Random walks in cones

DOI10.1214/13-AOP867zbMath1332.60066arXiv1110.1254OpenAlexW2141240899MaRDI QIDQ2352747

Vitali Wachtel, Denis Denisov

Publication date: 6 July 2015

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.1254

zbMATH Keywords

harmonic functionrandom walkexit timelocal limit theoremtail asymptoticsWeyl chamber

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45)

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