Ordered exponential random walks

We study a d-dimensional random walk with exponentially distributed increments conditioned so that the components stay ordered (in the sense of Doob). We find explicitly a positive harmonic function h for the killed process and then construct an ordered process using Doob's h-transform. Since these random walks are not nearest-neighbour, the harmonic function is not the Vandermonde determinant. The ordered process is related to the departure process of M/M/1 queues in tandem. We find asymptotics for the tail probabilities of the time until the components in exponential random walks become disordered and a local limit theorem. We find the distribution of the processes of smallest and largest particles as Fredholm determinants.