Polyharmonic functions and random processes in cones

Abstract

We investigate polyharmonic functions associated to Brownian motion and random walks in cones. These are functions which cancel some power of the usual Laplacian in the continuous setting and of the discrete Laplacian in the discrete setting. We show that polyharmonic functions naturally appear while considering asymptotic expansions of the heat kernel in the Brownian case and in lattice walk enumeration problems. We provide a method to construct general polyharmonic functions through Laplace transforms and generating functions in the continuous and discrete cases, respectively. This is done by using a functional equation approach.

To appear in the proceedings of the 31st International Conference on Probabilistic, Combinatorial and Asymptotic Methods for the Analysis of Algorithms (AofA2020). 18 pages