Random walks in cones revisited

DOI10.1214/22-AIHP1331arXiv2112.10244MaRDI QIDQ6127293

Denis Denisov, Vitali Wachtel

Publication date: 12 April 2024

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.10244

zbMATH Keywords

harmonic functionrandom walkexit timeconditioned process

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)

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