Markov chains in the domain of attraction of Brownian motion in cones

arXiv2309.16311MaRDI QIDQ6452971

Denis Denisov, Kaiyuan Zhang

Publication date: 28 September 2023

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

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

60F17: Functional limit theorems; invariance principles