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СЕМИНАРЫ |
Городской семинар по теории вероятностей и математической статистике
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Random walks in cones Д. Э. Денисов |
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Аннотация: We consider a multidimensional random walk in a cone. We will discuss construction of harmonic functions for random walks killed on exit from the cone and corresponding asymptotics for exit times. Some examples will illustrate that the conditions are close to minimal. This is a joint work with V. Wachtel which continues arXiv: 1805.01437 and arXiv: 1110.1254. |