Random walks in Weyl chambers

Fuente: arXiv
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Autores principales: Denisov, Denis, FitzGerald, Will, Zhang, Kaiyuan
Formato: Preprint
Publicado: 2025
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author Denisov, Denis
FitzGerald, Will
Zhang, Kaiyuan
author_facet Denisov, Denis
FitzGerald, Will
Zhang, Kaiyuan
contents We study a $d$-dimensional random walk with zero mean and finite variance in the Weyl chambers of type C and D. Under optimal moment assumptions we construct positive harmonic functions for random walks killed on exiting Weyl chambers. We also find the tail asymptotics for the exit time of the random walk from Weyl chambers.
format Preprint
id arxiv_https___arxiv_org_abs_2510_22808
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Random walks in Weyl chambers
Denisov, Denis
FitzGerald, Will
Zhang, Kaiyuan
Probability
Primary 60G50, 60G40, secondary 60C05, 60F17
We study a $d$-dimensional random walk with zero mean and finite variance in the Weyl chambers of type C and D. Under optimal moment assumptions we construct positive harmonic functions for random walks killed on exiting Weyl chambers. We also find the tail asymptotics for the exit time of the random walk from Weyl chambers.
title Random walks in Weyl chambers
topic Probability
Primary 60G50, 60G40, secondary 60C05, 60F17
url https://arxiv.org/abs/2510.22808