Alternative constructions of a harmonic function for a random walk in a cone
Probability
2019-05-28 v2
Abstract
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 (Denisov and Wachtel, 2015, Random walks in cones). As a consequence, all the limit results from that paper remain true for cones which are either convex or star-like and .
Cite
@article{arxiv.1805.01437,
title = {Alternative constructions of a harmonic function for a random walk in a cone},
author = {Denis Denisov and Vitali Wachtel},
journal= {arXiv preprint arXiv:1805.01437},
year = {2019}
}
Comments
23 pages