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Martin boundary of random walks in convex cones
Published 7 Mar 2020 in math.PR and math.CO | (2003.03647v1)
Abstract: We determine the asymptotic behavior of the Green function for zero-drift random walks confined to multidimensional convex cones. As a consequence, we prove that there is a unique positive discrete harmonic function for these processes (up to a multiplicative constant); in other words, the Martin boundary reduces to a singleton.
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