Related papers: Lectures on Isomorphism Theorems
Dynkin's (Bull. Amer. Math. Soc. 3 (1980) 975-999) seminal work associates a multidimensional transient symmetric Markov process with a multidimensional Gaussian random field. This association, known as Dynkin's isomorphism, has profoundly…
We construct loop soups for general Markov processes without transition densities and show that the associated permanental process is equal in distribution to the loop soup local time. This is used to establish isomorphism theorems…
The classical isomorphism theorems for reversible Markov chains have played an important role in studying the properties of local time processes of strongly symmetric Markov processes~\cite{mr06}, bounding the cover time of a graph by a…
The purpose of this note is to extend Dynkin's isomorphim involving functionals of the occupation field of a symmetric Markov processes and of the associated Gaussian field to a suitable class of non symmetric Markov processes.
The classical random walk isomorphism theorems relate the local times of a continuous-time random walk to the square of a Gaussian free field. A Gaussian free field is a spin system that takes values in Euclidean space, and this article…
These are lecture notes on the subject defined in the title. As such, they do not pretend to be really new, probably except for the only section about Poisson equations with potentials. Yet, the hope of the author is that they may serve as…
The Dynkin isomorphism associates a Gaussian field to a Markov chain. These Gaussian fields can be used as priors for prediction and time series analysis. Dynkin's construction gives Gaussian fields with all non-negative covariances. We…
These are lecture notes for a 4h mini-course held in Toulouse, May 9-12th, at the thematic school on "Quantum topology and geometry". The goal of these lectures is to (a) explain some incarnations, in the last ten years, of the idea of…
Several stochastic processes related to transient L\'evy processes with potential densities $u(x,y)=u(y-x)$, that need not be symmetric nor bounded on the diagonal, are defined and studied. They are real valued processes on a space of…
This is lecture notes on the course "Stochastic Processes". In this format, the course was taught in the spring semesters 2017 and 2018 for third-year bachelor students of the Department of Control and Applied Mathematics, School of Applied…
These notes accompany a series of three lectures on automorphic loops to be delivered by the author at Workshops Loops '15 (Ohrid, Macedonia, 2015). Automorphic loops are loops in which all inner mappings are automorphisms. The first paper…
This is the write-up of the talk I gave at the 23rd International Symposium on Mathematical Programming (ISMP) in Bordeaux, France, July 6th, 2018. The talk was a general overview of the state of the art of time-varying, mainly convex,…
We prove generalizations of the first and second Ray-Knight theorems, for a large class of non-symmetric strong Markov processes. These results link the local times of the Markov process with the squares of associated Gaussian processes.…
The main topic of these notes are Markov loops, studied in the context of continuous time Markov chains on discrete state spaces. We refer to [1] and [2] for the short "history" of the subject. In contrast with these references, symmetry is…
These are notes for a mini-course of 3 lectures given at the St. Petersburg School in Probability and Statistical Physics (June 2012). My aim was to explain, on the example of a particular model, how ideas from the representation theory of…
In this paper we develop the theory of {\it polymorphisms} of measure spaces, which is a generalization of the theory of measure-preserving transformations; we describe the main notions and discuss relations to the theory of Markov…
These are expanded notes from lectures given at the \'{E}tats de la Recherche workshop on "Derived algebraic geometry and interactions". These notes serve as an introduction to the emerging theory of Poisson structures on derived stacks.
We consider continuous-time random interlacements on a transient weighted graph. We prove an identity in law relating the field of occupation times of random interlacements at level u to the Gaussian free field on the weighted graph. This…
It's important to design polynomial time algorithms to test if two graphs are isomorphic at least for some special classes of graphs. An approach to this was presented by Eugene M. Luks(1981) in the work \textit{Isomorphism of Graphs of…
We define renormalized intersection local times for random interlacements of L\'evy processes in R^{d} and prove an isomorphism theorem relating renormalized intersection local times with associated Wick polynomials.