High-dimensional Markov processes in cones (B10)

• Subject Area: Mathematics
• Term: since 2023
• Project identifier: Deutsche Forschungsgemeinschaft (DFG) - Project number 317210226

This project is devoted to the study of different classes of multidimensional Markov processes in discrete time conditioned to stay in unbounded domains for a long time. Our major focus will be to analyze random walks in cones. First, we are going to study the asymptotic behavior of harmonic measures for walks in cones. Second, we will also consider ordered random walks in the case when the number of walkers grows in time. The second aim of this project is to study the coexistence of all types in multi-type branching processes in a random environment.

• DFG Programme: Collaborative Research Centres
• Subproject of: SFB 1283: Taming uncertainty and profiting from randomness and low regularity in analysis, stochastics and their applications
• Applicant Institution: Universität Bielefeld
• Project Head: Professor Dr. Vitali Wachtel