Random walks in cones revisited
Denisov D, Wachtel V (2024)
Annales de l'Institut Henri Poincaré (B): Probability and Statistics 60(1): 126-166.
Zeitschriftenaufsatz
| Veröffentlicht | Englisch
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Autor*in
Denisov, Denis;
Wachtel, VitaliUniBi
Einrichtung
Abstract / Bemerkung
In this paper we continue our study of a multidimensional random walk with zero mean and finite variance killed on leaving a cone. We suggest a new approach that allows one to construct a positive harmonic function in Lipschitz cones under minimal moment conditions. This approach allows also to obtain more accurate information about the behaviour of the harmonic function not far from the boundary of the cone. We also prove limit theorems under new moment conditions.
Stichworte
Random walk;
Exit time;
Harmonic function;
Conditioned process
Erscheinungsjahr
2024
Zeitschriftentitel
Annales de l'Institut Henri Poincaré (B): Probability and Statistics
Band
60
Ausgabe
1
Seite(n)
126-166
ISSN
0246-0203
Page URI
https://pub.uni-bielefeld.de/record/2988958
Zitieren
Denisov D, Wachtel V. Random walks in cones revisited. Annales de l'Institut Henri Poincaré (B): Probability and Statistics . 2024;60(1):126-166.
Denisov, D., & Wachtel, V. (2024). Random walks in cones revisited. Annales de l'Institut Henri Poincaré (B): Probability and Statistics , 60(1), 126-166. https://doi.org/10.1214/22-AIHP1331
Denisov, Denis, and Wachtel, Vitali. 2024. “Random walks in cones revisited”. Annales de l'Institut Henri Poincaré (B): Probability and Statistics 60 (1): 126-166.
Denisov, D., and Wachtel, V. (2024). Random walks in cones revisited. Annales de l'Institut Henri Poincaré (B): Probability and Statistics 60, 126-166.
Denisov, D., & Wachtel, V., 2024. Random walks in cones revisited. Annales de l'Institut Henri Poincaré (B): Probability and Statistics , 60(1), p 126-166.
D. Denisov and V. Wachtel, “Random walks in cones revisited”, Annales de l'Institut Henri Poincaré (B): Probability and Statistics , vol. 60, 2024, pp. 126-166.
Denisov, D., Wachtel, V.: Random walks in cones revisited. Annales de l'Institut Henri Poincaré (B): Probability and Statistics . 60, 126-166 (2024).
Denisov, Denis, and Wachtel, Vitali. “Random walks in cones revisited”. Annales de l'Institut Henri Poincaré (B): Probability and Statistics 60.1 (2024): 126-166.
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