A local limit theorem for nonlattice multidimensional random walks in cones
Probability
2026-03-30 v1
Abstract
We study the asymptotic behavior of a nonlattice random walk in a general cone of . Following the approach initiated by D. Denisov and V. Wachtel in [8], we use a strong approximation of random walks by the Brownian motion and prove local limit theorems, combining integral theorems for random walks in cones with classical theorems for unrestricted random walks.
Cite
@article{arxiv.2603.26228,
title = {A local limit theorem for nonlattice multidimensional random walks in cones},
author = {Thi da Cam Pham and Marc Peigné and Doan Thai Son},
journal= {arXiv preprint arXiv:2603.26228},
year = {2026}
}