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math.PR2020
Invariance principles for integrated random walks conditioned to stay positive
Jetlir Duraj, Michael Bär, Vitali Wachtel
Let be a centered random walk with finite second moment. We consider the integrated random walk . We prove invariance principles for the meander…
math.PR2020
Martin boundary of random walks in convex cones
Jetlir Duraj, Kilian Raschel, Pierre Tarrago +1
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…
math.PR2018
Green function of a random walk in a cone
Jetlir Duraj, Vitali Wachtel
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 uniquen…