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 is obtained. It is proved that the corresponding full Martin compactification of the quadrant is homeomorphic to the closure of the set in . 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)