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8
votes
0answers
102 views

Functions between Markov chains that preserve local harmonicity

Given two Markov chains with respective state-spaces $S$ and $T$, say that a function $\phi$ from $S$ to $T$ is holomorphic iff for all states $t \in T$, every real-valued function $f$ on $T$ that is ...
4
votes
0answers
149 views

A finely open set, not open up to polar set?

I already asked this on M.SE, but get no answers. Is there a (simple) example of a finely open set (i.e. w.r.t. the fine topology in potential theory) $O$ in $\mathbb R^n$, $n \ge 2$, which is not ...
4
votes
0answers
311 views

Do there exist generalized conformal maps that preserve elliptic measure?

Let $D_1$ and $D_2$ be two bounded simply connected Jordan domains in $\mathbb{R}^2$. By Carathéodory's Theorem there exists a homeomorphism $f:\bar{D}_1 \to \bar{D}_2$ such that the restriction ...
4
votes
0answers
764 views

A “Cauchy integral formula” for the Poisson kernel?

The inspiration for this question is in a certain breakdown of the analogy between holomorphic and harmonic functions. First recall the Cauchy integral formula: Let $U$ be an open subset of ...
3
votes
0answers
375 views

Green's formula for a Markov process

For a Markov process $X$ on the Polish space $\mathscr X$ its transition probability is given by $$ P(x,A) :=\mathsf P_x (X_1\in A) $$ and $X$ is time-reversible if there is a probability measure ...
3
votes
0answers
237 views

Best Poincare constants on the surface of a ball

I'm considering specifically functions $\xi:\partial B(0,1) \to \partial B(0,1)$ in $\mathbb{R}^2$ and $\mathbb{R}^3$ satisfying $\int_{\partial B(0,1)} \xi(y) dS(y) = 0$. I would like to know first ...
2
votes
0answers
37 views

Probability of hitting a Borel set by transient Brownian motion ($d\geq 3$)

I am looking for references/progress made in estimating the hitting probability for Borel sets. For spheres we have $P_{x}(T_{B_{r}(0)}<\infty)=(\frac{|r|}{|x|})^{d-2}$, where $x=B_{0}$ for ...
2
votes
0answers
127 views

Reference request: optimal $L^p$ regularity for solutions to $-\Delta u=f$ with $f\in L^1(R^d)$

The tilte says it all. Given $f\in L^1(R^d)$ (let me restrict to dimension $d\geq 3$ for convenience), what is the optimal $L^p$ regularity for solutions to $$ -\Delta u=f\hspace{3cm}(1)? $$ I'm of ...
2
votes
0answers
194 views

Analytical continuation of electrostatic potentials

I'm having some trouble figuring out the properties with respect to analytical continuation of functions defined using an integral kernel. More particularly, I am working with the electrostatic ...
1
vote
0answers
30 views

Harmonic Bergman spaces on graphs

Harmonic Bergman spaces on Euclidean domains are a set of harmonic functions on a domain that are from $L^{p}$ of that domain. I tried to find something on harmonic Bergman spaces on graphs because we ...
1
vote
0answers
87 views

A Fourier analysis-type identity arising in potential theory

I have recently been learning about potential theory in the complex plane, and I would like to understand why the following proposition is true: Suppose $f: \mathbb C \to \mathbb R$ is smooth, ...
1
vote
0answers
236 views

Strong minimum principle for maximal plurisubharmonic functions

Suppose $u$ is a bounded maximal plurisubharmonic function in a bounded domain $D \in \Bbb C^n$. If $u$ is $C^2$ one can see that $u$ cannot have a local strict minimum inside $D$. Is there an analog ...
0
votes
0answers
38 views

Reference for “Newtonian capacity estimates probability that A is hit by a Brownian motion”

I am looking for the following statement "In fact, the Newtonian (logarithmic) capacity gives an estimate, up to a constant factor, the probability that A is hit by a Brownian motion started, say, ...