Boundary behavior for random walks in cones

2018/03/25 by Kilian Raschel, Raschel, Kilian, Pierre Tarrago +1
Mathematics · #Stochastic processes and statistical mechanics #Markov Chains and Monte Carlo Methods #Random Matrices and Applications

paper · pdf · doi:10.48550/arxiv.1803.09253

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.

Citations

• Green's Functions for Random Walks on ZN

Related

• Martin boundary of random walks in convex cones
• A central limit theorem for two-dimensional random walks in a cone
• Random walks in cones revisited
• Green function of a random walk in a cone
• Martin boundary of a killed non-centered random walk in a general cone