Transfer Operators, Induced Probability Spaces, and Random Walk Models
Abstract
We study a family of discrete-time random-walk models. The starting point is a fixed generalized transfer operator subject to a set of axioms, and a given endomorphism in a compact Hausdorff space . Our setup includes a host of models from applied dynamical systems, and it leads to general path-space probability realizations of the initial transfer operator. The analytic data in our construction is a pair , where is an -harmonic function on , and is a given positive measure on subject to a certain invariance condition defined from . With this we show that there are then discrete-time random-walk realizations in explicit path-space models; each associated to a probability measures on path-space, in such a way that the initial data allows for spectral characterization: The initial endomorphism in lifts to an automorphism in path-space with the probability measure quasi-invariant with respect to a shift automorphism. The latter takes the form of explicit multi-resolutions in of in the sense of Lax-Phillips scattering theory.
Cite
@article{arxiv.1510.05573,
title = {Transfer Operators, Induced Probability Spaces, and Random Walk Models},
author = {Palle Jorgensen and Feng Tian},
journal= {arXiv preprint arXiv:1510.05573},
year = {2015}
}