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Journal Articles Markov Processes And Related Fields Year : 2020

Boundary behavior of random walks in cones

Abstract

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.
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Dates and versions

hal-01895793 , version 1 (15-10-2018)
hal-01895793 , version 2 (05-03-2020)

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Cite

Kilian Raschel, Pierre Tarrago. Boundary behavior of random walks in cones. Markov Processes And Related Fields, 2020, 26 (4), pp.711--756. ⟨hal-01895793v2⟩
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