A combinatorial representation for the invariant measure of diffusion processes on metric graphs
Abstract
We give a generalization to a continuous setting of the classic Markov chain tree Theorem. In particular, we consider an irreducible diffusion process on a metric graph. The unique invariant measure has an atomic component on the vertices and an absolutely continuous part on the edges. We show that the corresponding density at can be represented by a normalized superposition of the weights associated to metric arborescences oriented toward the point . The weight of each oriented metric arborescence is obtained by the exponential of integrals of the form along the oriented edges time a weight for each node determined by the local orientation of the arborescence around the node time the inverse of the diffusion coefficient at . The metric arborescences are obtained cutting the original metric graph along some edges.
Cite
@article{arxiv.2002.00654,
title = {A combinatorial representation for the invariant measure of diffusion processes on metric graphs},
author = {Michele Aleandri and Matteo Colangeli and Davide Gabrielli},
journal= {arXiv preprint arXiv:2002.00654},
year = {2020}
}
Comments
24 pages, 5 figures