English

The t-Martin boundary of reflected random walks on a half-space

Probability 2013-10-25 v1

Abstract

The t-Martin boundary of a random walk on a half-space with reflected boundary conditions is identified. It is shown in particular that the t-Martin boundary of such a random walk is not stable in the following sense : for different values of t, the t-Martin compactifications are not homeomorphic to each other.

Keywords

Cite

@article{arxiv.0907.4592,
  title  = {The t-Martin boundary of reflected random walks on a half-space},
  author = {Irina Ignatiouk-Robert},
  journal= {arXiv preprint arXiv:0907.4592},
  year   = {2013}
}

Comments

13 pages, 1 figure