Abstract: In this paper we continue our study of a multidimensional random walk with zero mean and finite variance killed on leaving a cone. We suggest a new approach that allows one to construct a positive harmonic function in Lipschitz cones under minimal moment conditions. This approach allows one also to obtain more accurate information about the behaviour of the harmonic function not far from the boundary of the cone. We also prove limit theorems under new moment conditions.
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Cited in
(5)- Random walls in a cone and discrete harmonic functions
- Asymptotics of the Green function of killed random walks in a cone of \(\mathbb{Z}^d\)
- Harmonic measure in a multidimensional gambler's problem
- Markov chains in the domain of attraction of Brownian motion in cones
- Maximum entropy random walks: the infinite setting and the example of spider networks with their scaling limits
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