Stable random walks in cones
In this paper we consider a multidimensional random walk killed on leaving a right circular
cone with a distribution of increments belonging to the normal domain of attraction of an …
cone with a distribution of increments belonging to the normal domain of attraction of an …
[PDF][PDF] Martin boundary of random walks in convex cones
K Raschel, P Tarrago - arXiv preprint arXiv:1803.09253, 2018 - hal.science
We determine the asymptotic behavior of the Green function for zerodrift random walks
confined to multidimensional convex cones. As a consequence, we prove that (up to a …
confined to multidimensional convex cones. As a consequence, we prove that (up to a …
Asymptotics of the Green function of killed random walks in a cone of
I Ignatiouk-Robert - Electronic Communications in Probability, 2024 - projecteuclid.org
In this paper, we obtain the exact asymptotic behavior of Green functions of homogeneous
random walks in Z d killed at the first exit from and open cone of R d. Our approach …
random walks in Z d killed at the first exit from and open cone of R d. Our approach …
Boundary behavior for random walks in cones
K Raschel, P Tarrago - arXiv preprint arXiv:1803.09253, 2018 - arxiv.org
arXiv:1803.09253v3 [math.PR] 5 Mar 2020 Page 1 BOUNDARY BEHAVIOR OF RANDOM
WALKS IN CONES KILIAN RASCHEL AND PIERRE TARRAGO Abstract. We study the …
WALKS IN CONES KILIAN RASCHEL AND PIERRE TARRAGO Abstract. We study the …
Martin boundary of a killed non-centered random walk in a general cone
I Ignatiouk-Robert - arXiv preprint arXiv:2006.15870, 2020 - arxiv.org
We investigate Martin boundary for a non-centered random walk on ${\mathbb Z}^ d $ killed
up on the time $\tau_\vartheta $ of the first exit from a convex cone with a vertex at $0 $. The …
up on the time $\tau_\vartheta $ of the first exit from a convex cone with a vertex at $0 $. The …
Waiting Times for Ties in Random Competitions
I Matic - arXiv preprint arXiv:2105.01310, 2021 - arxiv.org
Multiple teams participate in a random competition. In each round the winner receives one
point. We study the times until ties occur among teams. We construct martingales and …
point. We study the times until ties occur among teams. We construct martingales and …
[PDF][PDF] Essays on random walks in cones
J Duraj - 2020 - edoc.ub.uni-muenchen.de
Consider a random walk {S (n), n≥ 1} on Rd, d≥ 2, where S (n)=∑ ni= 1 X (i) with {X (n),
n≥ 1} is a family of iid random variables in Rd. Let K⊂ Rd be an open cone and τx= inf {n≥ …
n≥ 1} is a family of iid random variables in Rd. Let K⊂ Rd be an open cone and τx= inf {n≥ …
Multidimensional Random Walks Conditioned to Stay Ordered via Generalized Ladder Height Functions
O Angtuncio-Hernández - XIII Symposium on Probability and Stochastic …, 2020 - Springer
Random walks conditioned to stay positive are a prominent topic in fluctuation theory. One
way to construct them is as a random walk conditioned to stay positive up to time n, and let n …
way to construct them is as a random walk conditioned to stay positive up to time n, and let n …
Multidimensional random walks conditioned to stay ordered via generalized ladder height functions
OA Hernández - arXiv preprint arXiv:1905.05693, 2019 - arxiv.org
Random walks conditioned to stay positive are a prominent topic in fluctuation theory. One
way to construct them is as a random walk conditioned to stay positive up to time $ n $, and …
way to construct them is as a random walk conditioned to stay positive up to time $ n $, and …