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

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dc.creatorIgnatiouk-Robert, Irina
dc.date2006-06-19
dc.date2007-03-14
dc.date.accessioned2026-07-07T13:16:06Z
dc.date.available2026-07-07T13:16:06Z
dc.descriptionA 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 ${\cal S}^d_+ = \{z\in\R^{d-1}\times\R_+ : |z|=1\}$. The method is based on a combination of ratio limits theorems and large deviation techniques.
dc.identifierhttps://arxiv.org/abs/math/0606439
dc.identifierhttp://arxiv.org/abs/math/0606439
dc.identifierJournal of Theoretical Probability, 2008, V 21, n 1, pp 35-68
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/230683
dc.subjectProbability
dc.subject60F10
dc.titleMartin boundary of a killed random walk on a half-space
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