Martin boundary of a reflected random walk on a half-space
From MaRDI portal
Publication:5961962
DOI10.1007/s00440-009-0228-4zbMath1205.60140arXivmath/0610242OpenAlexW3098254029MaRDI QIDQ5961962
Publication date: 16 September 2010
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0610242
Probabilistic potential theory (60J45) 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, Martin boundary of killed random walks on isoradial graphs, Green functions for killed random walks in the Weyl chamber of \(\mathrm{Sp}(4)\), Martin boundary of a killed random walk on a half-space, Random walks in the quarter plane, discrete harmonic functions and conformal mappings
Cites Work
- Non-negative matrices and Markov chains. 2nd ed
- Large deviations for Markov processes with discontinuous statistics. I: General upper bounds
- Large deviations for Markov processes with discontinuous statistics. II: Random walks
- Bridges and networks: exact asymptotics
- Sample path large deviations and convergence parameters
- On the Cramér transform, large deviations in boundary value problems, and the conditional invariance principle
- Martin boundary of a killed random walk on a half-space
- Large deviations for processes with discontinuous statistics
- Random perturbations of Hamiltonian systems
- Large deviations for Markov chains in the positive quadrant
- Generalized analytic functions
- The Large Deviation Principle for a General Class of Queueing Systems I
- Random Walks on Infinite Graphs and Groups
- The Martin Boundary for Random Walk
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item