Random walks in cones: the case of nonzero drift

DOI10.1016/j.spa.2013.12.003zbMath1319.60088arXiv1306.5996OpenAlexW2058922561MaRDI QIDQ2436787

Jetlir Duraj

Publication date: 26 February 2014

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

Full work available at URL: https://arxiv.org/abs/1306.5996

zbMATH Keywords

random walkconesexit timequasistationary distributionconditioned process

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

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Cites Work

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• The Martin Boundary and Ratio Limit Theorems for Killed Random Walks
• Quasi-Stationary Behaviour of a Left-Continuous Random Walk