165 citations · 259 across the 55 of their papers we have counts for
4 papers · 2 filters
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…
First-passage times for random walks in the triangular array setting
Denis Denisov, Alexander Sakhanenko, Vitali Wachtel
In this paper we continue our study of exit times for random walks with independent but not necessarily identical distributed increments. Our paper "First-passage times for random…
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…
Invariance principle for a Potts interface along a wall
Dmitry Ioffe, Sébastien Ott, Yvan Velenik +1
We consider nearest-neighbor two-dimensional Potts models, with boundary conditions leading to the presence of an interface along the bottom wall of the box. We show that, after a…