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

DOI10.1007/S10959-007-0100-3zbMATH Open1146.60061arXivmath/0606439OpenAlexW2092802296MaRDI QIDQ2481389FDOQ2481389

Authors: Irina Ignatiouk-Robert 

Publication date: 9 April 2008

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

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.

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

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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)

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Cited In (18)

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• t-Martin boundary of reflected random walks on a half-space
• Martin boundary of random walks in convex cones
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