- Sponsor
- Department of Mathematics
- Speaker
- Rui Yu
- Contact
- Rui Yu
- ruiyu6@illinois.edu
- Originating Calendar
- General Events - Department of Mathematics
Title: Green Functions for Random Walks.
Abstract: This talk will be based primarily on Chapter 4 of Lawler and Limic’s Random Walk: A Modern Introduction. We will introduce the Green function as the expected number of visits of a random walk and review its main properties and asymptotic behavior. Particular attention will be given to Section 4.6, which studies the Green function for a random walk killed upon leaving a domain and relates expected occupation times to hitting probabilities. Finally, we will discuss some applications of Green function asymptotics, including the dimension-dependent behavior of intersections between independent random walks.
Reference: Lawler, G. F., & Limic, V. (2010). Random Walk: A Modern Introduction, Chapter 4.
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