Duraj, Jetlir - In: Stochastic Processes and their Applications 124 (2014) 4, pp. 1503-1518
We consider multidimensional discrete valued random walks with nonzero drift killed when leaving general cones of the euclidean space. We find the asymptotics for the exit time from the cone and study weak convergence of the process conditioned on not leaving the cone. We get quasistationarity...