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Markov Paths, Loops and Fields: École d'Été de Probabilités de Saint-Flour XXXVIII - 2008

Markov Paths, Loops and Fields: École d'Été de Probabilités de Saint-Flour XXXVIII - 2008

Paperback

General MathematicsProbability & Statistics

ISBN10: 3642212158
ISBN13: 9783642212154
Publisher: Springer
Published: Jul 6 2011
Pages: 124
Weight: 0.40
Height: 0.30 Width: 6.10 Depth: 9.00
Language: English
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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Probability & Statistics