Random walks in cones revisited

ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES(2024)

引用 0|浏览2
暂无评分
摘要
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.
更多
查看译文
关键词
Random walk,Exit time,Harmonic function,Conditioned process
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要