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arXiv · 2601.03866

Harmonic polynomials and other exactly computable characteristics for $2$-dimensional random walks in cones

Denis Denisov·Nikita Elizarov·Vitali Wachtel
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Abstract

In this note we consider $2$-dimensional lattice random walks killed at leaving a wedge with opening $α\in(0,π]$. Assuming that the walk cannot jump over the boundary of the wedge we prove that there exists a harmonic polynomial if and only if $α=π/m$ with some integer $m$. Our proof is constructive and allows one to give exact expressions for harmonic polynomials for every integer $m$. Furthermore, we give exact expressions for all finite moments of the exit time, this result is valid for all angles $α$.

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Denis Denisov, Nikita Elizarov, Vitali Wachtel. 2026-01-07. Harmonic polynomials and other exactly computable characteristics for $2$-dimensional random walks in cones. https://arxiv.org/abs/2601.03866

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