The purpose of these notes is to explore some simple relations between Markovian path and loop measures, the Poissonian ensembles of loops they determine, their occupation fields, uniform spanning trees, determinants, and Gaussian Markov fields such as the free field. These relations are first studied in complete generality for the finite discrete setting, then partly generalized to specific examples in infinite and continuous spaces.



Inhalt

1 Symmetric Markov processes on finite spaces.- 2 Loop measures.- 3 Geodesic loops.- 4 Poisson process of loops.- 5 The Gaussian free field.- 6 Energy variation and representations.- 7 Decompositions.- 8 Loop erasure and spanning trees.- 9 Reflection positivity.- 10 The case of general symmetric Markov processes.

Titel
Markov Paths, Loops and Fields
Untertitel
cole d't de Probabilits de Saint-Flour XXXVIII - 2008
EAN
9783642212161
ISBN
978-3-642-21216-1
Format
E-Book (pdf)
Veröffentlichung
06.07.2011
Digitaler Kopierschutz
Wasserzeichen
Dateigrösse
1.52 MB
Anzahl Seiten
124
Jahr
2015
Untertitel
Englisch