Invariance principles for random walks in cones

DOI10.1016/j.spa.2019.11.004zbMath1456.60103arXiv1508.07966OpenAlexW3000254801WikidataQ126376341 ScholiaQ126376341MaRDI QIDQ2182621

Vitali Wachtel, Jetlir Duraj

Publication date: 26 May 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.07966

zbMATH Keywords

invariance principlerandom walkexit time

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Functional limit theorems; invariance principles (60F17)

Related Items (13)

Martin boundary of random walks in convex cones ⋮ Scaling and local limits of Baxter permutations and bipolar orientations through coalescent-walk processes ⋮ The skew Brownian permuton: A new universality class for random constrained permutations ⋮ Bipolar orientations on planar maps and \(\mathrm{SLE}_{12}\) ⋮ Invariance principles for integrated random walks conditioned to stay positive ⋮ Invariance principle for a Potts interface along a wall ⋮ A distance exponent for Liouville quantum gravity ⋮ Dyson Ferrari-Spohn diffusions and ordered walks under area tilts ⋮ Discrete harmonic functions in Lipschitz domains ⋮ Alternative constructions of a harmonic function for a random walk in a cone ⋮ Joint scaling limit of site percolation on random triangulations in the metric and peanosphere sense ⋮ A mating-of-trees approach for graph distances in random planar maps ⋮ The permuton limit of strong-Baxter and semi-Baxter permutations is the skew Brownian permuton

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