Related papers: Random walks in cones revisited
This paper studies the asymptotic behavior of the Green function of a multidimensional random walk killed when leaving a convex cone with smooth boundary. Our results imply uniqueness, up to a multiplicative factor, of the positive harmonic…
We prove the existence of uncountably many positive harmonic functions for random walks on the euclidean lattice with non-zero drift, killed when leaving two dimensional convex cones with vertex in 0. Our proof is an adaption of the proof…
For a random walk killed at leaving a cone we suggest two new constructions of a positive harmonic function. These constructions allow one to remove a quite strong extendability assumption, which has been imposed in our previous paper…
We consider multidimensional discrete valued random walks with nonzero drift killed when leaving general cones of the euclidian space. We find the asymptotics for the exit time from the cone and study weak convergence of the process…
We study the asymptotic behavior of a multidimensional random walk in a general cone. We find the tail asymptotics for the exit time and prove integral and local limit theorems for a random walk conditioned to stay in a cone. The main step…
We prove the existence and uniqueness of a discrete nonnegative harmonic function for a random walk satisfying finite range, centering and ellipticity conditions, killed when leaving a globally Lipschitz domain in $\mathbb{Z}^d$. Our method…
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.
We study a $d$-dimensional random walk with zero mean and finite variance in the Weyl chambers of type C and D. Under optimal moment assumptions we construct positive harmonic functions for random walks killed on exiting Weyl chambers. We…
In this paper we consider a multidimensional random walk killed on leaving a right circular cone with a distribution of increments belonging to the normal domain of attraction of an $\alpha$-stable and rotationally-invariant law with…
We consider two dimensional random walks conditioned to stay in the positive quadrant. Assuming that the increments of the walk have finite second moments and that the drift vector is co-oriented with one of two axes, we construct positive…
In this paper, we will study the behavior of the space of positive harmonic functions associated with the random walk on a discrete group under the change of probability measure by a randomized stopping time. We show that this space remains…
In this note we consider $2$-dimensional lattice random walks killed at leaving a wedge with opening $\alpha\in(0,\pi]$. Assuming that the walk cannot jump over the boundary of the wedge we prove that there exists a harmonic polynomial if…
We determine the asymptotic behavior of the Green function for zero-drift random walks confined to multidimensional convex cones. As a consequence, we prove that there is a unique positive discrete harmonic function for these processes (up…
Let $G$ be a finitely generated group of polynomial volume growth equipped with a word-length $|\cdot|$. The goal of this paper is to develop techniques to study the behavior of random walks driven by symmetric measures $\mu$ such that, for…
We propose a new approach for finding discrete harmonic functions in the quarter plane with Dirichlet conditions. It is based on solving functional equations that are satisfied by the generating functions of the values taken by the harmonic…
In this article we are interested in finding positive discrete harmonic functions with Dirichlet conditions in three quadrants. Whereas planar lattice (random) walks in the quadrant have been well studied, the case of walks avoiding a…
We consider a random walk on a multidimensional integer lattice with random bounds on local times, conditioned on the event that it hits a high level before its death. We introduce an auxiliary "core" process that has a regenerative…
In this paper we study a random walk in a one-dimensional dynamic random environment consisting of a collection of independent particles performing simple symmetric random walks in a Poisson equilibrium with density $\rho \in (0,\infty)$.…
We prove that a planar random walk with bounded increments and mean zero which is conditioned to stay in a cone converges weakly to the corresponding Brownian meander if and only if the tail distribution of the exit time from the cone is…
Random walks conditioned to stay positive are a prominent topic in fluctuation theory. One way to construct them is as a random walk conditioned to stay positive up to time $n$, and let $n$ tend to infinity. A second method is conditioning…