Simple Random Walk

  • Gregory F. Lawler
Part of the Modern Birkhäuser Classics book series (MBC)


Let X 1, X 2,... be independent, identically distributed random variables defined on a probability space \((\Omega, \mathcal{F},P)\) taking values in the integer lattice Z d with \(\begin{array}{ll}P\{X_j = e\} = \frac{1}{2d},|e|=1.\end{array}\).


Random Walk Harmonic Function Dirichlet Problem HARNACK Inequality Simple Random Walk 
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Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  • Gregory F. Lawler
    • 1
  1. 1.Department of MathematicsUniversity of ChicagoChicagoUSA

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