Reflected random walks and unstable Martin boundary

被引:2
作者
Ignatiouk-Robert, Irina [1 ]
Kurkova, Irina [2 ]
Raschel, Kilian [3 ,4 ]
机构
[1] Univ Cergy Pontoise, Dept Math, 2 Ave Adolphe Chauvin, F-95302 Pontoise, France
[2] Sorbonne Univ, Lab Probabil Stat & Modelisat, 4 Pl Jussieu, F-75005 Paris, France
[3] Univ Angers, Lab Angevin Rech Math, SFR MATHST, F-49000 Angers, France
[4] CNRS, Lab Angevin Rech Math, SFR MATHST, F-49000 Angers, France
来源
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2024年 / 60卷 / 01期
基金
欧洲研究理事会;
关键词
Reflected random walk; Green function; Martin boundary; Functional equation; STEPS;
D O I
10.1214/22-AIHP1326
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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 instability phenomenon, in the following sense: if some parameter associated to the model is rational (resp. non-rational), then the Martin boundary is countable, homeomorphic to Z U {foo} (resp. uncountable, homeomorphic to R U {foo}). Such instability phenomena are very rare in the literature. Along the way of proving this result, we obtain several precise estimates for the Green functions of reflected random walks with escape probabilities along the boundary axes and an arbitrarily large number of inhomogeneity domains. Our methods mix probabilistic techniques and an analytic approach for random walks with large jumps in dimension two.
引用
收藏
页码:549 / 587
页数:39
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