@article{AIHPB_2001__37_3_313_0, author = {Alili, L and Doney, R. A.}, title = {Martin boundaries associated with a killed random walk}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {313--338}, publisher = {Elsevier}, volume = {37}, number = {3}, year = {2001}, mrnumber = {1831986}, zbl = {0981.60083}, language = {en}, url = {http://www.numdam.org/item/AIHPB_2001__37_3_313_0/} }
TY - JOUR AU - Alili, L AU - Doney, R. A. TI - Martin boundaries associated with a killed random walk JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2001 SP - 313 EP - 338 VL - 37 IS - 3 PB - Elsevier UR - http://www.numdam.org/item/AIHPB_2001__37_3_313_0/ LA - en ID - AIHPB_2001__37_3_313_0 ER -
Alili, L; Doney, R. A. Martin boundaries associated with a killed random walk. Annales de l'I.H.P. Probabilités et statistiques, Tome 37 (2001) no. 3, pp. 313-338. http://www.numdam.org/item/AIHPB_2001__37_3_313_0/
[1] Wiener-Hopf factorisation revisited and some applications, Stochastics and Stochastics Reports 66 (1999) 87-102. | MR | Zbl
, ,[2] On conditioning random walk to stay non-negative, in: Séminaire de Probabilités XXVIII, Lecture Notes in Mathematics, 1994, pp. 116-121. | Numdam | MR | Zbl
, ,[3] Last exit times for random walks, Stoch. Proc. Appl. 31 (1989) 321-331. | MR | Zbl
,[4] One-sided local large deviation and renewal theorems in the case of infinite mean, Probab. Theory Related Fields 107 (1997) 451-465. | MR | Zbl
,[5] The Martin boundary for a killed random walk, J. London Math. Soc. 58 (1998) 761-768. | MR | Zbl
,[6] Doney R.A., A local limit theorem for moderate deviations, Bull., London Math. Soc. (to appear). | MR | Zbl
[7] Application of boundary theory to sums of independent random variables, in: Contribution to Probability and Statistics (Hotelling Anniversary Volume), 1960, pp. 182-197. | MR | Zbl
, , ,[8] An Introduction to Probability Theory and its Applications, Vol. 2, Wiley, NY, 1968. | MR
,[9] Limit theorems for random walk conditioned to stay positive, Ann. Probab. 20 (1992) 801-824. | MR | Zbl
,[10] Ratio theorems for random walks II, JAM (1963) 223-379. | MR | Zbl
,[11] On the probabilities of large deviations for sums of independent random variables, Theor. Probab. Appl. 10 (1965) 287-297. | MR | Zbl
,[12] Principles of Random Walk, Van Nostrand, Princeton, NJ, 1964. | MR | Zbl
,