Angular asymptotics for multi-dimensional non-homogeneous random walks with asymptotically zero drift

IM MacPhee, MV Menshikov, AR Wade

Research output: Non-textual formWeb publication/site

Abstract

We study the first exit time $\tau$ from an arbitrary cone with apex at the origin by a non-homogeneous random walk (Markov chain) on $\Z^d$ ($d \geq 2$) with mean drift that is asymptotically zero. Specifically, if the mean drift at $\bx \in \Z^d$ is of magnitude $O(\| \bx\|^{-1})$, we show that $\tau
Translated title of the contributionAngular asymptotics for multi-dimensional non-homogeneous random walks with asymptotically zero drift
Original languageEnglish
Publication statusPublished - 9 Oct 2009

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