2 papers
math.PR2026
Fluctuations of Discrete-Time Random Walks
Denis Denisov, Vitali Wachtel
These notes are devoted to fluctuations of one-dimensional random walks. We discuss various approaches to first-passage times and to the corresponding conditional distributions. Af…
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…