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Harnack inequalities and difference estimates for random walks with infinite range
Authors:Gregory F Lawler  Thomas W Polaski
Institution:(1) Department of Mathematics, Duke University, Box 90320, 27708-0320 Durham, North Carolina, USA;(2) Department of Mathematics, Winthrop University, 29733 Rock Hill, South Carolina, USA
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.Research supported by the National Science Foundation.
Keywords:Random walk  harmonic functions  difference equations  Harnack inequality
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