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On harmonic functions of killed random walks in convex cones


 
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1. Title Title of document On harmonic functions of killed random walks in convex cones
 
2. Creator Author's name, affiliation, country Jetlir Duraj; Harvard University; United States
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) killed random walk; harmonic functions; Martin boundary
 
3. Subject Subject classification 60G50; 60J50
 
4. Description Abstract We prove the existence of uncountably many nonnegative harmonic functions for random walks in the euclidean space with non-zero drift, killed when leaving general convex cones with vertex in 0. We also make the natural conjecture about the Martin boundary for lattice random walks in general convex cones in two dimensions. Proving that the set of harmonic functions found is the full Martin boundary for these processes is an open problem.
 
5. Publisher Organizing agency, location
 
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7. Date (YYYY-MM-DD) 2014-11-17
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/3219
 
10. Identifier Digital Object Identifier 10.1214/ECP.v19-3219
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 19
 
12. Language English=en en
 
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