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arXiv · 1803.09253

Boundary behavior for random walks in cones

Kilian Raschel·Pierre Tarrago
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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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Kilian Raschel, Pierre Tarrago. 2018-03-25. Boundary behavior for random walks in cones. https://arxiv.org/abs/1803.09253

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