Thursday, 01 May, 2014
SPEAKER: Prof. Jay Rosen, CUNY
Title: Loop measures and loop soups
Abstract: We introduce loop measures and loop soups for general Markov processes. We study their properties and show how this leads to an easy and intuitive proof of Dynkin's isomorphism theorem for symmetric Markov processes.
In fact, we obtain an analogue for non-symmetric Markov processes where the role of a Gaussian process is taken by a permanental process. These are defined and studied. Many open problems are also discussed.