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Boundary behavior for random walks in cones - MaRDI portal

Boundary behavior for random walks in cones

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Publication:5133299

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zbMath1456.60110arXiv1803.09253MaRDI QIDQ5133299

Pierre Tarrago, Kilian Raschel

Publication date: 12 November 2020

Full work available at URL: https://arxiv.org/abs/1803.09253

zbMATH Keywords

cone Brownian motion harmonic function random walk exit 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 (3)

Martin boundary of random walks in convex cones ⋮ Harmonic functions of random walks in a semigroup via ladder heights ⋮ Discrete harmonic functions in Lipschitz domains

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