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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.

概率论 · 数学 2012-03-16 Basile de Loynes

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_+ =…

概率论 · 数学 2009-05-19 Irina Ignatiouk-Robert

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''…

概率论 · 数学 2013-10-25 Irina Ignatiouk-Robert

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…

概率论 · 数学 2010-10-13 Irina Ignatiouk-Robert , Christophe Loree

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…

概率论 · 数学 2009-09-23 Irina Ignatiouk-Robert

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…

概率论 · 数学 2013-10-25 Irina Ignatiouk-Robert

We investigate Martin boundary for a non-centered random walk on ${\mathbb Z}^d$ killed up on the time $\tau_\vartheta$ of the first exit from a convex cone with a vertex at $0$. The approach combines large deviation estimates, the ratio…

概率论 · 数学 2020-06-30 Irina Ignatiouk-Robert

We compute the $t$-Martin boundary of two-dimensional small steps random walks killed at the boundary of the quarter plane. We further provide explicit expressions for the (generating functions of the) discrete $t$-harmonic functions. Our…

概率论 · 数学 2016-12-30 Cédric Lecouvey , Kilian Raschel

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…

概率论 · 数学 2007-05-23 Benoit Collins

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…

概率论 · 数学 2017-09-25 Matthieu Dussaule

Let $G$ be an infinite, locally finite graph. We investigate the relation between supercritical, transient branching random walk and the Martin boundary of its underlying random walk. We show results regarding the typical asymptotic…

概率论 · 数学 2024-07-10 Daniela Bertacchi , Elisabetta Candellero , Fabio Zucca

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…

We determine the precise asymptotic behaviour (in space) of the Green kernel of simple random walk with drift on the Diestel-Leader graph $DL(q,r)$, where $q,r \ge 2$. The latter is the horocyclic product of two homogeneous trees with…

概率论 · 数学 2015-06-26 Sara Brofferio , Wolfgang Woess

We introduce a family of two-dimensional reflected random walks in the positive quadrant and study their Martin boundary. While the minimal boundary is systematically equal to a union of two points, the full Martin boundary exhibits an…

概率论 · 数学 2022-09-27 Irina Ignatiouk-Robert , Irina Kourkova , Kilian Raschel

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…

概率论 · 数学 2015-11-04 Sébastien Gouëzel

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)…

算子代数 · 数学 2020-06-26 Johannes Christensen , Klaus Thomsen

In this note, we study the Martin boundary of the simple random walk on an example of directed graph. More precisely, the Martin boundary is shown to be trivial, i.e. there is no non-constant positive harmonic functions. The proof involves…

概率论 · 数学 2012-03-16 Basile de Loynes

Given a free unitary quantum group $G=A_u(F)$, with $F$ not a unitary $2$-by-$2$ matrix, we show that the Martin boundary of the dual of $G$ with respect to any $G$-$\hat G$-invariant, irreducible, finite range quantum random walk coincides…

算子代数 · 数学 2021-06-09 Sara Malacarne , Sergey Neshveyev

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…

概率论 · 数学 2022-06-10 Wolfgang Woess

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…

概率论 · 数学 2020-03-10 Jetlir Duraj , Kilian Raschel , Pierre Tarrago , Vitali Wachtel
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