Markov loops in discrete spaces

zbMATH Open1388.60136arXiv1402.1064MaRDI QIDQ4641986FDOQ4641986

Authors: Yinshan Chang, Yves Le Jan 

Publication date: 18 May 2018

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

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

Recommendations

• Markov paths, loops and fields. École d'Été de Probabilités de Saint-Flour XXXVIII -- 2008
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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)

Cites Work

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• Markov paths, loops and fields. École d'Été de Probabilités de Saint-Flour XXXVIII -- 2008
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• Markovian loop clusters on graphs
• Markov Chains
• Topics in occupation times and Gaussian free fields
• Large deviations for vector-valued Lévy processes
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Cited In (8)

• Markov loops, coverings and fields
• Markov loops and renormalization
• 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
• Markovian loop soups: permanental processes and isomorphism theorems
• On discrete loop signatures and Markov loops topology
• Markov loops, free field and Eulerian networks
• Discrete self-similar and ergodic Markov chains

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