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SUMMARY:Stable random walks in cones - Wojciech Cygan (University of Wrocl
 aw)
DTSTART:20241106T150000Z
DTEND:20241106T160000Z
UID:TALK224260@talks.cam.ac.uk
DESCRIPTION:We consider a multidimensional random walk in Euclidean space 
 with steps belonging to the domain of attraction an $\\alpha$-stable rotat
 ionally invariant law\, for $\\alpha \\in (0\,1)\\cup (1\,2)$. This random
  walk is killed upon leaving a given right circular cone. We shall present
 \nasymptotics for the tail of the distribution of the exit time from the c
 one and the conditional functional limit theorem for the killed random wal
 k.\nThis is a joint work with D. Denisov (Manchester)\, Z. Palmowski (Wroc
 ław)\, and V. Wachtel (Bielefeld).
LOCATION:Seminar Room 2\, Newton Institute
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