Invariance principles for random walks in cones
classification
🧮 math.PR
keywords
randomconeinvarianceprovewalkbrownianconvergenceprinciples
read the original abstract
We prove invariance principles for a mulditimensional random walk conditioned to stay in a cone. Our first result concerns convergence towards the Brownian meander in the cone. Furthermore, we prove functional convergence of $h$-transformed random walk to the corresponding $h$-transform of the Brownian motion. Finally, we prove an invariance principle for bridges of a random walk in a cone.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.