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Harnack inequalities and difference estimates for random walks with infinite range

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Abstract

Difference estimates and Harnack inequalities for mean zero, finite variance random walks with infinite range are considered. An example is given to show that such estimates and inequalities do not hold for all mean zero, finite variance random walks. Conditions are then given under which such results can be proved.

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Research supported by the National Science Foundation.

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Lawler, G.F., Polaski, T.W. Harnack inequalities and difference estimates for random walks with infinite range. J Theor Probab 6, 781–802 (1993). https://doi.org/10.1007/BF01049175

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  • DOI: https://doi.org/10.1007/BF01049175

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