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2015 | OriginalPaper | Chapter

Loop Measures Without Transition Probabilities

Authors : Pat Fitzsimmons, Yves Le Jan, Jay Rosen

Published in: In Memoriam Marc Yor - Séminaire de Probabilités XLVII

Publisher: Springer International Publishing

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Abstract

The goal of this paper is to define and study loop measures for Markov processes without transition densities. In particular, we prove the shift invariance of the based loop measure.

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previous chapter On σ-Finite Measures Related to the Martin Boundary of Recurrent Markov Chains

next chapter The Joint Law of the Extrema, Final Value and Signature of a Stopped Random Walk

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Title: Loop Measures Without Transition Probabilities
Authors: Pat Fitzsimmons
Yves Le Jan
Jay Rosen
Publisher: Springer International Publishing
Book: In Memoriam Marc Yor - Séminaire de Probabilités XLVII
Print ISBN: 978-3-319-18584-2

Electronic ISBN: 978-3-319-18585-9

Copyright Year: 2015
DOI: https://doi.org/10.1007/978-3-319-18585-9_14