Random walk loop soup

Preprint English OPEN
Lawler, Gregory F.; Ferreras, José A. Trujillo;
  • Subject: Mathematics - Probability
    arxiv: Mathematics::Probability

The Brownian loop soup introduced in Lawler and Werner (2004) is a Poissonian realization from a sigma-finite measure on unrooted loops. This measure satisfies both conformal invariance and a restriction property. In this paper, we define a random walk loop soup and sho... View more
  • References (3)

    [1] R. Bass (1995). Probabilistic Techniques in Analysis, Springer-Verlag.

    [2] J. Koml´os, P. Major, and G. Tusn´ady (1975). An approximation of partial sums of independent RV's and the sample DF. I., Z. Wahr. 32, 111-131.

    [3] G. Lawler and W. Werner (2004). The Brownian loop soup, Prob. Theor. Rel. Fields 128, 565-588.

  • Metrics
Share - Bookmark