Level-wise approximation of a Markov process associated to the boundary of an infinite tree

DOI10.1007/S10959-007-0073-2MaRDI QIDQ2385607zbMATH OpenOpenAlexFDO

Authors Servet Martínez, Daniel Remenik, Jaime San Martín

Publication date 12 October 2007

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10959-007-0073-2

zbMATH Keywords

approximationboundary processgreen kernelinfinite treeMarkov processpotential theorytree matrixultrametric matrixultrametricity

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) White noise theory (60H40) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Review text

An approximation of a Markov process associated to the boundary of an infinite rooted tree is studied. This approximation is constructed by projecting the infinitesimal generator of the original process (defined on the boundary), onto the spaces associated to the filtration spanned by the successive levels of the rooted tree. The notions and the results used in the paper are mainly taken from \textit{C. Dellacherie, S. Martínez} and \textit{J. San Martín} [Adv. Appl. Math. 17, No.~2, 169--183 (1996; Zbl 0861.60077)].

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Cites work

• A Linear Algebra Proof that the Inverse of a Strictly Ultrametric Matrix is a Strictly Diagonally Dominant Stieltjes Matrix
• scientific article; zbMATH DE number 3443951 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Inverse of Strictly Ultrametric Matrices are of Stieltjes Type
• Random walks and percolation on trees
• Random walks, capacity and percolation on trees
• Ultrametric matrices and induced Markov chains

Cited in

(3)

• Ultrametric and tree potential
• scientific article; zbMATH DE number 140551 (Why is no real title available?)
• Convergences and projection Markov property of Markov processes on ultrametric spaces

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