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We prove invariance principles for a mulditimensional random walk conditioned to stay in a cone.
On local and ratio limit theorems
Stone, C · 1967
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Convergence of probability measures
Billingsley, P · 1968
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Notes on inequalities for sums of independent random variables
Borovkov, A.A · 1972
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On a functional central limit theorem for random walks conditioned to stay positive
Bolthausen, E · 1976
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Principles of random walk
Spitzer, F · 1976
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Conditional limit theorems for asymptotically stable random walks
Doney R.A · 1985
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A limit theorem for two-dimensional random walk conditioned to stay in a cone
Shimura, M · 1991
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Brownian motion in cones
Banuelos, R. and Smits, R.G · 1997
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Chaumont, L · 1997
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Brownian motion in a Weyl chamber, non-colliding particles, and random matrices
Grabiner, D.J · 1999
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A functional limit theorem for random walk conditioned to stay non-negative
Bryn-Jones, A. and Doney, R.A · 2006
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Invariance principles for random walks conditioned to stay positive
Caravenna, F. and Chaumont, L · 2008
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Brownian motion conditioned to stay in a cone
Garbit, R · 2009
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An invariance principle for random walk bridges conditioned to stay positive
Caravenna, F. and Chaumont, L · 2010
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Conditional limit theorems for ordered random walks
Denisov, D. and Wachtel, V · 2010
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A central limit theorem for two-dimensional random walks in a cone
Garbit, R · 2011
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The height of watermelons with wall
Feierl, T · 2012
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The height and range of watermelons without wall
Feierl, T · 2013
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Random walks in cones
Denisov, D. and Wachtel, V · 2015
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