Markov paths, loops and fields: école d'Été de Probabilités de Saint-Flour XXXVIII-2008 / Yves Le Jan

Collectivité principale: école d'été de probabilités de Saint-Flour, 38, Saint-Flour (2008) Co-auteur: Le Jan, Yves (1952-) - AuteurType de document: CongrèsCollection: Lecture notes in mathematics, école d'été de probabilités de Saint-Flour ; 2026Langue: anglaisPays: AllemagneÉditeur: Berlin : Springer, 2011Description: 1 vol. (VIII-124 p.) : fig. ; 24 cm ISBN: 9783642212154 ; br. ISSN: 0075-8434Résumé: 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 free 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. (Source : 4ème de couverture).Bibliographie: Bibliogr. p. 115-117. Index. Sujets MSC: 60-02 Probability theory and stochastic processes -- Research exposition (monographs, survey articles)
35Rxx Partial differential equations -- Miscellaneous topics
90C90 Operations research, mathematical programming -- Mathematical programming -- Applications of mathematical programming
En-ligne: Springerlink

Bibliogr. p. 115-117. Index

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 free 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. (Source : 4ème de couverture)

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