Martin boundary of a killed non-centered random walk in a general cone
Probability
2020-06-30 v1
Abstract
We investigate Martin boundary for a non-centered random walk on killed up on the time of the first exit from a convex cone with a vertex at . The approach combines large deviation estimates, the ratio limite theorem and the ladder height process. The results are applied to identify the Martin boundary for a random walk killed upon the first exit from a convex cone having boundary.
Cite
@article{arxiv.2006.15870,
title = {Martin boundary of a killed non-centered random walk in a general cone},
author = {Irina Ignatiouk-Robert},
journal= {arXiv preprint arXiv:2006.15870},
year = {2020}
}