Markov Paths, Loops and Fields École D'Été de Probabilités de Saint-Flour XXXVIII – 2008
Description
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.
Keywords
MathematicsCalculusProbability & StatisticsStochastic ProcessesVector Analysis
2011Book
Author(s)Y. Le Jan
PublisherSpringer Science & Business Media
ISBN9783642212154
LanguageEnglish
