RANDOM WALKS IN CONES
RANDOM WALKS IN CONES
About this item
Full title
Author / Creator
Publisher
Hayward: Institute of Mathematical Statistics
Journal title
Language
English
Formats
Publication information
Publisher
Hayward: Institute of Mathematical Statistics
Subjects
More information
Scope and Contents
Contents
We study the asymptotic behavior of a multidimensional random walk in a general cone. We find the tail asymptotics for the exit time and prove integral and local limit theorems for a random walk conditioned to stay in a cone. The main step in the proof consists in constructing a positive harmonic function for our random walk under minimal moment re...
Alternative Titles
Full title
RANDOM WALKS IN CONES
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aop_1430830276
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aop_1430830276
Other Identifiers
ISSN
0091-1798
E-ISSN
2168-894X
DOI
10.1214/13-AOP867
