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Boundary behavior of random walks in cones

Abstract : We study the asymptotic behavior of zero-drift random walks confined to multidimensional convex cones, when the endpoint is close to the boundary. We derive a local limit theorem in the fluctuation regime.
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https://hal.archives-ouvertes.fr/hal-01895793
Contributor : Kilian Raschel <>
Submitted on : Thursday, March 5, 2020 - 5:12:40 PM
Last modification on : Friday, December 11, 2020 - 8:31:42 AM
Long-term archiving on: : Saturday, June 6, 2020 - 4:20:49 PM

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  • HAL Id : hal-01895793, version 2
  • ARXIV : 1803.09253

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Kilian Raschel, Pierre Tarrago. Boundary behavior of random walks in cones. 2020. ⟨hal-01895793v2⟩

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