相关论文: Markov loops and renormalization

We study the loop clusters induced by Poissonian ensembles of Markov loops on a finite or countable graph (Markov loops can be viewed as excursions of Markov chains with a random starting point, up to re-rooting). Poissonian ensembles are…

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.

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.

Poissonian ensembles of Markov loops on a finite graph define a random graph process in which the addition of a loop can merge more than two connected components. We study Markov loops on the complete graph derived from a simple random walk…

We study the chaos decomposition of self-intersection local times and their regularization, with a particular view towards Varadhan's renormalization for the planar Edwards model.

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,…

In this paper we will examine the derivative of intersection local time of Brownian motion and symmetric stable processes in $R^2$. These processes do not exist when defined in the canonical way. The purpose of this paper is to exhibit the…

We investigate random Eulerian networks defined by Markov loops and the associated fields, flows and maps.

We investigate random partitions of complete graphs defined by Poissonian emsembles of Markov loops

Covariance of the one-loop renormalization group equations with respect to Poisson-Lie T-plurality of sigma models is discussed. The role of ambiguities in renormalization group equations of Poisson-Lie sigma models with truncated matrices…

Markov random fields are used to model high dimensional distributions in a number of applied areas. Much recent interest has been devoted to the reconstruction of the dependency structure from independent samples from the Markov random…

We give a short overview of the renormalization properties of rectangular Wilson loops, the Polyakov loop correlator and the cyclic Wilson loop. We then discuss how to renormalize loops with more than one intersection, using the simplest…

We study Markov processes conditioned so that their local time must grow slower than a prescribed function. Building upon recent work on Brownian motion with constrained local time in [5] and [33], we study transience and recurrence for a…

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…

We aim at an explicit characterization of the renormalized Hamiltonian after decimation transformation of a one-dimensional Ising-type Hamiltonian with a nearest-neighbor interaction and a magnetic field term. To facilitate a deeper…

This article shows how coupled Markov chains that meet exactly after a random number of iterations can be used to generate unbiased estimators of the solutions of the Poisson equation. Through this connection, we re-derive known unbiased…

In this paper, we investigate the properties of recurrent planar Markov random walks. More precisely, we study the set of recurrent points with the use of local limit theorems. The Nagaev-Guivarc'h spectral method provides several examples…

Through chaos decomposition we improve the Varadhan estimate for the rate of convergence of the centered approximate self-intersection local time of planar Brownian motion.

Under continuity and recurrence assumptions, we prove that the iteration of successive partial symmetrizations that form a time-homogeneous Markov process, converges to a symmetrization. We cover several settings, including the…

In this article we calculate the third and fourth moment of the renormalized intersection local time of a planar Brownian motion. The third moment is calculated anlaytically, the fourth moment numerically. For the closed planar random walk…