Abstract
For a random walk killed at leaving a cone we suggest two new constructions of a positive harmonic function. These constructions allow one to remove a quite strong extendability assumption, which has been imposed in our previous paper (Denisov and Wachtel, 2015, Random walks in cones). As a consequence, all the limit results from that paper remain true for cones which are either convex or star-like and $C^{2}$.
Version Information
This article was first posted with a typographical error in one author's surname (Wachtel). The error was corrected on 13 November 2019.
Citation
Denis Denisov. Vitali Wachtel. "Alternative constructions of a harmonic function for a random walk in a cone." Electron. J. Probab. 24 1 - 26, 2019. https://doi.org/10.1214/19-EJP349
Information