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Simple Random Walk

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

Abstract

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 \(\begin{array}{ll}P\{X_j = e\} = \frac{1}{2d},|e|=1.\end{array}\).

Keywords

Random Walk Harmonic Function Dirichlet Problem HARNACK Inequality Simple Random Walk 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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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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