On the exit time from a cone for random walks with drift
Texte intégral
Documents relatifs
Bolthausen, On a Functional Central Limit Theorem for Random Walk Conditioned to Stay Positive, Annals of Probability 4 (1976), no.. Chaumont, An invariance principle for random
Integrability properties and Limit Theorems for the exit time from a cone of planar Brownian motion.. Stavros Vakeroudis,
This work is a continuation of the paper [6] in which the authors studied the exponential decreasing rate of the probability that a random walk (with some exponential moments) stays
The lemma hereafter gives an expression of the non-exit probability for Brownian motion with drift a in terms of an integral involving the transition probabilities of the
Random walks, affine buildings, Hecke algebras, harmonic analysis, Plancherel theorem, p-adic Lie
In Section 3 a sequence of random measures is associated with the random scenery and con- ditions to ensure its convergence to a stable, Gaussian or fractional Gaussian random noise
We also performed combined water entry and exit experiments with a conical mock-up in order to investigate the performance of the LED edge-lighting technique for the tracking of
Bolthausen, E.: On a Functional Central Limit Theorem for Random Walks Conditioned to Stay Positive, The Annals of Probability, 4, No.. Caravenna, F., Chaumont, L.: An