Martin boundary of a killed random walk on a quadrant
classification
🧮 math.PR
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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