Random walks in cones: the case of nonzero drift

DOI10.1016/j.spa.2013.12.003zbMath1319.60088arXiv1306.5996MaRDI QIDQ2436787

Jetlir Duraj

Publication date: 26 February 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.5996

zbMATH Keywords

random walk; cones; exit time; quasistationary distribution; conditioned process

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

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