32 citations · 41 across the 11 of their papers we have counts for
6 papers · 1 filter
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…
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…
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…
Invariance principles for random walks in cones
Jetlir Duraj, Vitali Wachtel
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. Fur…
On harmonic Functions of killed Random Walks in two dimensional convex Cones
Jetlir Duraj
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 con…
Random Walks in Cones: the Case of Nonzero Drift
Jetlir Duraj
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 fro…