Martin boundary of a killed random walk on a half-space

DOI10.1007/S10959-007-0100-3MaRDI QIDQ2481389zbMATH OpenOpenAlexFDO

Authors Irina Ignatiouk-Robert

Publication date 9 April 2008

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0606439

zbMATH Keywords

random walkMartin boundarysample path large deviations

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50) Boundary theory for Markov processes (60J50)

Abstract: A complete representation of the Martin boundary of killed random walks on a half-space $$ is obtained. In particular, it is proved that the corresponding Martin boundary is homemorphic to the half-sphere ${calS}_{+}^d=zin{R}^{d-1}imes{R}_{+}:|z|=1$. The method is based on a combination of ratio limits theorems and large deviation techniques.

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Cited in

(19)

• Exact asymptotics for the stationary distribution of a Markov chain: a production model
• Yaglom limits can depend on the starting state
• Tail asymptotics of the occupation measure for a Markov additive process with an M/G/1-type background process
• Random walks in ( Z_+)^2 with non-zero drift absorbed at the axes
• t-Martin boundary of killed random walks in the quadrant
• Random walks in the quarter plane, discrete harmonic functions and conformal mappings
• Asymptotics of the Green function of killed random walks in a cone of \(\mathbb{Z}^d\)
• Discrete harmonic functions in Lipschitz domains
• A classification of asymptotic behaviors of Green functions of random walks in the quadrant
• Martin boundary of killed random walks on isoradial graphs
• Martin boundaries associated with a killed random walk
• Martin boundary of a reflected random walk on a half-space
• Martin boundary of a killed random walk on a quadrant
• The Martin boundary of a free product of abelian groups
• Green functions and Martin compactification for killed random walks related to \(SU(3)\)
• t-Martin boundary of reflected random walks on a half-space
• Martin boundary of random walks in convex cones
• The geometry of the space-time Martin boundary is different than the spatial Martin boundary
• Constructing discrete harmonic functions in wedges

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