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Yves Le Jan
Markov Paths, Loops and Fields [PDF ebook]
Ecole d’Ete de Probabilites de Saint-Flour XXXVIII – 2008

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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. 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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Bahasa Inggeris ● Format PDF ● ISBN 9783642212161 ● Penerbit Springer Berlin Heidelberg ● Diterbitkan 2011 ● Muat turun 3 kali ● Mata wang EUR ● ID 6322397 ● Salin perlindungan Adobe DRM

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