Martin boundary of a killed random walk on a half-space

DOI10.1007/s10959-007-0100-3zbMath1146.60061arXivmath/0606439OpenAlexW2092802296MaRDI QIDQ2481389

Irina Ignatiouk-Robert

Publication date: 9 April 2008

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0606439

zbMATH Keywords

Martin boundaryrandom walksample path large deviations

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Large deviations (60F10) Boundary theory for Markov processes (60J50)

Related Items

Random walks in $(\mathbb{Z}_{+})^{2}$ with non-zero drift absorbed at the axes, Tail Asymptotics of the Occupation Measure for a Markov Additive Process with anM/G/1-Type Background Process, Martin boundary of random walks in convex cones, Martin boundary of killed random walks on isoradial graphs, Constructing discrete harmonic functions in wedges, The Martin boundary of a free product of abelian groups, Martin boundary of a killed random walk on a quadrant, Discrete harmonic functions in Lipschitz domains, Martin boundary of a reflected random walk on a half-space, Random walks in the quarter plane, discrete harmonic functions and conformal mappings, Yaglom limits can depend on the starting state, Exact asymptotics for the stationary distribution of a Markov chain: a production model

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