@article{oai:ynu.repo.nii.ac.jp:00006830, author = {Shimura, Michio}, issue = {1}, journal = {Yokohama Mathematical Journal = 横濱市立大學紀要. D部門, 数学}, month = {}, note = {application/pdf, Consider a two-dimensional random walk with mean $0$ and covariance $¥left(¥begin{array}{l}l0¥¥01¥end{array}¥right)$ . Under some additional assumptions on the random walk the limit theorem is established for the normalized random walk which is conditioned to stay in a cone for a unit of time. The conditioned limit theorem is used to prove a tail formula for the distribution of the exit time of the random walk from a cone.}, pages = {21--36}, title = {A LIMIT THEOREM FOR TWO-DIMENSIONAL RANDOM WALK CONDITIONED TO STAY IN A CONE}, volume = {39}, year = {1991} }