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On minimal parabolic functions and time-homogeneous parabolic -transforms
Authors:Krzysztof Burdzy  Thomas S Salisbury
Institution:Department of Mathematics, Box 354350, University of Washington, Seattle, Washington 98195-4350 ; Department of Mathematics and Statistics, York University, Toronto, Ontario, Canada M3J 1P3
Abstract:Does a minimal harmonic function $h$ remain minimal when it is viewed as a parabolic function? The question is answered for a class of long thin semi-infinite tubes $D\subset \mathbb{R}^{d}$ of variable width and minimal harmonic functions $h$ corresponding to the boundary point of $D$ ``at infinity.' Suppose $f(u)$ is the width of the tube $u$ units away from its endpoint and $f$ is a Lipschitz function. The answer to the question is affirmative if and only if $\int ^{\infty }f^{3}(u)du = \infty $. If the test fails, there exist parabolic $h$-transforms of space-time Brownian motion in $D$ with infinite lifetime which are not time-homogenous.

Keywords:Martin boundary  harmonic functions  parabolic functions  Brownian motion  $h$-transforms
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