We generalize Penrose's notion of conformal infinity of spacetime, to situations with anisotropic scaling. This is relevant not only for Lifshitz-type anisotropic gravity models, but also in standard general relativity and string theory, for spacetimes exhibiting a natural asymptotic anisotropy. Examples include the Lifshitz and Schrodinger spaces (proposed as AdS/CFT duals of nonrelativistic field theories), warped AdS_3, and the near-horizon extreme Kerr geometry. The anisotropic conformal boundary appears crucial for resolving puzzles of holographic renormalization in such spacetimes.
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