A Noether theorem for random locations

Publication date 8 November 2018

Invariance and symmetry properties for PDEs on manifolds (58J70) Stationary stochastic processes (60G10) Symmetries and conservation laws, reverse symmetries, invariant manifolds and their bifurcations, reduction for problems in Hamiltonian and Lagrangian mechanics (70H33)

Abstract: We propose a unified framework for random locations exhibiting some probabilistic symmetries such as stationarity, self-similarity, etc. A theorem of Noether's type is proved, which gives rise to a conservation law describing the change of the density function of a random location as the interval of interest changes. We also discuss the boundary and near boundary behavior of the distributions of the random locations.

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