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arXiv 1302.3773math.PR
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一维扩散环的Poisson系综

Poisson ensembles of loops of one-dimensional diffusions

Titus Lupu

摘要:

我们研究的模拟泊松合奏的马尔可夫环('循环汤')的设置中的一维扩散。我们给出了相应的强度测度的详细描述。这种措施循环的性质导致我们的扩展Vervaat的桥梁,以游览变换,涉及桥梁的条件下,他们的最小值和游览的所有扩散,我们认为,而不仅仅是布朗运动。此外,我们描述的泊松点过程的循环,他们的占领领域,并解释如何使用二维马尔可夫过程的抽样这些泊松合奏的循环。最后,通过Wilson的Poisson环系综算法,在对偶直线上引入了一对交织的决定点过程,并研究了这些决定点过程的性质。

英文摘要:

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 to an extension of Vervaat's bridge-to-excursion transformation that relates the bridges conditioned by their minimum and the excursions of all the diffusion we consider and not just the Brownian motion. Further we describe the Poisson point process of loops, their occupation fields and explain how to sample these Poisson ensembles of loops using two-dimensional Markov processes. Finally we introduce a couple of interwoven determinantal point processes on the line which is a dual through Wilson's algorithm of Poisson ensembles of loops and study the properties of these determinantal point processes.

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