中文

象限上被杀随机游走的Martin边界

概率论 2010-10-13 v2

摘要

得到了象限 N×N{\mathbb{N}}^*\times{\mathbb{N}}^* 上被杀随机游走的Martin边界的完全表示。证明了象限 N×N{\mathbb{N}}^*\times{\mathbb{N}}^* 相应的完全Martin紧化同胚于集合 {w=z/(1+z):zN×N}\{w={z}/{(1+|z|)}:z\in{\mathbb{N}}^*\times{\mathbb{N}}^*\}R2{\mathbb{R}}^2 中的闭包。该方法基于局部过程的比率极限定理和大偏差技术。

关键词

引用

@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}
}

备注

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)