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The Martin compactification is investigated for a d-dimensional random walk which is killed when at least one of it's coordinates becomes zero or negative. The limits of the Martin kernel are represented in terms of the harmonic functions…

Probability · Mathematics 2009-09-23 Irina Ignatiouk-Robert

Given a probability measure on a finitely generated group, its Martin boundary is a way to compactify the group using the Green's function of the corresponding random walk. We give a complete topological characterization of the Martin…

Group Theory · Mathematics 2018-01-29 Matthieu Dussaule , Ilya Gekhtman , Victor Gerasimov , Leonid Potyagailo

Given a probability measure on a finitely generated group, its Martin boundary is a way to compactify the group using the Green function of the corresponding random walk. It is known from the work of W. Woess that when a finitely supported…

Probability · Mathematics 2017-09-25 Matthieu Dussaule

Consider an irreducible Markov chain which satisfies a ratio limit theorem, and let $\rho$ be the spectral radius of the chain. We investigate the relation of the the $\rho\,$-Martin boundary with the boundary induced by the…

Probability · Mathematics 2022-06-10 Wolfgang Woess

A classical construction associates to a transient random walk on a discrete group $\Gamma$ a compact $\Gamma$-space $\partial_M \Gamma$ known as the Martin boundary. The resulting crossed product $C^*$-algebra $C(\partial_M \Gamma)…

Operator Algebras · Mathematics 2020-06-26 Johannes Christensen , Klaus Thomsen

The complete representation of the Martin compactification for reflected random walks on a half-space $\Z^d\times\N$ is obtained. It is shown that the full Martin compactification is in general not homeomorphic to the ``radial''…

Probability · Mathematics 2013-10-25 Irina Ignatiouk-Robert

We study a space-time Brownian motion with drift B(t)=(t_0+t,y_0+W(t)+t) killed at the moving boundary of the cone {(t,x):0<x<t}. This article determines the parabolic Martin boundary and all harmonic functions associated with this process.…

Probability · Mathematics 2025-01-31 Sandro Franceschi

Completing a strategy of Gou\"ezel and Lalley, we prove a local limit theorem for the random walk generated by any symmetric finitely supported probability measure on a non-elementary Gromov-hyperbolic group: denoting by $R$ the inverse of…

Dynamical Systems · Mathematics 2012-09-17 Sebastien Gouezel

A complete representation of the Martin boundary of killed random walks on the quadrant ${\mathbb{N}}^*\times{\mathbb{N}}^*$ is obtained. It is proved that the corresponding full Martin compactification of the quadrant…

Probability · Mathematics 2010-10-13 Irina Ignatiouk-Robert , Christophe Loree

Given a probability measure on a finitely generated group, its Martin boundary is a natural way to compactify the group using the Green function of the corresponding random walk. For finitely supported measures in hyperbolic groups, it is…

Probability · Mathematics 2015-11-04 Sébastien Gouëzel

Let $K$ be a self-similar set satisfying the open set condition. Following Kaimanovich's elegant idea, it has been proved that on the symbolic space $X$ of $K$ a natural augmented tree structure ${\mathfrak E}$ exists; it is hyperbolic, and…

Probability · Mathematics 2017-10-23 Shi-Lei Kong , Ka-Sing Lau , Ting-Kam Leonard Wong

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…

Probability · Mathematics 2013-10-25 Irina Ignatiouk-Robert

We study the problem of convergence to the boundary in the setting of random walks on discrete quantum groups. Convergence to the boundary is established for random walks on $\hat{\textrm{SU}_q(2)}$. Furthermore, we will define the Martin…

Operator Algebras · Mathematics 2018-01-17 Bas Jordans

The usual random walk on a group (homogeneous both in time and in space) is determined by a probability measure on the group. In a random walk with random transition probabilities this single measure is replaced with a stationary sequence…

Probability · Mathematics 2007-05-23 Vadim A. Kaimanovich , Yuri Kifer , Ben-Zion Rubshtein

A complete representation of the Martin boundary of killed random walks on a half-space $\Z^{d-1}\times\N^*$ is obtained. In particular, it is proved that the corresponding Martin boundary is homemorphic to the half-sphere ${\cal S}^d_+ =…

Probability · Mathematics 2009-05-19 Irina Ignatiouk-Robert

Let $\widetilde{X}$ be a locally finite complete Gromov hyperbolic metric graph with the geometric boundary consisting of infinitely many points. Suppose that there is a discrete subgroup of the isometry group $Iso(\widetilde{X})$ acting…

Dynamical Systems · Mathematics 2020-12-16 Soonki Hong , Seonhee Lim

We study boundaries arising from limits of ratios of transition probabilities for random walks on relatively hyperbolic groups. We extend, as well as determine significant limitations of, a strategy employed by Woess for computing…

Group Theory · Mathematics 2023-06-27 Adam Dor-On , Matthieu Dussaule , Ilya Gekhtman

We determine the asymptotic behavior of the Green function for zero-drift random walks confined to multidimensional convex cones. As a consequence, we prove that there is a unique positive discrete harmonic function for these processes (up…

Probability · Mathematics 2020-03-10 Jetlir Duraj , Kilian Raschel , Pierre Tarrago , Vitali Wachtel

In this paper we define a general setting for Martin boundary theory associated to quantum random walks, and prove a general representation theorem. We show that in the dual of a simply connected Lie subgroup of U(n), the extremal Martin…

Probability · Mathematics 2007-05-23 Benoit Collins

The Martin boundary associated with the simple random walk on an example of partially oriented lattice is shown to be trivial by computing fine estimates of the Green kernel.

Probability · Mathematics 2012-03-16 Basile de Loynes
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