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 probability that $y$ is the first entrance point of the simple random walk starting at $x$ into $A$. Furthermore, $ρ$ must converge to $d$ as $\b \to \infty$.
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 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.
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 harmon…
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 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.
In recent years, considerable interest has been drawn by the analysis of geometric functionals for the excursion sets of random eigenfunctions on the unit sphere (spherical harmonics). In this paper, we extend those results to proper subsets of the sphere $\mathbb{S}^2$, i.e., spherical caps, focussing in particular on the excursion area. Precisely, we show that the asymptotic behavior of the excursion area is dominated by the so-called second-order chaos component, and we exploit this result to establish a Quantitative Central Limit Theorem, in the high energy limit. These results generalize …
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 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 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…
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…
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…
Keller and Kindler recently established a quantitative version of the famous Benjamini~--Kalai--Schramm Theorem on noise sensitivity of Boolean functions. The result was extended to the continuous Gaussian setting by Keller, Mossel and Sen by means of a Central Limit Theorem argument. In this work, we present an unified approach of these results, both in discrete and continuous settings. The proof relies on semigroup decompositions together with a suitable cut-off argument allowing for the efficient use of the classical hypercontractivity tool behind these results. It extends to further models…
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…
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 …
We study a random conductance problem on a $d$-dimensional discrete torus of size $L > 0$. The conductances are independent, identically distributed random variables uniformly bounded from above and below by positive constants. The effective conductance $A_L$ of the network is a random variable, depending on $L$, and the main result is a quantitative central limit theorem for this quantity as $L \to \infty$. In terms of scalings we prove that this nonlinear nonlocal function $A_L$ essentially behaves as if it were a simple spatial average of the conductances (up to logarithmic corrections). Th…
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…
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…
Quantitative model-checking of controlled discrete-time Markov processes
Delft Center for Systems & Control, Delft University of Technology（代尔夫特系统与控制中心，代尔夫特理工大学）；Department of Computer Science, University of Oxford（牛津大学计算机科学系）；Software Modeling and Verification Group, RWTH Aachen University（亚琛工业大学软件建模与验证小组）
