SYMMETRY GROUPS OF MARKOV-PROCESSES

被引：13

作者：

LIAO, M

机构：

来源：

ANNALS OF PROBABILITY | 1992年 / 20卷 / 02期

关键词：

MARKOV PROCESSES; SYMMETRY GROUPS; INVARIANCE GROUPS; INVARIANT PROCESSES; DIFFUSION PROCESSES; RIEMANNIAN METRICS AND LAPLACIANS;

D O I：

10.1214/aop/1176989791

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：

We prove that if G is a subgroup of the (time-change) symmetry group of a Markov process X(t) which is transitive and has a compact isotropy subgroup, then after a time change, X(t) becomes G-invariant. The symmetry groups of diffusion processes are discussed in more detail. We show that if the generator of X(t) is the Laplacian with respect to the intrinsic metric, then X(t) has the best invariance property.

引用

页码：563 / 578

页数：16

共 50 条

[1] SYMMETRY GROUPS AND TRANSLATION INVARIANT REPRESENTATIONS OF MARKOV-PROCESSES
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[J]. ANNALS OF PROBABILITY, 1991, 19 (02): : 562 - 586
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[8] RELAXED MARKOV-PROCESSES
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[10] ON AGGREGATED MARKOV-PROCESSES
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