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Markov Paths, Loops and Fields
Yves Le Jan
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Description for Markov Paths, Loops and Fields
Paperback. Based on lecture notes, this book explores 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. Series: Lecture Notes in Mathematics / Aecole D'Aete De Probabilites De Saint-Flour. Num Pages: 132 pages, 9 black & white illustrations, biography. BIC Classification: PBT; PBWL. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 8. Weight in Grams: 299.
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.
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.
Product Details
Format
Paperback
Publication date
2011
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
132
Condition
New
Series
Lecture Notes in Mathematics / Aecole D'Aete De Probabilites De Saint-Flour
Number of Pages
124
Place of Publication
Berlin, Germany
ISBN
9783642212154
SKU
V9783642212154
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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