Transfer Operators, Induced Probability Spaces, and Random Walk Models

MaRDI QIDQ4596934zbMATH OpenFDO

Authors Palle Jorgensen, Feng Tian

Publication date 11 December 2017

Full work available at URL https://arxiv.org/abs/1510.05573

zbMATH Keywords

stochastic processesendomorphismharmonic functionsspectral theorydiscrete timeunbounded operatorprobability spacediscrete analysisclosable operatordistribution of point-massespath-space measure

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Sums of independent random variables; random walks (60G50) Diffusion processes and stochastic analysis on manifolds (58J65) Numerical methods for integral transforms (65R10) Quantum stochastic calculus (81S25) Algebras of unbounded operators; partial algebras of operators (47L60)

Abstract: We study a family of discrete-time random-walk models. The starting point is a fixed generalized transfer operator $R$ subject to a set of axioms, and a given endomorphism in a compact Hausdorff space $X$. Our setup includes a host of models from applied dynamical systems, and it leads to general path-space probability realizations of the initial transfer operator. The analytic data in our construction is a pair $left(h,lambdaight)$, where $h$ is an $R$-harmonic function on $X$, and $lambda$ is a given positive measure on $X$ subject to a certain invariance condition defined from $R$. With this we show that there are then discrete-time random-walk realizations in explicit path-space models; each associated to a probability measures $mathbbP$ on path-space, in such a way that the initial data allows for spectral characterization: The initial endomorphism in $X$ lifts to an automorphism in path-space with the probability measure $mathbbP$ quasi-invariant with respect to a shift automorphism. The latter takes the form of explicit multi-resolutions in $L^2$ of $mathbbP$ in the sense of Lax-Phillips scattering theory.

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Cited in

(5)

• Decomposition of Gaussian processes, and factorization of positive definite kernels
• Symmetric measures, continuous networks, and dynamics
• Measurable multiresolution systems, endomorphisms, and representations of Cuntz relations
• Harmonic analysis of network systems via kernels and their boundary realizations
• Dynamical properties of endomorphisms, multiresolutions, similarity and orthogonality relations

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