{ "id": "1608.06348", "version": "v1", "published": "2016-08-23T00:36:35.000Z", "updated": "2016-08-23T00:36:35.000Z", "title": "Asymptotic behaviour of a random walk killed on a finite set", "authors": [ "Kohei Uchiyama" ], "comment": "16 pages", "categories": [ "math.PR" ], "abstract": "We study asymptotic behavior, for large time $n$, of the transition probability of a two-dimensional random walk killed when entering into a non-empty finite subset $A$. We show that it behaves like $4 \\tilde u_A(x) \\tilde u_{-A}(-y) (\\lg n)^{-2} p^n(y- x)$ for large $n$, uniformly in the parabolic regime $|x|\\vee |y| =O(\\sqrt n)$, where $p^n(y-x)$ is the transition kernel of the random walk (without killing) and $\\tilde u_A$ is the unique harmonic function in the 'exterior of $A$' satisfying the boundary condition $\\tilde u_A(x) \\sim \\lg |x|$ at infinity.", "revisions": [ { "version": "v1", "updated": "2016-08-23T00:36:35.000Z" } ], "analyses": { "keywords": [ "finite set", "asymptotic behaviour", "unique harmonic function", "non-empty finite subset", "study asymptotic behavior" ], "note": { "typesetting": "TeX", "pages": 16, "language": "en", "license": "arXiv", "status": "editable" } } }