Martin boundary of a killed random walk on a quadrant

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

Christophe Loree, Irina Ignatiouk-Robert

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 ${mathbbN}^{*}imes{mathbbN}^{*}$ is obtained. It is proved that the corresponding full Martin compactification of the quadrant ${mathbbN}^{*}imes{mathbbN}^{*}$ is homeomorphic to the closure of the set $w=z/(1+|z|):zin{mathbbN}^{*}imes{mathbbN}^{*}$ 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 (21)

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• 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 \(\mathbb{Z}^d\)
• Recurrence of two-dimensional queueing processes, and random walk exit times from the quadrant
• Discrete harmonic functions in Lipschitz domains
• Martin boundaries associated with a killed random walk
• Martin boundary of killed random walks on isoradial graphs
• The Martin boundary of a free product of abelian groups
• Approximation of excessive backlog probabilities of two tandem queues
• Martin boundary of a killed random walk on a half-space
• Martin boundary of random walks in convex cones
• Harmonic functions of random walks in a semigroup via ladder heights
• t-Martin Boundary of Killed Random Walks in the Quadrant
• Constructing discrete harmonic functions in wedges
• Random walks in cones: the case of nonzero drift

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