  Random walks conditioned to stay positive are a prominent topic in
fluctuation theory. One way to construct them is as a random walk conditioned
to stay positive up to time $n$, and let $n$ tend to infinity. A second method
is conditioning instead to stay positive up to an independent geometric time,
and send its parameter to zero. The multidimensional case (condition the
components of a $d$-dimensional random walk to be ordered) was solved in [EK08]
using the first approach, but some moment conditions need to be imposed. Our
approach is based on the second method, which has the advantage to require a
minimal restriction, needed only for the finiteness of the $h$-transform in
certain cases. We also characterize when the limit is Markovian or
sub-Markovian, and give several reexpresions of the $h$-function. Under some
conditions given in [Ign18], it can be proved that our $h$-function is the only
harmonic function which is zero outside the Weyl chamber $\{x=(x_1,\ldots,
x_d)\in \mathbb{R}^d: x_1<\cdots < x_d\}$.
