Invariance principles for random walks in cones
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Abstract: We prove invariance principles for a mulditimensional random walk conditioned to stay in a cone. Our first result concerns convergence towards the Brownian meander in the cone. Furthermore, we prove functional convergence of -transformed random walk to the corresponding -transform of the Brownian motion. Finally, we prove an invariance principle for bridges of a random walk in a cone.
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Cites work
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- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- A FUNCTIONAL LIMIT THEOREM FOR RANDOM WALK CONDITIONED TO STAY NON-NEGATIVE
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- Conditional limit theorems for ordered random walks
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- The height and range of watermelons without wall
- The height of watermelons with wall
Cited in
(22)- The skew Brownian permuton: A new universality class for random constrained permutations
- Bipolar orientations on planar maps and \(\mathrm{SLE}_{12}\)
- Scaling and local limits of Baxter permutations and bipolar orientations through coalescent-walk processes
- Joint scaling limit of site percolation on random triangulations in the metric and peanosphere sense
- scientific article; zbMATH DE number 4166241 (Why is no real title available?)
- A central limit theorem for two-dimensional random walks in a cone
- A mating-of-trees approach for graph distances in random planar maps
- A distance exponent for Liouville quantum gravity
- Dyson Ferrari-Spohn diffusions and ordered walks under area tilts
- Martin boundary of random walks in convex cones
- Brownian motion conditioned to stay in a cone
- An invariance principle for random walk bridges conditioned to stay positive
- An invariance property of generalized Pearson random walks in bounded geometries
- Alternative constructions of a harmonic function for a random walk in a cone
- Discrete harmonic functions in Lipschitz domains
- Invariance principle for a Potts interface along a wall
- On level line fluctuations of SOS surfaces above a wall
- The permuton limit of strong-Baxter and semi-Baxter permutations is the skew Brownian permuton
- Schnyder woods, \(\mathrm{SLE}_{16}\), and Liouville quantum gravity
- Invariance principle for the random walk conditioned to have few zeros
- Invariance principles for integrated random walks conditioned to stay positive
- Harmonic measure in a multidimensional gambler's problem
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