Markov Paths, Loops and Fields

École d'Été de Probabilités de Saint-Flour XXXVIII – 2008

Yves Le Jan author

Format:Paperback

Publisher:Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Published:6th Jul '11

Should be back in stock very soon

Markov Paths, Loops and Fields cover

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

Dimensions: unknown

Weight: unknown

124 pages