We introduce and study the notions of boundary actions and of the Furstenberg boundary of a discrete quantum group. As for classical groups, properties of boundary actions turn out to encode significant properties of the operator algebras associated with the discrete quantum group in question; for example we prove that if the action on the Furstenberg boundary is faithful, the quantum group C*-algebra admits at most one KMS-state for the scaling automorphism group. To obtain these results we develop a version of Hamanas theory of injective envelopes for quantum group actions, and establish several facts on relative amenability for quantum subgroups. We then show that the Gromov boundary actions of free orthogonal quantum groups, as studied by Vaes and Vergnioux, are also boundary actions in our sense; we obtain this by proving that these actions admit unique stationary states. Moreover, we prove these actions are faithful, hence conclude a new unique KMS-state property in the general case, and a new proof of unique trace property when restricted to the unimodular case. We prove equivalence of simplicity of the crossed products of all boundary actions of a given discrete quantum group, and use it to obtain a new simplicity result for the crossed product of the Gromov boundary actions of free orthogonal quantum groups.
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