Around Tsirelson's equation, or: the evolution process may not explain everything

DOI10.1214/15-PS256MaRDI QIDQ491374zbMATH OpenOpenAlexWikidataFDO

Authors Kouji Yano, Marc Yor

Publication date 25 August 2015

Published in Probability Surveys (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0906.3442, https://projecteuclid.org/euclid.ps/1437497795

zbMATH Keywords

Markov chainstrong solutionuniqueness in lawevolution processTsirelson's equationextremal points

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Generation, random and stochastic difference and differential equations (37H10) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Boundary theory for Markov processes (60J50)

Abstract: We present a synthesis of a number of developments which have been made around the celebrated Tsirelson's equation (1975), conveniently modified in the framework of a Markov chain taking values in a compact group $G$, and indexed by negative time. To illustrate, we discuss in detail the case of the one-dimensional torus $$.

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Cited in

(8)

• A nonclassical solution to a classical SDE and a converse to Kolmogorov's zero-one law
• Testing the finiteness of the support of a distribution: a statistical look at Tsirelson's equation
• Random walk in a finite directed graph subject to a road coloring
• Time evolution with and without remote past
• Realization of an ergodic Markov chain as a random walk subject to a synchronizing road coloring
• On the exchange of intersection and supremum of \({\sigma}\)-fields in filtering theory
• Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups
• Resolution of sigma-fields for multiparticle finite-state action evolutions with infinite past

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