MARTIN BOUNDARY OF A KILLED RANDOM WALK ON A QUADRANT
成果类型：
Article
署名作者：
Ignatiouk-Robert, Irina; Loree, Christophe
署名单位：
Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); CY Cergy Paris Universite
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/09-AOP506
发表日期：
2010
页码：
1106-1142
关键词：
摘要：
A complete representation of the Martin boundary of killed random walks on the quadrant N* x N* is obtained. It is proved that the corresponding full Martin compactification of the quadrant N* x N* is homeomorphic to the closure of the set {w = z/(1 +vertical bar z vertical bar) : Z is an element of N* x N*} in R(2). The method is based on a ratio limit theorem for local processes and large deviation techniques.
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