Irina Ignatiouk-Robert

most citedLarge deviations for processes with discontinuous statistics

33 citations · 33 across the 1 of their papers we have counts for

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math.PR2009★ 4 cited

Martin boundary of a killed random walk on $Z_{+}^{d}$

Irina Ignatiouk-Robert

The Martin compactification is investigated for a d-dimensional random walk which is killed when at least one of it's coordinates becomes zero or negative. The limits of the Martin…

math.PR2004★ 33 cited

Large deviations for processes with discontinuous statistics

Irina Ignatiouk-Robert

This paper is devoted to the problem of sample path large deviations for the Markov processes on R_+^N having a constant but different transition mechanism on each boundary set {x:…

Martin boundary of a killed random walk on Z+d​

Large deviations for processes with discontinuous statistics

Martin boundary of a killed random walk on $Z_{+}^{d}$