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 Electronic Communications in Probability > Vol. 15(2010) > Paper 15 open journal systems 


T-Martin boundary of reflected random walks on a half-space

Irina Ignatiouk-Robert, UMR CNRS 8088, departement de Mathemetiques, Universite de Cergy-Pontoise


Abstract
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 equivalent.


Full text: PDF

Pages: 149-161

Published on: May 19, 2010


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Electronic Communications in Probability. ISSN: 1083-589X