2 papers
math.PR2025
Random walks in Weyl chambers
Denis Denisov, Will FitzGerald, Kaiyuan Zhang
We study a -dimensional random walk with zero mean and finite variance in the Weyl chambers of type C and D. Under optimal moment assumptions we construct positive harmonic func…
math.PR2023
Markov chains in the domain of attraction of Brownian motion in cones
Denis Denisov, Kaiyuan Zhang
We consider a multidimensional Markov Chain converging to a multidimensional Brownian Motion. We construct a positive harmonic function for killed on exiting the cone. We s…