Martin boundary of a reflected random walk on a half-space-Reference-Cited by-同舟云学术

Martin boundary of a reflected random walk on a half-space

Published:2009-06-30 Issue:1-2 Volume:148 Page:197-245
ISSN:0178-8051
Container-title:Probability Theory and Related Fields
language:en
Short-container-title:Probab. Theory Relat. Fields

Author:

Ignatiouk-Robert Irina

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Link

http://link.springer.com/content/pdf/10.1007/s00440-009-0228-4.pdf

Reference23 articles.

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2. Blinovskiĭ, V.M., Dobrushin, R.L.: Process level large deviations for a class of piecewise homogeneous random walks. The Dynkin Festschrift Progr. Probab., vol. 34, pp. 1–59. Birkhäuser, Boston (1994)

3. Borovkov A.A.: On Cramer transform, large deviations in boundary-value problems and conditional invariance principle. Sib. Math. J. 3, 493–509 (1995)

4. Borovkov A.A., Mogulskii A.A.: Large deviations for Markov chains in the positive quadrant. Russ. Math. Surv. 56(5), 803–916 (2001)

5. Dembo A., Zeitouni O.: Large Deviations Techniques and Applications. Springer, New York (1998)

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