Markov chains in the domain of attraction of Brownian motion in cones
Markov chains in the domain of attraction of Brownian motion in cones
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Ithaca: Cornell University Library, arXiv.org
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English
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Ithaca: Cornell University Library, arXiv.org
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We consider a multidimensional Markov Chain \(X\) converging to a multidimensional Brownian Motion. We construct a positive harmonic function for \(X\) killed on exiting the cone. We show that its asymptotic behavior is similar to that of to the harmonic function of Brownian motion. We use the harmonic function to study the asymptotic behaviour of...
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Markov chains in the domain of attraction of Brownian motion in cones
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TN_cdi_proquest_journals_2870185750
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2870185750
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2331-8422
