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

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

2009-07-27

arxiv.org/abs/0907.4592v1

Mathematics

Probability

13 pages, 1 figure

Scientific paper

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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