岡山大学環境理工学部研究報告 ISSN 2187-6940
Published by Faculty of Environmental Science and Technology, Okayama University

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Random walks and isotropic Markov chains on homogeneous spaces

洞 彰人 岡山大学
抄録
Let G be a topological group acting on S transitively from the left with a compact stabilizer K. We show that every isotropic (i.e. spatially homogeneous w.r.t. the G-actions) Markov chain on S can be lifted to a right random walk on G and give a one-to-one correspondence between the isotropic Markov chains on S and the totality of sequences of probabilities (ν,μ1,μ2,・・・) where ν is a probability on G/K and each μn is that on K\G/K.
キーワード
random walk
Markov chain
ISSN
1341-9099
NCID
AN10529213
NAID