English

Martin boundary of a killed random walk on a quadrant

Probability 2010-10-13 v2

Abstract

A complete representation of the Martin boundary of killed random walks on the quadrant N×N{\mathbb{N}}^*\times{\mathbb{N}}^* is obtained. It is proved that the corresponding full Martin compactification of the quadrant N×N{\mathbb{N}}^*\times{\mathbb{N}}^* is homeomorphic to the closure of the set {w=z/(1+z):zN×N}\{w={z}/{(1+|z|)}:z\in{\mathbb{N}}^*\times{\mathbb{N}}^*\} in R2{\mathbb{R}}^2. The method is based on a ratio limit theorem for local processes and large deviation techniques.

Keywords

Cite

@article{arxiv.0903.0070,
  title  = {Martin boundary of a killed random walk on a quadrant},
  author = {Irina Ignatiouk-Robert and Christophe Loree},
  journal= {arXiv preprint arXiv:0903.0070},
  year   = {2010}
}

Comments

Published in at http://dx.doi.org/10.1214/09-AOP506 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)