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We consider the loop soup at intensity ${1\over 2}$ conditioned on having local time $0$ on a set of vertices with positive occupation field in their vicinities. We give a relation between this loop soup and the usual loop soup conditioned…

Probability · Mathematics 2020-09-14 Elie Aidekon

Loop measures and their associated loop soups are generally viewed as arising from finite state Markov chains. We generalize several results to loop measures arising from potentially complex edge weights. We discuss two applications:…

Probability · Mathematics 2014-06-26 Gregory F. Lawler , Jacob Perlman

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…

Probability · Mathematics 2014-01-13 P. J. Fitzsimmons , Jay Rosen

Since the work of Lawler and Werner on "loop soups", these ensembles have also been the object of many investigations. Their properties can be studied in the context of rather general Markov processes, in particular Markov chains on graphs.…

Probability · Mathematics 2017-07-26 Yves Le Jan

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…

Probability · Mathematics 2014-02-06 Yinshan Chang , Yves Le Jan

For random collections of self-avoiding loops in two-dimensional domains, we define a simple and natural conformal restriction property that is conjecturally satisfied by the scaling limits of interfaces in models from statistical physics.…

Probability · Mathematics 2017-07-18 Scott Sheffield , Wendelin Werner

Lupu introduced a coupling between a random walk loop-soup and a Gaussian free field, where the sign of the field is constant on each cluster of loops. This coupling is a signed version of isomorphism theorems relating the square of the GFF…

Probability · Mathematics 2020-06-11 Titus Lupu , Christophe Sabot , Pierre Tarrès

The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant "additivity" properties: (i) existence of a…

Data Analysis, Statistics and Probability · Physics 2013-11-12 A. N. Gorban , P. A. Gorban , G. Judge

A symmetric Lorenz map is obtain by ``flipping'' one of the two branches of a symmetric unimodal map. We use this to derive a Sharkovsky-like theorem for symmetric Lorenz maps, and also to find cases where the unimodal map restricted to the…

Dynamical Systems · Mathematics 2019-10-09 Ana Anušić , Henk Bruin , Jernej Činč

The critical two-dimensional Brownian loop-soup is an infinite collection of non-interacting Brownian loops in a planar domain that possesses some combinatorial features related to the notion of indistinguishability of bosons. The properly…

Probability · Mathematics 2025-08-01 Matthis Lehmkuehler , Wei Qian , Wendelin Werner

We study Markov multi-maps of the interval from the point of view of topological dynamics. Specifically, we investigate whether they have various properties, including topological transitivity, topological mixing, dense periodic points, and…

Dynamical Systems · Mathematics 2021-09-17 James P. Kelly , Kevin McGoff

In this review-type paper written at the occasion of the Oberwolfach workshop {\em One-sided vs. Two-sided stochastic processes} (february 22-29, 2020), we discuss and compare Markov properties and generalisations thereof in more…

Probability · Mathematics 2020-12-01 Aernout van Enter , Arnaud Le Ny , Frédéric Paccaut

We define and study a set of operators that compute statistical properties of the Brownian Loop Soup, a conformally invariant gas of random Brownian loops (Brownian paths constrained to begin and end at the same point) in two dimensions. We…

Mathematical Physics · Physics 2016-01-20 Federico Camia , Alberto Gandolfi , Matthew Kleban

We derive a stochastic representation for determinants of Laplace-type operators on vectors bundles over manifolds. Namely, inverse powers of those determinants are written as the expectation of a product of holonomies defined over Brownian…

Probability · Mathematics 2024-12-02 Pierre Perruchaud , Isao Sauzedde

We prove that the convergence of the real and imaginary parts of the logarithm of the characteristic polynomial of unitary Brownian motion toward Gaussian free fields on the cylinder, as the matrix dimension goes to infinity, holds in…

Probability · Mathematics 2022-12-05 Johannes Forkel , Isao Sauzedde

It is shown that a Banach space admits an equivalent norm whose modulus of uniform convexity has power-type p if and only if it is Markov p-convex. Counterexamples are constructed to natural questions related to isomorphic uniform convexity…

Metric Geometry · Mathematics 2012-12-03 Manor Mendel , Assaf Naor

We show that the scaling limit of the random walk loop soup on suitable planar graphs is the Brownian loop soup, under a topology on multisets of unrooted, unparameterized, and macroscopic loops. The result holds assuming only convergence…

Probability · Mathematics 2026-03-16 Yihao Pang

Phylogenetic trees constitute an interesting class of objects for stochastic processes due to the non-standard nature of the space they inhabit. In particular, many statistical applications require the construction of Markov processes on…

Probability · Mathematics 2024-10-24 Rodrigo B. Alves , Yuri F. Saporito , Luiz M. Carvalho

We study spin systems defined by the winding of a random walk loop soup. For a particular choice of loop soup intensity, we show that the corresponding spin system is reflection-positive and is dual, in the Kramers-Wannier sense, to the…

Mathematical Physics · Physics 2018-11-14 Tim van de Brug , Federico Camia , Marcin Lis

In this paper, we study Markovian random iterations of maps on standard measurable spaces. We establish a one-to-one correspondence between stationary measures and a certain class of invariant measures of a Markovian random iteration,…

Dynamical Systems · Mathematics 2019-06-07 Edgar Matias
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