SYMMETRY GROUPS AND TRANSLATION INVARIANT REPRESENTATIONS OF MARKOV-PROCESSES

被引:8
|
作者
GLOVER, J
机构
来源
ANNALS OF PROBABILITY | 1991年 / 19卷 / 02期
关键词
D O I
10.1214/aop/1176990441
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
The symmetry groups of the potential theory of a Markov process X(t) are used to introduce new algebraic and topological structures on the state space and the process. For example, let G be the collection of bijections phi on E which preserve the collection of excessive functions. Assume there is a transitive subgroup H of the symmetry group G such that the only map phi-epsilon-H fixing a point e epsilon-E is the identity map on E. There is a bijection PSI: E --> H so that the algebraic structure of H can be carried to E, making E into a group. If there is a left quasi-invariant measure on E, then there is a topology on E making E into a locally compact second countable metric group. There is also a time change tau(t) of X(t) such that X-tau(t) is a translation invariant process on E and X-tau(t) is right-continuous with left limits in the new topology.
引用
收藏
页码:562 / 586
页数:25
相关论文
共 50 条