Loop Measures Without Transition Probabilities

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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Copyright information

© Springer International Publishing Switzerland 2015

Authors and Affiliations

  1. 1.Department of MathematicsUniversity of California, San DiegoLa JollaUSA
  2. 2.Equipe Probabilités et StatistiquesUniversité Paris-SudOrsay CedexFrance
  3. 3.Department of MathematicsCollege of Staten Island, CUNYStaten IslandUSA

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