Stochastic equations on compact groups in discrete negative time

DOI10.1007/s00440-007-0076-zzbMath1136.60036arXivmath/0603113OpenAlexW1980954523WikidataQ58331064 ScholiaQ58331064MaRDI QIDQ2480816

Chihiro Uenishi, Kouji Yano, Jirô Akahori

Publication date: 3 April 2008

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0603113

zbMATH Keywords

Markov chainTannaka dualityExtreme pointsStochastic equation

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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Operator decomposable measures and stochastic difference equations, Around Tsirelson's equation, or: the evolution process may not explain everything, Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups, Random walk in a finite directed graph subject to a road coloring, Realization of an Ergodic Markov Chain as a Random Walk Subject to a Synchronizing Road Coloring

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