Limit theorems for time and place of the first boundary passage by a multidimensional random walk (Q1595575)

Let \(\xi\) be a nondegenerate random vector in \(\mathbb{R}^d\), \(d\geq 1\), \(\xi(1),\xi(2),\dots\) be independent and distributed as \(\xi\). Let us put \(S(n)= \sum^n_{k=1} \xi(k)\), \(\xi(0)= 0\). Consider a fixed set \(B\subset \mathbb{R}^d\) not containing the origin. The author considers the distributions related to the place and time of the first occurrence of the trajectory \(\{S(n), n\geq 0\}\) in the sets \(tB\) when \(t\to\infty\). The basic boundary functionals include the random variables \(\eta(tB)= \min\{n: S(n)\in tB\}\); \(\eta(tB)=\infty\) if \(S(n)\not\in tB\) for all \(n\), \(\theta(tB)= S(\eta(tB))\) if \(\eta(tB)< \infty\).