Markov Paths, Loops and Fields: École d'Été de Probabilités de Saint-Flour XXXVIII - 2008 (Lecture Notes in Mathematics)

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9783642212154: Markov Paths, Loops and Fields: École d'Été de Probabilités de Saint-Flour XXXVIII - 2008 (Lecture Notes in Mathematics)
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Based on lecture notes, this book explores relations between Markovian path and loop measures, the Poissonian ensembles of loops they determine, their occupation fields, uniform spanning trees, determinants and Gaussian Markov fields such as the fre field.

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The purpose of these notes is to explore some simple relations between Markovian path and loop measures, the Poissonian ensembles of loops they determine, their occupation fields, uniform spanning trees, determinants, and Gaussian Markov fields such as the free field. These relations are first studied in complete generality for the finite discrete setting, then partly generalized to specific examples in infinite and continuous spaces.

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