Skip to main content
Log in

Convergence of Discrete Green Functions with Neumann Boundary Conditions

  • Published:
Potential Analysis Aims and scope Submit manuscript

Abstract

In this article we prove convergence of Green functions with Neumann boundary conditions for the random walk to their continuous counterparts. Our methods rely on local central limit theorems for convergence of random walks on discretizations of smooth domains to Reflected Brownian motion.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Ahlfors, L.V.: Complex analysis: an introduction to the theory of analytic functions of one complex variable (1979)

  2. Bass, R.F.: Brownian motion, heat kernels, and harmonic functions. In: Proceedings of the International Congress of Mathematicians, pp 980–985. Springer (1995)

  3. Bass, R.F., Hsu, P.: Some potential theory for reflecting Brownian motion in holder and lipschitz domains. Ann. Probab., 486–508 (1991)

  4. Begehr, H.: Boundary value problems in complex analysis ii. Boletın de la asociación matemática Venezolana, p 217 (2005)

  5. Burdzy, K., Chen, Z.-Q.: Discrete approximations to reflected Brownian motion. Ann. Probab. 36(2), 698–727 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  6. Chen, Z.-Q.: On reflecting diffusion processes and skorokhod decompositions. Probab. Theory Relat. Fields 94(3), 281–315 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  7. Chen, Z.-Q., Fan,W.-T.: Hydrodynamic limits and propagation of chaos for interacting random walks in domains. Ann. Appl. Probab. to appear (2016). arXiv:1311.2325

  8. Fan, W.-T.: Interacting particle systems with partial annihilation through membranes. Phd thesis University of Washington (2014)

  9. Ganguly, S., Peres, Y.: Competitive erosion is conformally invariant. arXiv:1503.06989 (2015)

  10. Kesten, H.: Relations between solutions to a discrete and continuous Dirichlet problem. In: Random Walks, Brownian Motion, and Interacting Particle Systems, pp 309–321. Springer (1991)

  11. Levin, D.A., Peres, Y., Wilmer, E.L.: Markov chains and mixing times. With a chapter by James G. Propp and David B. Wilson. American Mathematical Society, Providence, RI (2009)

  12. Morris, B., Peres, Y.: Evolving sets, mixing and heat kernel bounds. Probab. Theory Relat. Fields 133(2), 245–266 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  13. Pommerenke, C.: Boundary behaviour of conformal maps. Springer (1992)

  14. Sato, K.-I., Ueno, T.: Multi-dimensional diffusion and the markov process on the boundary. Journal of Mathematics of Kyoto University 4(3), 529–605 (1965)

    Article  MathSciNet  MATH  Google Scholar 

  15. Smirnov, S.: Discrete complex analysis and probability. arXiv:1009.6077 (2010)

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Shirshendu Ganguly.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Ganguly, S., Peres, Y. Convergence of Discrete Green Functions with Neumann Boundary Conditions. Potential Anal 46, 799–818 (2017). https://doi.org/10.1007/s11118-016-9602-x

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11118-016-9602-x

Keywords

Mathematics Subject Classification (2010)

Navigation