Markov Paths, Loops and Fields : Ecole d'Ete de Probabilites de Saint-Flour XXXVIII – 2008
by
Yves Le Jan
Book Details
Format
Paperback / softback
Book Series
Lecture Notes in Mathematics
ISBN-10
3642212158
ISBN-13
9783642212154
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Jul 6th, 2011
Print length
124 Pages
Product Classification:
Probability & statisticsProbability and statisticsStochastics
KSh 5,750.00
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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.
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.
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