Elliptic Harnack inequality for ℤd

Abstract

We prove the scale invariant Elliptic Harnack Inequality (EHI) for non-negative harmonic functions on ${\mathbb{Z}}^d$. The purpose of this note is to provide a simplified self-contained probabilistic proof of EHI in ${\mathbb{Z}}^d$ that is accessible at the undergraduate level. We use the Local Central Limit Theorem for simple symmetric random walks on ${\mathbb{Z}}^d$ to establish Gaussian bounds for the $n$-step probability function. The uniform Green inequality and the classical Balayage formula then imply the EHI.