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

被引：16

作者：

Ignatiouk-Robert, Irina ^{[1
]}

机构：

[1] Univ Cergy Pontoise, Dept Math, F-95302 Cergy Pontoise, France

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2008年 / 21卷 / 01期

关键词：

Martin boundary; sample path large deviations; random walk;

D O I：

10.1007/s10959-007-0100-3

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：

A complete representation of the Martin boundary of killed random walks on a half-space Z(d-1) x N-* is obtained. In particular, it is proved that the corresponding Martin boundary is homemorphic to the half-sphere S-+(d) = {z epsilon Rd-1 x R+ :vertical bar z vertical bar = 1}. The method is based on a combination of ratio limits theorems and large deviation techniques.

引用

页码：35 / 68

页数：34

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