Poissons ensemble of loops of one-dimensional diffusions

DOI10.24033/MSMF.466zbMATH Open1425.60004arXiv1302.3773OpenAlexW1786901528WikidataQ129187123 ScholiaQ129187123MaRDI QIDQ4619699FDOQ4619699

Titus Lupu

Publication date: 7 February 2019

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

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.

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

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zbMATH Keywords

Gaussian free fielddeterminantal point processesuniform spanning treeone-dimensional diffusion processesVervaat's transformationcontinuous state branching processes with immigrationWilson's algorithmloop-soupDynkin's isomorphismPoisson ensembles of Markov loops

Mathematics Subject Classification ID

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

Cited In (9)

• On the structure and phase transitions of power-law Poissonian ensembles
• Markovian loop clusters
• Markov loops, coverings and fields
• A note on \(\alpha\)-permanent and loop soup
• Transition path properties for one-dimensional systems driven by Poisson white noise
• Inverting Ray-Knight identities on trees
• On clusters of Brownian loops in \(d\) dimensions
• Isomorphisms of \(\beta\)-Dyson's Brownian motion with Brownian local time
• Path decompositions of perturbed reflecting Brownian motions

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