Loop measures without transition probabilities
Pat Fitzsimmons, Yves Le Jan (LM-Orsay), Jay Rosen
TL;DR
This paper introduces a method to construct Markov loop measures without relying on the existence of transition probability densities, broadening the applicability of such measures.
Contribution
It presents a novel approach to defining Markov loop measures without the need for transition densities, extending theoretical foundations.
Findings
Established a new construction method for loop measures
Removed the requirement of transition densities
Expanded applicability of Markov loop measures
Abstract
We construct Markov loop measures without assuming the existence of densities for transition probabilities.
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Taxonomy
TopicsMarkov Chains and Monte Carlo Methods · Probability and Risk Models · Advanced Queuing Theory Analysis