Random walks in cones

DOI10.1214/13-AOP867zbMath1332.60066arXiv1110.1254MaRDI QIDQ2352747

Publication date: 6 July 2015

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.1254

zbMATH Keywords

harmonic function; random walk; exit time; local limit theorem; tail asymptotics; Weyl chamber

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60G50: Sums of independent random variables; random walks

60G40: Stopping times; optimal stopping problems; gambling theory

60J45: Probabilistic potential theory

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