Potential kernel for two-dimensional random walk

被引:0
|
作者
Fukai, Y
Uchiyama, K
机构
来源
ANNALS OF PROBABILITY | 1996年 / 24卷 / 04期
关键词
two-dimensional random walk; potential kernel; Laplace discrete operator; oscillatory integral;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
It is proved that the potential kernel of a recurrent, aperiodic random walk on the integer lattice Z(2) admits an asymptotic expansion of the form (2 pi root\Q\)(-1)ln Q(x(2), - x(1)) + const + \x\U--1(1)(omega(x)) + \x\U--2(2)(omega(2)) + ..., 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(2) = x/\x\ and the U-h(omega) are smooth functions of omega, \omega\ = 1, provided 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.
引用
收藏
页码:1979 / 1992
页数:14
相关论文
共 50 条
  • [1] Two-dimensional Quantum Random Walk
    Baryshnikov, Yuliy
    Brady, Wil
    Bressler, Andrew
    Pemantle, Robin
    [J]. JOURNAL OF STATISTICAL PHYSICS, 2011, 142 (01) : 78 - 107
  • [2] Two-dimensional Quantum Random Walk
    Yuliy Baryshnikov
    Wil Brady
    Andrew Bressler
    Robin Pemantle
    [J]. Journal of Statistical Physics, 2011, 142 : 78 - 107
  • [3] RANDOM-WALK ON A TWO-DIMENSIONAL RANDOM ENVIRONMENT
    PALADIN, G
    VULPIANI, A
    [J]. JOURNAL DE PHYSIQUE LETTRES, 1983, 44 (12): : L443 - L448
  • [4] Two-dimensional random walk in a bounded domain
    Basu, Mahashweta
    Mohanty, P. K.
    [J]. EPL, 2010, 90 (05)
  • [5] Velocity and Dispersion for a Two-Dimensional Random Walk
    LI Jing-HuiFaculty of Science
    [J]. Communications in Theoretical Physics, 2009, 52 (10) : 627 - 630
  • [6] Velocity and Dispersion for a Two-Dimensional Random Walk
    Li Jing-Hui
    [J]. COMMUNICATIONS IN THEORETICAL PHYSICS, 2009, 52 (04) : 627 - 630
  • [7] Topology of the support of the two-dimensional lattice random walk
    Caser, S
    Hilhorst, HJ
    [J]. PHYSICAL REVIEW LETTERS, 1996, 77 (06) : 992 - 995
  • [8] Wind direction and strength as a two-dimensional random walk
    Schulz, BM
    Schulz, M
    Trimper, S
    [J]. PHYSICS LETTERS A, 2001, 291 (2-3) : 87 - 91
  • [9] On the excursions of two-dimensional random walk and Wiener process
    Csáki, E
    Földes, A
    Révész, P
    Shi, Z
    [J]. RANDOM WALKS, 1999, 9 : 43 - 58
  • [10] CATALYTIC BRANCHING RANDOM WALK ON A TWO-DIMENSIONAL LATTICE
    Bulinskaya, E. Vl
    [J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 2011, 55 (01) : 120 - U248