Transient Random Walk
One might try to develop a theory for transient random walk along the same lines as in Chapter III for recurrent random walk in the plane. The first order of business would then be the calculation of hitting probabilities H B ,(x,y) for finite subsets B of the state space R. That turns out to be extremely easy in the transient case, and will be accomplished in a few lines in the beginning of section 25 (P25.1). The following discussion will clarify our reasons for deferring this calculation.
KeywordsRandom Walk Green Function Regular Function Simple Random Walk Renewal Theorem
Unable to display preview. Download preview PDF.