Martin boundary of a killed random walk on a quadrant

DOI10.1214/09-AOP506MaRDI QIDQ984445zbMATHFDO

Authors Irina Ignatiouk-Robert, Christophe Loree

Publication date 19 July 2010

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

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

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)

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.

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Cited in

(26)

• Excessive backlog probabilities of two parallel queues
• Martin entrance boundary and Ray-Knight compactification of minimal \(Q\)-processes
• Approximation of the exit probability of a stable Markov modulated constrained random walk
• Green functions and Martin compactification for killed random walks related to \(SU(3)\)
• The relation between Martin exit boundary and Ray-Knight compactification of interrupted minimal Q-processes
• Approximation of excessive backlog probabilities of two tandem queues
• \(t\)-Martin boundary of killed random walks in the quadrant
• Harmonic functions of random walks in a semigroup via ladder heights
• Martin boundary of random walks in convex cones
• Constructing discrete harmonic functions in wedges
• The Martin boundary of a free product of abelian groups
• Networks with cascading overloads
• Random walks in the quarter plane, discrete harmonic functions and conformal mappings
• Discrete harmonic functions in Lipschitz domains
• Green's functions of random walks on the upper half plane
• Asymptotics of the Green function of killed random walks in a cone of \(\mathbb{Z}^d\)
• Harmonic functions for singular quadrant walks
• Martin boundaries associated with a killed random walk
• Recurrence of two-dimensional queueing processes, and random walk exit times from the quadrant
• Random walks in cones: the case of nonzero drift
• Reflected random walks and unstable Martin boundary
• Yaglom limits can depend on the starting state
• Martin boundary of a reflected random walk on a half-space
• Martin boundary of killed random walks on isoradial graphs
• Random walks in \((\mathbb Z_+)^2\) with non-zero drift absorbed at the axes
• Martin boundary of a killed random walk on a half-space

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