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arxiv: 0903.0070 · v2 · pith:MIUBBOITnew · submitted 2009-02-28 · 🧮 math.PR

Martin boundary of a killed random walk on a quadrant

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keywords mathbbmartinquadranttimesboundarykilledrandomclosure
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A complete representation of the Martin boundary of killed random walks on the quadrant ${\mathbb{N}}^*\times{\mathbb{N}}^*$ is obtained. It is proved that the corresponding full Martin compactification of the quadrant ${\mathbb{N}}^*\times{\mathbb{N}}^*$ is homeomorphic to the closure of the set $\{w={z}/{(1+|z|)}:z\in{\mathbb{N}}^*\times{\mathbb{N}}^*\}$ in ${\mathbb{R}}^2$. The method is based on a ratio limit theorem for local processes and large deviation techniques.

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