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Let $G_0(x)=G(x,0)$ be the Green's function of the simple symmetric random walk on $\mathbb Z^d$, $d\geq 3$. The question is whether $G_0$ must always vary locally, i.e., whether

$$ \sum_{\substack{y\in\mathbb Z^d:\\ |y-x|=1}} |G_0(x)-G_0(y)| >0 $$

holds for all $x\in\mathbb Z^d$.

The claim seems intuitive in view of the random walk interpretation of $G_0$, i.e., $G_0(x)=\mathbb P(\exists n: S_n=x) G_0(0)$.

For large $x$, the claim can be verified from the asymptotics of $G_0$.

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We will use the elementary fact that for $m \ge k \ge m/2$, the binomial coefficients satisfy $${m\choose k+1} <{m \choose k}. \quad (\#)$$

The case $x=0$ is obvious so we may assume $x$ has some nonzero coordinate. By symmetry, we may assume that $x_1>0$. Then it suffices to show that for every $y \in \mathbb Z^d$ that satisfies $y_1 \ge 0$, the point $z=z(y)$ that agrees with $y$ in all coordinates except the first, where $z_1=y_1+2$, we have the strict inequality $$P(S_n=z)<P(S_n=y)$$ for all $n$ such that $P(S_n=z)>0$. Let $A_n$ be the (random) set of steps among the first $n$ when the random walk moved in the first coordinate, and let $w^*$ denote the projection of a node $w \in\mathbb Z^d$ to coordinates $2,3 ,\ldots, d$. Fix $y$ with $y_1 \ge 0$ and let $z=z(y)$ as above, so that $z^*=y^*$. If $A_n$ satisfies $$P(S_n=z \,|A_n)>0 \,,$$ then the cardinality $|A_n|$ and $z_1$ must have the same parity, and by $(\#)$, $$P(S_n=z\, | \, A_n)=P(S_n^*=z^* \,|A_n) \cdot {|A_n| \choose \frac{|A_n|+z_1}{2}}2^{-|A_n|} \; < $$ $$ \: P(S_n^*=y^* \,|A_n) \cdot {|A_n| \choose \frac{|A_n|+y_1}{2}}2^{-|A_n|}= P(S_n=y\, | \, A_n) \,.$$ Taking expectations (i.e., averaging over $A_n$) gives $P(S_n=z)<P(S_n=y)$.

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If e.g. the random walk can only move in the positive direction relative to an oriented hyperplane $H$ in $\mathbb R^d$, then the Green function will be locally $0$ and hence constant for all points $x\in\mathbb Z^d$ at distance $>1$ from $H$ in the negative direction relative to $H$.

The local zero-ness and hence the local constancy of the Green function will also occur if the random walk can only move along a sufficiently small sublattice of $\mathbb Z^d$.

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    $\begingroup$ I assumed that "simple random walk on $\mathbb{Z}^d$" means the one whose transitions are selected uniformly from the $2^d$ edges of each vertex. $\endgroup$ Commented Feb 17, 2021 at 0:10
  • $\begingroup$ @NateEldredge : I think you meant $2d$ rather than $2^d$. As for what the OP meant exactly by the "simple random walk", I was not sure. Therefore, because symmetry was not mentioned by the OP, I followed en.wikipedia.org/wiki/Random_walk: "In a simple random walk, the location can only jump to neighboring sites of the lattice, forming a lattice path. In simple symmetric random walk on a locally finite lattice, the probabilities of the location jumping to each one of its immediate neighbors are the same." $\endgroup$ Commented Feb 17, 2021 at 1:40
  • $\begingroup$ @IosifPinelis It is pretty clear that the symmetric random walk was meant, but, indeed, you raise an interesting question if the Green function can be locally constant for other finitely supported assignments of probabilities (let's assume that we deal with non-degenerate case when every point is reachable and we don't care about the possibility of finitely many exceptions to eliminate some trivial counterexamples). $\endgroup$
    – fedja
    Commented Feb 17, 2021 at 2:12
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In light of your remark, it suffices to show the same about $\mathbb P^0(\exists n: S_n=x)$ . Let $x$ be any point away from the origin, and let If $\tau_x = inf \lbrace n: S_n=x \rbrace $. Let $N_x = \lbrace y : |x-y| = 1 \rbrace $. Then conditioning on the first time the walk hits $N_x$ $$$$ $$\mathbb P^0(\tau_x < \infty ) = \Sigma_{y \in N_x} \mathbb P^0(\tau_y < \infty )\mathbb P^y(\tau_x < \infty ) $$ $$ < \Sigma_{y \in N_x} \mathbb P^0(\tau_y < \infty )$$ where the first line follows because you must hit $N_x$ before x and the strict inequality follows because $ P^y(\tau_x < \infty ) < 1 $ for all y.

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    $\begingroup$ Thanks for your answer. I'm concerned that after multiplying by $G_0(0)$ this only proves that $G_0(x)$ is less than the sum of the neighbouring entries (which also follows from $G_0$ being harmonic away from $0$). $\endgroup$
    – username
    Commented Feb 17, 2021 at 8:34

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