Potential kernel for two-dimensional random walk

Annals of Probability

Volumn 24, Issue 4, 1996, Pages 1979-1992

  Fukai, Yasunari ^a   Uchiyama, Kôhei ^a  

^a TOKYO INSTITUTE OF TECHNOLOGY   (Japan)

Author keywords

Laplace discrete operator; Oscillatory integral; Potential kernel; Two dimensional random walk

Indexed keywords

EID: 0030356472     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1041903213     Document Type: Article

References (5)

1. d. Stochastic Process. Appl. 25 165-184.
2. LAWLER, G. F. (1991). Intersections of Random Walks. Birkhäuser, Boston.
3. SPITZER, F. (1976). Principles of Random Walk, 2nd ed. Springer, New York.
4. STÖHR, A. (1950). Über einige lineare partielle Differenzengleichungen mit konstanten Koeffizienten. III. Math. Nachr. 3 330-357.
5. VAN DER POL, B. (1959). The finite-difference analogy of the periodic wave equation and the potential equation. Appendix IV. In Probability and Related Topics in Physical Sciences. Interscience, New York.