We consider an asymptotically stable multidimensional random walk $S(n)=(S_1(n),\ldots, S_d(n) )$. Let $\tau_x:=\min\{ n>0: x_{ 1}+S_1(n)\le 0\}$ be the first time the random walk $S(n)$ leaves the upper half-space. We obtain the asymptotics of $p_n(x,y):= P(x+S(n) \in y+\Delta, \tau_x>n)$ as $n$ tends to infinity, where $\Delta$ is a fixed cube. From that we obtain the local asymptotics for the Green function $G(x,y):=\sum_n p_n(x,y)$, as $|y|$ and/or $|x|$ tend to infinity.

Categories: math.PR

Green function for an asymptotically stable random walk in a half space