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Consider a sequence of Poisson point processes of non-trivial loops with certain intensity measures $(\mu^{(n)})_n$, where each $\mu^{(n)}$ is explicitly determined by transition probabilities $p^{(n)}$ of a random walk on a finite state…

Probability · Mathematics 2025-06-23 Yinshan Chang

We study vertex-like operators built from the Brownian loop soup in the limit as the loop soup intensity tends to infinity. More precisely, following Camia, Gandolfi and Kleban (Nuclear Physics B 902, 2016), we take a Brownian loop soup in…

Probability · Mathematics 2021-01-01 Federico Camia , Alberto Gandolfi , Giovanni Peccati , Tulasi Ram Reddy

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

The main aim of the present set of notes is to give new, short and essentially self-contained proofs of some classical, as well as more recent, results about random walks on groups. For instance, we shall see that the drift characterization…

Dynamical Systems · Mathematics 2014-07-08 Michael Björklund

The usual random walk on a group (homogeneous both in time and in space) is determined by a probability measure on the group. In a random walk with random transition probabilities this single measure is replaced with a stationary sequence…

Probability · Mathematics 2007-05-23 Vadim A. Kaimanovich , Yuri Kifer , Ben-Zion Rubshtein

We describe a new construction of a family of measures on a group with the same Poisson boundary. Our approach is based on applying Markov stopping times to an extension of the original random walk.

Probability · Mathematics 2012-09-20 Behrang Forghani

The Brownian loop soup introduced in Lawler and Werner (2004) is a Poissonian realization from a sigma-finite measure on unrooted loops. This measure satisfies both conformal invariance and a restriction property. In this paper, we define a…

Probability · Mathematics 2007-05-23 Gregory F. Lawler , José A. Trujillo Ferreras

The aim of this note is to give an alternative construction of interlacements - as introduced by Sznitman - which makes use of classical probabilistic potential theory. In particular, we outline that the intensity measure of an…

Probability · Mathematics 2015-01-06 Steffen Dereich , Leif Doering

We compute the limiting measure for the Feynman loop representation of the Bose gas for a non mean-field energy. As predicted in previous works, for high densities the limiting measure gives positive weight to random interlacements,…

Probability · Mathematics 2024-02-15 Matthew Dickson , Quirin Vogel

We describe a measurement device principle based on discrete iterations of Bayesian updating of system state probability distributions. Although purely classical by nature, these measurements are accompanied with a progressive collapse of…

Mathematical Physics · Physics 2015-06-11 Michel Bauer , Denis Bernard , Tristan Benoist

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

Density correlations unambiguously reveal the quantum nature of matter. Here, we study correlations between measurements of density in cold-atom clouds at different times at one position, and also at two separated positions. We take into…

Quantum Gases · Physics 2015-03-16 M. Kohnen , R. A. Nyman

This paper deals with random walks on isometry groups of Gromov hyperbolic spaces, and more precisely with the dimension of the harmonic measure $\nu$ associated with such a random walk. We first establish a link of the form $\dim \nu \leq…

Dynamical Systems · Mathematics 2007-05-23 Vincent Le Prince

We define two families of Poissonian soups of bidirectional trajectories on $\mathbb{Z}^2$, which can be seen to adequately describe the local picture of the trace left by a random walk on the two-dimensional torus $(\mathbb{Z}/N…

Probability · Mathematics 2017-05-05 Pierre-François Rodriguez

We introduce a new perspective on positive continuous additive functionals (PCAFs) of Markov processes, which we call space--time occupation measures (STOMs). This notion provides a natural generalization of classical occupation times and…

Probability · Mathematics 2025-10-24 Ryoichiro Noda

In this paper, we define random quasi-periodic paths for random dynamical systems and quasi-periodic measures for Markovian semigroups. We give a sufficient condition for the existence and uniqueness of random quasi-periodic paths and…

Probability · Mathematics 2021-03-19 Chunrong Feng , Baoyou Qu , Huaizhong Zhao

The goal of this article is two-fold: in a first part, we prove Azuma-Hoeffding type concentration inequalities around the drift for the displacement of non-elementary random walks on hyperbolic spaces. For a proper hyperbolic space $M$, we…

Probability · Mathematics 2022-02-07 Richard Aoun , Cagri Sert

We study the analogue of Poisson ensembles of Markov loops ('loop soups') in the setting of one-dimensional diffusions. We give a detailed description of the corresponding intensity measure. The properties of this measure on loops lead us…

Probability · Mathematics 2020-06-11 Titus Lupu

The asymptotic behavior of an extended family of integral geometric random functionals, including spatiotemporal Minkowski functionals under moving levels, is analyzed in this paper. Specifically, sojourn measures of spatiotemporal…

Probability · Mathematics 2025-02-17 N. N. Leonenko , M. D. Ruiz-Medina

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
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