Loop measures without transition probabilities

Pat Fitzsimmons; Yves Le Jan; Jay Rosen

doi:10.1007/978-3-319-18585-9_14

Loop measures without transition probabilities

Pat Fitzsimmons, Yves Le Jan, Jay Rosen

Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

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 language	English (US)
Pages (from-to)	299-320
Number of pages	22
Journal	Lecture Notes in Mathematics
Volume	2137
DOIs	https://doi.org/10.1007/978-3-319-18585-9_14
State	Published - 2015

ASJC Scopus subject areas

Algebra and Number Theory

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title = "Loop measures without transition probabilities",

abstract = "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.",

author = "Pat Fitzsimmons and Jan, {Yves Le} and Jay Rosen",

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AU - Jan, Yves Le

AU - Rosen, Jay

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N2 - 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.

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JO - Lecture Notes in Mathematics

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Loop measures without transition probabilities

Abstract

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