Symmetry groups of Markov processes and the diagonal principle (Q1174912): Difference between revisions

The author continues his study of the symmetries of Markov processes, the focus of the present paper being symmetries of the cone of excessive measures. Let \(X=(X_ t,P^ x)\) be a transient right process with state space \(E\). Let \(\varphi: E\to E\) be a bijection which, along with its inverse, is measurable and finely continuous. Call \(\varphi\) a symmetry (of the cone of excessive measures of \(X\)) provided the image measure \(\varphi(\xi)\) is excessive if and only if \(\xi\) is excessive. The class Sym of such symmetries is a group under composition. Each subgroup \(H\) of Sym induces an orbit structure on \(E\) and a concomitant quotient map \(\Psi: E\to F\) (= the space of \(H\)-orbits). The author shows that the orbit-valued process \(\Psi(Z_ t)\) is a time-homogeneous Markov process; here \(Z\) is a process obtained by ``adjusting'' \(X\) through time change and \(h\)-transform. In the same vein, if \(H\) is transitive and such that the identity is the only element of \(H\) fixing a given base point \(e\in E\), then subject to certain side conditions, an adjusted form of \(X\) is \(H\)-translation invariant. The author conludes by suggesting a general framework for the study of symmetries of Markov processes, and illustrates the scheme through the example of the ``multiplicative'' symmetries of a regular step process.