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首页> 外文期刊>The Journal of the London Mathematical Society >The martin boundary and ratio limit theorems for killed random walks
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The martin boundary and ratio limit theorems for killed random walks

机译:杀死的随机游走的马丁边界和比率极限定理

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摘要

It is shown that if S is an aperiodic random walk on the integers. S~* is the Markov chain that arises when S is killed when it leaves the non-negative integers, and H~+ is the renewal process of weak increasing ladder heights in S, then there is a 1 : 1 correspondence between functions which are non-negative and superregular for S~* and H~+. This allows all the regular functions for S~* to be described, and thus a result due to Spitzer to be completed for the recurrent case. This result is then applied to give a ratio limit theorem for P_x(τ~* = n)/P_0{τ~* = n}, where τ~* is the lifetime of S~*. in the case when S drifts to -∞, and the right-hand tail of its step distribution is 'locally sub-exponential'.
机译:结果表明,如果S为整数的非周期性随机游动。 S〜*是当S离开非负整数时被杀死时所产生的马尔可夫链,而H〜+是S中梯形高度的弱增加的更新过程,则函数之间存在1:1对应关系。 S〜*和H〜+为非负且超正则。这允许描述S〜*的所有常规函数,因此,对于复发情况,可以完成归因于Spitzer的结果。然后将此结果应用于给出P_x(τ〜* = n)/ P_0 {τ〜* = n}的比率极限定理,其中τ〜*是S〜*的寿命。在S漂移至-∞的情况下,其阶跃分布的右尾为“局部次指数”。

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