Limit theorems for affine Markov walks conditioned to stay positive (Q1635984)

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Limit theorems for affine Markov walks conditioned to stay positive
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    title
    Limit theorems for affine Markov walks conditioned to stay positive (English)
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    DOI
    10.1214/16-AIHP814
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    author
    Ronan Lauvergnat
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    I. G. Grama
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    Emile Le Page
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    publication date
    1 June 2018
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    Mathematics Subject Classification ID
    60J05
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    60J50
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    60G50
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    60J70
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    60G42
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    zbMATH DE Number
    6880064
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    zbMATH Keywords
    exit time
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    stochastic recursion
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    Markov chains
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    harmonic function
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    arXiv ID
    1601.02991
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    cites work
    Random walks in cones
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    Ordered random walks
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    Q5614322
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    Q5509994
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    OpenAlex ID
    W4214965986
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