Martin boundary of random walks in convex cones

DOI10.5802/ahl.130zbMath1492.60123arXiv2003.03647OpenAlexW2794913743MaRDI QIDQ2136420

Kilian Raschel, Vitali Wachtel, Pierre Tarrago, Jetlir Duraj

Publication date: 10 May 2022

Published in: Annales Henri Lebesgue (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.03647

zbMATH Keywords

coneBrownian motionMartin boundaryharmonic functionGreen functionrandom walkexit timecoupling

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Functional limit theorems; invariance principles (60F17)

Related Items (3)

Constructing discrete harmonic functions in wedges ⋮ Enumeration of three-quadrant walks via invariants: some diagonally symmetric models ⋮ Harmonic functions for singular quadrant walks

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