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2021 Upper estimates for inhomogeneous random walks confined to the positive orthant
Rim Essifi, Sami Mustapha
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Electron. Commun. Probab. 26: 1-14 (2021). DOI: 10.1214/21-ECP418

Abstract

We obtain upper Gaussian estimates of transition probabilities of a spatially non-homogeneous random walk confined to a multidimensional orthant. For the proof, we use comparison arguments based on discrete potential theory and variants of the Harnack principle.

Acknowledgments

We wish to thank the referees for many useful remarks and comments; their suggestions really improved the presentation of this manuscript.

Citation

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Rim Essifi. Sami Mustapha. "Upper estimates for inhomogeneous random walks confined to the positive orthant." Electron. Commun. Probab. 26 1 - 14, 2021. https://doi.org/10.1214/21-ECP418

Information

Received: 24 December 2020; Accepted: 3 July 2021; Published: 2021
First available in Project Euclid: 1 August 2021

Digital Object Identifier: 10.1214/21-ECP418

Subjects:
Primary: 31C35 , 60G50
Secondary: 30F10 , 60G40

Keywords: Discrete harmonic functions , discrete potential theory , random walk in the positive orthant

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