Symmetry Groups and Translation Invariant Representations of Markov Processes
Glover, Joseph
Ann. Probab., Tome 19 (1991) no. 4, p. 562-586 / Harvested from Project Euclid
The symmetry groups of the potential theory of a Markov process $X_t$ are used to introduce new algebraic and topological structures on the state space and the process. For example, let $G$ be the collection of bijections $\varphi$ on $E$ which preserve the collection of excessive functions. Assume there is a transitive subgroup $H$ of the symmetry group $G$ such that the only map $\varphi \in H$ fixing a point $e \in E$ is the identity map on $E$. There is a bijection $\Psi: E \rightarrow H$ so that the algebraic structure of $H$ can be carried to $E$, making $E$ into a group. If there is a left quasi-invariant measure on $E$, then there is a topology on $E$ making $E$ into a locally compact second countable metric group. There is also a time change $\tau(t)$ of $X_t$ such that $X_{\tau(t)}$ is a translation invariant process on $E$ and $X_{\tau(t)}$ is right-continuous with left limits in the new topology.
Publié le : 1991-04-14
Classification:  Markov process,  potential theory,  topological groups,  Lie groups,  60J25
@article{1176990441,
     author = {Glover, Joseph},
     title = {Symmetry Groups and Translation Invariant Representations of Markov Processes},
     journal = {Ann. Probab.},
     volume = {19},
     number = {4},
     year = {1991},
     pages = { 562-586},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176990441}
}
Glover, Joseph. Symmetry Groups and Translation Invariant Representations of Markov Processes. Ann. Probab., Tome 19 (1991) no. 4, pp.  562-586. http://gdmltest.u-ga.fr/item/1176990441/