On the exit time from a cone for random walks with drift

DOI10.4171/RMI/893zbMath1346.60060arXiv1306.6761MaRDI QIDQ726767

Rodolphe Garbit, Kilian Raschel

Publication date: 14 July 2016

Published in: Revista Matemática Iberoamericana (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.6761

zbMATH Keywords

Laplace transform; cone; random walks; first exit time; lattice path enumeration

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

05A16: Asymptotic enumeration

60F99: Limit theorems in probability theory

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