Random Walks in Cones: the Case of Nonzero Drift
arXiv:1306.5996 · doi:10.1016/j.spa.2013.12.003
Abstract
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 conditioned on not leaving the cone. We get quasistationarity of its limiting distribution. Finally we construct a version of the random walk conditioned to never leave the cone.
15 pages, 0 figures
Cited by in corpus (9)
- Intervals in the greedy Tamari posets
- Counting quadrant walks via Tutte's invariant method
- An elementary solution of Gessel's walks in the quadrant
- Weighted Lattice Walks and Universality Classes
- 3d positive lattice walks and spherical triangles
- Martin boundary of a killed non-centered random walk in a general cone
- Discrete harmonic functions in the three-quarter plane
- Recurrence of 2-dimensional queueing processes, and random walk exit times from the quadrant
- Uniform Sampling and Visualization of 3D Reluctant Walks