Martin boundary of a killed random walk on a quadrant

DOI10.1214/09-AOP506zbMATH Open1205.60057arXiv0903.0070MaRDI QIDQ984445FDOQ984445

Authors: Irina Ignatiouk-Robert, Christophe Loree 

Publication date: 19 July 2010

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: A complete representation of the Martin boundary of killed random walks on the quadrant ${mathbbN}^{\ast }imes{mathbbN}^{\ast }$ is obtained. It is proved that the corresponding full Martin compactification of the quadrant ${mathbbN}^{\ast }imes{mathbbN}^{\ast }$ is homeomorphic to the closure of the set $w=z/(1+|z|):zin{mathbbN}^{\ast }imes{mathbbN}^{\ast }$ in ${mathbbR}^2$. The method is based on a ratio limit theorem for local processes and large deviation techniques.

Full work available at URL: https://arxiv.org/abs/0903.0070

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zbMATH Keywords

random walkMartin boundarysample path large deviations

Mathematics Subject Classification ID

Large deviations (60F10) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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Cited In (26)

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• Harmonic functions of random walks in a semigroup via ladder heights
• Constructing discrete harmonic functions in wedges
• Random walks in cones: the case of nonzero drift
• Reflected random walks and unstable Martin boundary

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