Bridge mixtures of random walks on an Abelian group

被引:2
|
作者
Conforti, Giovanni [1 ,2 ]
Roelly, Sylvie [2 ]
机构
[1] Univ Padua, Dipartimento Matemat Pura & Applicata, Via Trieste 63, I-35121 Padua, Italy
[2] Univ Potsdam, Int Math, Am Neuen Palais 10, D-14469 Potsdam, Germany
关键词
random walk on Abelian group; reciprocal class; stochastic bridge; RECIPROCAL PROCESSES;
D O I
10.3150/15-BEJ783
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper, we characterize (mixtures of) bridges of a continuous time random walk with values in a countable Abelian group. Our main tool is a conditional version of Mecke's formula from the point process theory, which allows us to study, as transformation on the path space, the addition of random loops. Thanks to the lattice structure of the set of loops, we even obtain a sharp characterization. At the end, we discuss several examples to illustrate the richness of such random processes. We observe in particular how their structure depends on the algebraic properties of the underlying group.
引用
收藏
页码:1518 / 1537
页数:20
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