Open Access
2010 $t$-Martin boundary of reflected random walks on a half-space
Irina Ignatiouk-Robert
Author Affiliations +
Electron. Commun. Probab. 15: 149-161 (2010). DOI: 10.1214/ECP.v15-1541


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.


Download Citation

Irina Ignatiouk-Robert. "$t$-Martin boundary of reflected random walks on a half-space." Electron. Commun. Probab. 15 149 - 161, 2010.


Accepted: 19 May 2010; Published: 2010
First available in Project Euclid: 6 June 2016

zbMATH: 1226.60104
MathSciNet: MR2651547
Digital Object Identifier: 10.1214/ECP.v15-1541

Primary: 60J10
Secondary: 31C05 , 31C35 , 60J45 , 60J50

Keywords: Markov chain , stability , t-Martin boundary

Back to Top