The purpose of these notes is to explore some simple relations between Markovian path and loop measures, the Poissonian ensembles of loops they determine, their occupation fields, uniform spanning trees, determinants, and Gaussian Markov fields such as the fre field. These relations are first studied in complete generality for the finite discrete setting, then partly generalized to specific examples in infinite and continuous spaces.
ISBN: | 9783642212154 |
Publication date: | 6th July 2011 |
Author: | Y Le Jan, Ecole dété de probabilités de SaintFlour |
Publisher: | Springer an imprint of Springer Berlin Heidelberg |
Format: | Paperback |
Pagination: | 124 pages |
Series: | Lecture Notes in Mathematics |
Genres: |
Probability and statistics Stochastics Calculus and mathematical analysis |