中文
相关论文

相关论文: Martin boundary of a killed random walk on a half-…

200 篇论文

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 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

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 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

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

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

We consider killed planar random walks on isoradial graphs. Contrary to the lattice case, isoradial graphs are not translation invariant, do not admit any group structure and are spatially non-homogeneous. Despite these crucial differences,…

概率论 · 数学 2021-02-08 Cédric Boutillier , 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

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

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.…

概率论 · 数学 2025-01-31 Sandro Franceschi

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 way to compactify the group using the Green's function of the corresponding random walk. We give a complete topological characterization of the Martin…

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

We prove that supercritical branching random walk on a transient graph converges almost surely under rescaling to a random measure on the Martin boundary of the graph. Several open problems and conjectures about this limiting measure are…

概率论 · 数学 2022-05-31 Elisabetta Candellero , Tom Hutchcroft

We consider the random walks killed at the boundary of the quarter plane, with homogeneous non-zero jump probabilities to the eight nearest neighbors and drift zero in the interior, and which admit a positive harmonic polynomial of degree…

概率论 · 数学 2010-11-22 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

We investigate the Martin boundary of the space-time Markov chain associated to a finitely supported random walk $(\Gamma, \mu)$ with spectral radius $\rho$ and relate it to several classical compactifications of $\Gamma$. Assuming the…

概率论 · 数学 2026-03-17 Adam Dor-On , Ilya Gekhtman , Pavel Prudnikov

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…

算子代数 · 数学 2018-01-17 Bas Jordans

We investigate reflected random walks in the quarter plane, with particular emphasis on the time spent along the reflection boundary axes. Assuming the drift of the random walk lies within the cone, the local time converges -- without the…

概率论 · 数学 2025-07-08 Viet Hung Hoang , Kilian Raschel

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
‹ 上一页 1 2 3 10 下一页 ›