Back to Search Start Over

Complex intertwinings and quantification of discrete free motions.

Authors :
Miclo, Laurent
Source :
ESAIM: Probability & Statistics. 2019, Vol. 23, p409-429. 21p.
Publication Year :
2019

Abstract

The traditional quantification of free motions on Euclidean spaces into the Laplacian is revisited as a complex intertwining obtained through Doob transforms with respect to complex eigenvectors. This approach can be applied to free motions on finitely generated discrete Abelian groups: ℤm, with m ∈ ℕ, finite tori and their products. It leads to a proposition of Markov quantification. It is a first attempt to give a probability-oriented interpretation of exp(ξL), when L is a (finite) Markov generator and ξ is a complex number of modulus 1. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
12928100
Volume :
23
Database :
Academic Search Index
Journal :
ESAIM: Probability & Statistics
Publication Type :
Academic Journal
Accession number :
141415456
Full Text :
https://doi.org/10.1051/ps/2018020