Random walks in cones: The case of nonzero drift

Jetlir Duraj

Type: Article

Publication Date: 2013-12-13

Citations: 37

DOI: https://doi.org/10.1016/j.spa.2013.12.003

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Stochastic Processes and their Applications - View
arXiv (Cornell University) - View - PDF
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+ PDF Chat	Random walks in $(\mathbb{Z}_{+})^{2}$ with non-zero drift absorbed at the axes	2011	Irina Kurkova Kilian Raschel
+ PDF Chat	On the asymptotic behaviour of first passage times for transient random walk	1989	R. A. Doney
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+ PDF Chat	Functional Central Limit Theorems for Random Walks Conditioned to Stay Positive	1974	Donald L. Iglehart
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