Markov loops in discrete spaces

MaRDI QIDQ4641986zbMATH OpenFDO

Authors Yinshan Chang, Yves Le Jan

Publication date 18 May 2018

Full work available at URL https://arxiv.org/abs/1402.1064

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Continuous-time Markov processes on discrete state spaces (60J27) Local time and additive functionals (60J55)

Abstract: The main topic of these notes are Markov loops, studied in the context of continuous time Markov chains on discrete state spaces. We refer to [1] and [2] for the short "history" of the subject. In contrast with these references, symmetry is not assumed, and more attention is given to the infinite case. All results are presented in terms of the semigroup generator. In comparison with [1], some delicate proofs are given in more details or with a better method. We focus mostly on properties of the (multi)occupation field but also included some results about loop clusters (see [3] in the symmetric context) and spanning trees. [1] Markov paths, loops and fields, by Yves Le Jan, Lecture Notes in Mathematics, vol. 2026, Springer, Heidelberg, 2011 [2] Topics in occupation times and Gaussian free fields, by Alain-Sol Sznitman, Zurich Lectures in Advanced Mathematics, European Mathematical Society (EMS), Z"urich, 2012 [3] Markovian loop clusters on graphs, by Yves Le Jan and Sophie Lemaire, Preprint, arxiv:1211.0300 [math.PR], 2012

Recommendations

• Markov paths, loops and fields. École d'Été de Probabilités de Saint-Flour XXXVIII -- 2008
• The Markov property of the occupation time for discrete Markov processes
• Markov loops and renormalization
• Markovian loop clusters on graphs
• Markovian loop clusters

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Cited in

(8)

• Markov loops, free field and Eulerian networks
• Markov loops and renormalization
• On discrete loop signatures and Markov loops topology
• Discrete self-similar and ergodic Markov chains
• Markov paths, loops and fields. École d'Été de Probabilités de Saint-Flour XXXVIII -- 2008
• Multi-occupation field generates the Borel-sigma-field of loops
• Markov loops, coverings and fields
• Markovian loop soups: permanental processes and isomorphism theorems

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