Markov chains in the domain of attraction of Brownian motion in cones
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Publication:6652480
DOI10.1007/s10959-024-01369-7MaRDI QIDQ6652480
Publication date: 12 December 2024
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Sums of independent random variables; random walks (60G50) Discrete-time Markov processes on general state spaces (60J05) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45) Functional limit theorems; invariance principles (60F17)
Cites Work
- Conditional limit theorems for ordered random walks
- Exit times from cones in \({\mathbb{R}}^ n\) of Brownian motion
- Brownian motion in cones
- Elliptic partial differential equations of second order
- First-passage times for random walks with nonidentically distributed increments
- Limit theorems for Markov walks conditioned to stay positive under a spectral gap assumption
- Exit times for integrated random walks
- Some probabilistic inequalities for martingales
- Discrete harmonic functions in Lipschitz domains
- Alternative constructions of a harmonic function for a random walk in a cone
- Random walks in cones
- Conditioned limit theorems for products of random matrices
- On the existence of a regularly varying majorant of an integrable monotone function
- Sharp estimates for the Green function, 3G inequalities, and nonlinear Schrödinger problems in uniform cones
- Multidimensional diffusion processes.
- Potential Theory in Lipschitz Domains
- Potential theory in conical domains
- Potential theory in conical domains. II
- Random walks in cones revisited
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