Recurrent Random Walk and Logarithmic Potential
This is an attempt to show that a potential theory is associated with certain recurrent Markov processes in a natural way. For transient Markov processes this fact has been studied intensely. Thus Hunt  bases a general potential theory on transient continuous parameter processes, Doob  and Hunt  use the theory to construct boundaries for discrete parameter processes, Itô and McKean  solve the problem of characterizing the recurrent sets for simple random walk in three and higher dimension within the framework of the associated potential theory.
KeywordsRandom Walk Green Function Potential Theory Harmonic Measure Probability Interpretation
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