Alternative constructions of a harmonic function for a random walk in a cone
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Publication:2274213
DOI10.1214/19-EJP349zbMath1467.60030arXiv1805.01437MaRDI QIDQ2274213
Denis Denisov, Vitali Wachtelï
Publication date: 19 September 2019
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.01437
60G50: Sums of independent random variables; random walks
60G40: Stopping times; optimal stopping problems; gambling theory
60F17: Functional limit theorems; invariance principles
Related Items
Conditioned limit theorems for hyperbolic dynamical systems, Invariance principles for integrated random walks conditioned to stay positive, Martin boundary of random walks in convex cones, Invariance principles for random walks in cones, Stochastic processes under constraints. Abstracts from the workshop held September 27 -- October 3, 2020 (hybrid meeting)
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