REVIEW 1 cited by
Poisson ensembles of loops of one-dimensional diffusions
Not yet reviewed by Pith; the record is open.
This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.
SPECIMEN: schema-true, not a live event
T0 review · schema-true
One-sentence machine reading of the paper's core claim.
pith:XXXXXXXX · record.json · timestamp
Signed reviews
read the original abstract
We study the analogue of Poisson ensembles of Markov loops ('loop soups') in the setting of one-dimensional diffusions. We give a detailed description of the corresponding intensity measure. The properties of this measure on loops lead us to an extension of Vervaat's bridge-to-excursion transformation that relates the bridges conditioned by their minimum and the excursions of all the diffusion we consider and not just the Brownian motion. Further we describe the Poisson point process of loops, their occupation fields and explain how to sample these Poisson ensembles of loops using two-dimensional Markov processes. Finally we introduce a couple of interwoven determinantal point processes on the line which is a dual through Wilson's algorithm of Poisson ensembles of loops and study the properties of these determinantal point processes.
Forward citations
Cited by 1 Pith paper
-
Loop clusters on complete graphs
In the loop soup on the complete graph K_n, the number of clusters of size d converges to a mixed Poisson law with mixing variable exp(-dZ/κ), and clusters larger than n^{1-ε} appear almost surely.
Discussion (0). Continue with ORCID to comment.