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

DOI10.1007/S00440-009-0228-4MaRDI QIDQ5961962zbMATH OpenOpenAlexFDO

Authors Irina Ignatiouk-Robert

Publication date 16 September 2010

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0610242

zbMATH Keywords

random walkMartin boundarytransient Markov chain

Mathematics Subject Classification ID

Large deviations (60F10) Boundary theory for Markov processes (60J50) Probabilistic potential theory (60J45)

Abstract: The complete representation of the Martin compactification for reflected random walks on a half-space $$ is obtained. It is shown that the full Martin compactification is in general not homeomorphic to the ``radial compactification obtained by Ney and Spitzer for the homogeneous random walks in $$ : convergence of a sequence of points $$ to a point of on the Martin boundary does not imply convergence of the sequence $z_n/|z_n|$ on the unit sphere $S^d$. Our approach relies on the large deviation properties of the scaled processes and uses Pascal's method combined with the ratio limit theorem. The existence of non-radial limits is related to non-linear optimal large deviation trajectories.

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Cited in

(12)

• Reflected random walks and unstable Martin boundary
• Random walks in ( Z_+)^2 with non-zero drift absorbed at the axes
• 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 \(\mathbb{Z}^d\)
• A classification of asymptotic behaviors of Green functions of random walks in the quadrant
• Martin boundary of killed random walks on isoradial graphs
• Martin boundary of a killed random walk on a quadrant
• t-Martin boundary of reflected random walks on a half-space
• Martin boundary of a space-time Brownian motion with drift killed at the boundary of a moving cone
• Martin boundary of a killed random walk on a half-space
• Green functions for killed random walks in the Weyl chamber of \(\mathrm{Sp}(4)\)
• Martin boundary of random walks in convex cones

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