Invariance principles for random walks in cones
Probability
2015-11-03 v3
Abstract
We prove invariance principles for a mulditimensional random walk conditioned to stay in a cone. Our first result concerns convergence towards the Brownian meander in the cone. Furthermore, we prove functional convergence of -transformed random walk to the corresponding -transform of the Brownian motion. Finally, we prove an invariance principle for bridges of a random walk in a cone.
Cite
@article{arxiv.1508.07966,
title = {Invariance principles for random walks in cones},
author = {Jetlir Duraj and Vitali Wachtel},
journal= {arXiv preprint arXiv:1508.07966},
year = {2015}
}