Poissons ensemble of loops of one-dimensional diffusions

DOI10.24033/MSMF.466MaRDI QIDQ4619699zbMATH OpenOpenAlexWikidataFDO

Authors Titus Lupu

Publication date 7 February 2019

Published in Mémoires de la Société mathématique de France (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1302.3773

zbMATH Keywords

continuous state branching processes with immigrationdeterminantal point processesDynkin's isomorphismGaussian free fieldloop-soupone-dimensional diffusion processesPoisson ensembles of Markov loopsuniform spanning treeVervaat's transformationWilson's algorithm

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Gaussian processes (60G15) Sample path properties (60G17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Local time and additive functionals (60J55) Diffusion processes (60J60) Brownian motion (60J65) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: We study the analogue of Poisson ensembles of Markov loops ('loop soups') in the setting of one-dimensional diffusions. We give a detailed description of the corresponding intensity measure. The properties of this measure on loops lead us to an extension of Vervaat's bridge-to-excursion transformation that relates the bridges conditioned by their minimum and the excursions of all the diffusion we consider and not just the Brownian motion. Further we describe the Poisson point process of loops, their occupation fields and explain how to sample these Poisson ensembles of loops using two-dimensional Markov processes. Finally we introduce a couple of interwoven determinantal point processes on the line which is a dual through Wilson's algorithm of Poisson ensembles of loops and study the properties of these determinantal point processes.

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Cited in

(12)

• On clusters of Brownian loops in d dimensions
• Markov loops, coverings and fields
• Isomorphisms of -Dyson's Brownian motion with Brownian local time
• Path decompositions of perturbed reflecting Brownian motions
• Transition path properties for one-dimensional systems driven by Poisson white noise
• On the structure and phase transitions of power-law Poissonian ensembles
• Markovian loop clusters
• Markov paths, loops and fields. École d'Été de Probabilités de Saint-Flour XXXVIII -- 2008
• A note on -permanent and loop soup
• Inverting Ray-Knight identities on trees
• Crossing exponent in the Brownian loop soup
• The stochastic Jacobi flow

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