Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155530 | Stochastic Processes and their Applications | 2014 | 16 Pages |
Abstract
We consider multidimensional discrete valued random walks with nonzero drift killed when leaving general cones of the euclidean space. We find the asymptotics for the exit time from the cone and study weak convergence of the process conditioned on not leaving the cone. We get quasistationarity of its limiting distribution. Finally we construct a version of the random walk conditioned to never leave the cone.
Keywords
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Jetlir Duraj,