Jetlir Duraj

activity

20132026

most citedRandom Walks in Cones: the Case of Nonzero Drift

32 citations · 41 across the 11 of their papers we have counts for

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Showing 2020Show all

2 papers · 1 filter

math.PR2020

Invariance principles for integrated random walks conditioned to stay positive

Jetlir Duraj, Michael Bär, Vitali Wachtel

Let $S (n)$ be a centered random walk with finite second moment. We consider the integrated random walk $T (n) = S (0) + S (1) + \dots + S (n)$ . 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…