Loop measures without transition probabilities

DOI10.1007/978-3-319-18585-9_14MaRDI QIDQ2798585zbMATH OpenOpenAlexFDO

Authors Yves Le Jan, Patrick J. Fitzsimmons, Jay Rosen

Publication date 13 April 2016

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1502.00148

zbMATH Keywords

loop measuresMarkov processesshift invariance

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

Abstract: We construct Markov loop measures without assuming the existence of densities for transition probabilities.

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Cites work

• Homogeneous random measures and strongly supermedian kernels of a {M}arkov process
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Cited in

(2)

• Space-time random walk loop measures
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