A local limit theorem for nonlattice multidimensional random walks in cones
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2026
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| _version_ | 1866911548074622976 |
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| author | Pham, Thi da Cam Peigné, Marc Son, Doan Thai |
| author_facet | Pham, Thi da Cam Peigné, Marc Son, Doan Thai |
| contents | We study the asymptotic behavior of a nonlattice random walk in a general cone of $R^d$ . Following the approach initiated by D. Denisov and V. Wachtel in [8], we use a strong approximation of random walks by the Brownian motion and prove local limit theorems, combining integral theorems for random walks in cones with classical theorems for unrestricted random walks. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2603_26228 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | A local limit theorem for nonlattice multidimensional random walks in cones Pham, Thi da Cam Peigné, Marc Son, Doan Thai Probability We study the asymptotic behavior of a nonlattice random walk in a general cone of $R^d$ . Following the approach initiated by D. Denisov and V. Wachtel in [8], we use a strong approximation of random walks by the Brownian motion and prove local limit theorems, combining integral theorems for random walks in cones with classical theorems for unrestricted random walks. |
| title | A local limit theorem for nonlattice multidimensional random walks in cones |
| topic | Probability |
| url | https://arxiv.org/abs/2603.26228 |