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: ℤ$$, 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.
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DOI : 10.1051/ps/2018020
Keywords: Quantification, free motion, Markov process, Doob transform, intertwining
Miclo, Laurent 1
@article{PS_2019__23__409_0,
author = {Miclo, Laurent},
title = {Complex intertwinings and quantification of discrete free motions},
journal = {ESAIM: Probability and Statistics},
pages = {409--429},
year = {2019},
publisher = {EDP Sciences},
volume = {23},
doi = {10.1051/ps/2018020},
zbl = {1420.81011},
mrnumber = {3980426},
language = {en},
url = {https://www.numdam.org/articles/10.1051/ps/2018020/}
}
TY - JOUR AU - Miclo, Laurent TI - Complex intertwinings and quantification of discrete free motions JO - ESAIM: Probability and Statistics PY - 2019 SP - 409 EP - 429 VL - 23 PB - EDP Sciences UR - https://www.numdam.org/articles/10.1051/ps/2018020/ DO - 10.1051/ps/2018020 LA - en ID - PS_2019__23__409_0 ER -
Miclo, Laurent. Complex intertwinings and quantification of discrete free motions. ESAIM: Probability and Statistics, Tome 23 (2019), pp. 409-429. doi: 10.1051/ps/2018020
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