GREEN FUNCTIONS AND MARTIN COMPACTIFICATION FOR KILLED RANDOM WALKS RELATED TO SU(3)

被引:8
作者
Raschel, Kilian [1 ]
机构
[1] Univ Paris 06, Lab Probabilites & Modeles Aleatoires, F-75252 Paris 05, France
关键词
killed random walks; Green functions; Martin compactification; uniformization; BOUNDARY;
D O I
10.1214/ECP.v15-1543
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 consider the random walks killed at the boundary of the quarter plane, with homogeneous non-zero jump probabilities to the eight nearest neighbors and drift zero in the interior, and which admit a positive harmonic polynomial of degree three. For these processes, we find the asymptotic of the Green functions along all infinite paths of states, and from this we deduce that the Martin compactification is the one-point compactification.
引用
收藏
页码:176 / 190
页数:15
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