English

Transfer Operators, Induced Probability Spaces, and Random Walk Models

Functional Analysis 2015-10-20 v1

Abstract

We study a family of discrete-time random-walk models. The starting point is a fixed generalized transfer operator RR subject to a set of axioms, and a given endomorphism in a compact Hausdorff space XX. 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 (h,λ)\left(h,\lambda\right), where hh is an RR-harmonic function on XX, and λ\lambda is a given positive measure on XX subject to a certain invariance condition defined from RR. With this we show that there are then discrete-time random-walk realizations in explicit path-space models; each associated to a probability measures P\mathbb{P} on path-space, in such a way that the initial data allows for spectral characterization: The initial endomorphism in XX lifts to an automorphism in path-space with the probability measure P\mathbb{P} quasi-invariant with respect to a shift automorphism. The latter takes the form of explicit multi-resolutions in L2L^{2} of P\mathbb{P} in the sense of Lax-Phillips scattering theory.

Keywords

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}
}
R2 v1 2026-06-22T11:23:50.489Z