Boundary Behavior of Random Walks in Cones

K. Raschel, P. Tarrago

2020, v.26, Issue 4, 711-756


We study the asymptotic behavior of zero-drift random walks confined to multidimensional convex cones, when the endpoint is close to the boundary. We derive a local limit theorem in the fluctuation regime.

Keywords: random walk, cone, exit time, harmonic function, Brownian motion


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