Suppose $D$ be an unbounded domain of $\mathbb{R}^m$ for $m\geq3$, and $u$ is superharmonic on $D$. We know that if $\liminf_{x\to y}u(x)\geq0$ for all $y$ in $\partial^\infty D$ (the boundary of $D$ union the point at infinity), then $ u$ in nonnegative in $D$. Is there any condition (s) that allows us to skip the case $y=\infty$?
2 Answers
Question: For which unbounded domains $D$ does the condition $\liminf_{x\to y}u(x)\geq0$ for all $y$ in $\partial D$ (the finite boundary of $D$), imply that $ u$ in nonnegative in $D$ for bounded subharmonic functions in $D$?
(Remark: The stipulation that $u$ must be bounded was missing in the first version of this answer, thanks to Mateusz Kwaśnicki for pointing that out.)
Answer: The exact criterion is
$(*)$ The point at infinity should have zero harmonic measure in $\partial^\infty D$, i.e., Brownian motion $W_t$ started at a point in $D$ should hit $\partial D$ almost surely.
Indeed, if $(*)$ holds, then the required inequality follows from the supermartingale property of $u(W_t)$ for superharmonic $u$. And if $(*)$ does, not hold define $-u(x0$ to be the harmonic measure of the point at infinity for Brownian motion started at $x$.
There are several other equivalent criteria:
(1) The Martin capacity of $\partial D \setminus B(0,R)$ should be be bounded away from zero as $R \to \infty$;
(2) A Wiener test in terms of Greenian capacity:
Consider the shells $S_k=B(0,2^k) \setminus B(0,2^{k-1})$. Then the requirement is $$\sum_{k \ge 1} 2^{k(2-d)} \cdot \text{Cap}_G (\partial D \cap S_k) =\infty \,.$$
[1] Benjamini, Itai, Robin Pemantle, and Yuval Peres. "Martin capacity for Markov chains." The Annals of Probability (1995): 1332-1346.
[2] Lamperti, John. "Wiener's test and Markov chains." Journal of Mathematical Analysis and Applications 6, no. 1 (1963): 58-66.
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2$\begingroup$ I think the conditions that you give assert that there is no bounded (super)harmonic function which vanishes on (the regular part of) the finite boundary. But still there usually is an unbounded harmonic function. For example, for the half-space $\{x \in \mathbb R^d : x_1>0\}$ the probability of never hitting the boundary is clearly zero, but there is a harmonic function vanishing on the boundary: $u(x)=x_1$. $\endgroup$ Commented Apr 6, 2021 at 7:20
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$\begingroup$ @MateuszKwaśnicki You are right, of course, I will add the boundedness condition. $\endgroup$ Commented Apr 6, 2021 at 15:32
The question can be phrased equivalently as follows: for what $D$ there is no infinite Martin boundary point.
This will not be the case for most "typical" domains.
A simple example of an unbounded domain $D$ in $\mathbb R^2 = \mathbb C$ with no infinite Martin boundary point is a "snake" that goes back to the unit ball infinitely many times as it becomes unbounded: a very thin open set that follows the curve $$ x(t) = (1 + t \sin^2 t) e^{i/t} , \qquad t \geqslant \pi . $$ Then $D \setminus B(0,2)$ only contains bounded components, and this easily leads to the desired property.
To some extent, all counterexample must follow the same pattern. I do not have a reference, but I am rather sure this has been studied, perhaps also for finite boundary points (which is an equivalent problem by means of the Kelvin transform).