Alternative constructions of a harmonic function for a random walk in a cone

Research output: Contribution to journalArticle

Abstract

For a random walk killed at leaving a cone we suggest two new constructions of a positive harmonic function. These constructions allow one to remove a quite strong extendability assumption, which has been imposed in our previous paper (Denisov and Wachtel, 2015, Random walks in cones). As a consequence, all the limit results from that paper remain true for cones which are either convex or star-like and C2.

Bibliographical metadata

Original languageEnglish
JournalElectronic Journal of Probability
Volume24
Issue number0
DOIs
Publication statusPublished - 12 Sep 2019

Related information

Researchers

View all