Loop measures without transition probabilities

Pat Fitzsimmons, Yves Le Jan, Jay Rosen

Research output: Contribution to journalArticlepeer-review


The goal of this paper is to define and study loop measures for Markov processes without transition densities. In particular, we prove the shift invariance of the based loop measure.

Original languageEnglish (US)
Pages (from-to)299-320
Number of pages22
JournalLecture Notes in Mathematics
StatePublished - 2015

ASJC Scopus subject areas

  • Algebra and Number Theory


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