paper, we introduce the stationary harmonic measure in the upper half plane. By bounding this measure, we are able to define both the discrete and continuous time diffusion limit aggregation (DLA) in the upper half plane with absorbing boundary conditions. We prove that for the continuous model the growth rate is bounded from above by $o(t^{2+ε})$. When time is discrete, we also prove a better upper bound of $o(n^{2/3+ε})$, on the maximum height of the aggregate at time $n$. An important tool developed in this paper, is an interface growth process, bounding any process growing accordin…
Let $Γ$ be a dense countable subgroup of a locally compact continuous group $G$. Take a probability measure $μ$ on $Γ$. There are two natural spaces of harmonic functions: the space of $μ$-harmonic functions on the countable group $Γ$ and the space of $μ$-harmonic functions seen as functions on $G$ defined a.s. with respect to its Haar measure $λ$. This leads to two natural Poisson boundaries: the $Γ$-Poisson boundary and the $G$-Poisson boundary. Since boundaries on the countable group are quite well understood, a natural question is to ask how $G$-boundary is related to the $Γ$-boundary. In …
The harmonic explorer is a random grid path. Very roughly, at each step the harmonic explorer takes a turn to the right with probability equal to the discrete harmonic measure of the left-hand side of the path from a point near the end of the current path. We prove that the harmonic explorer converges to SLE(4) as the grid gets finer.
