{
  "id": "1508.07966",
  "version": "v1",
  "published": "2015-08-31T19:18:49.000Z",
  "updated": "2015-08-31T19:18:49.000Z",
  "title": "Invariance principles for random walks in cones",
  "authors": [
    "Jetlir Duraj",
    "Vitali Wachtel"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "We prove invariance principles for a mulditimensional random walk conditioned to stay in a cone. Our first result concerns convergence towards the Brownian meander in the cone. Furthermore, we prove functional convergence of $h$-transformed random walk to the corresponding $h$-transform of the Brownian motion. Finally, we prove an invariance principle for bridges of a random walk in a cone.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2015-08-31T19:18:49.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G50",
      "60G40",
      "60F17"
    ],
    "keywords": [
      "invariance principle",
      "first result concerns convergence",
      "mulditimensional random walk",
      "brownian meander",
      "functional convergence"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2015arXiv150807966D"
    }
  }
}