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arxiv: 0907.4592 · v1 · pith:JR74FROWnew · submitted 2009-07-27 · 🧮 math.PR

The t-Martin boundary of reflected random walks on a half-space

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keywords boundaryt-martinrandomhalf-spacereflectedwalkcompactificationsconditions
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The t-Martin boundary of a random walk on a half-space with reflected boundary conditions is identified. It is shown in particular that the t-Martin boundary of such a random walk is not stable in the following sense : for different values of t, the t-Martin compactifications are not homeomorphic to each other.

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