Loop Measures Without Transition Probabilities

  • Pat Fitzsimmons
  • Yves Le Jan
  • Jay Rosen
Part of the Lecture Notes in Mathematics book series (LNM, volume 2137)


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.



Research of J. Rosen was partially supported by grants from the National Science Foundation and PSC CUNY.


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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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