Boundary behavior for random walks in cones
Probability
2020-03-06 v3
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.
Cite
@article{arxiv.1803.09253,
title = {Boundary behavior for random walks in cones},
author = {Kilian Raschel and Pierre Tarrago},
journal= {arXiv preprint arXiv:1803.09253},
year = {2020}
}
Comments
37 pages, 2 figures. The previous version of this article (arXiv:1803.09253V2) has been split into two parts: the first part is the new version (arXiv:1803.09253v3) and the second will be part of a joint article with Jetlir Duraj and Vitali Wachtel (to appear soon on arXiv)