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

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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
Issue number0
Publication statusPublished - 12 Sep 2019

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