Discrete harmonic polynomials in multidimensional orthants

Abstract

We consider multidimensional random walks in pyramidal cones (or multidimensional orthants), which are intersections of a finite number of half-spaces. We explore the connection between the existence of (positive) discrete harmonic polynomials for the random walks, with Dirichlet conditions on the boundary of the cone, and geometric properties of the cone, being or not the Weyl chamber of a finite Coxeter group. We prove that the first property implies the second, derive the converse in dimension two and show in this case that it coincides with the probabilistic harmonic function.