Random walks and isotropic Markov chains on homogeneous spaces

• Hora Akihito

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.

収録刊行物

• 岡山大学環境理工学部研究報告

  岡山大学環境理工学部研究報告 1 (1), 21-26, 1996-03

  岡山大学環境理工学部

キーワード

• random walk
• Markov chain

詳細情報

• CRID: 1390853649477801216
• NII論文ID: 120002313549
• NII書誌ID: AN10529213
• ISSN: 13419099
• DOI: 10.18926/fest/11604
• Web Site: https://ousar.lib.okayama-u.ac.jp/11604
• 本文言語コード: en
• データソース種別:
  • JaLC
  • IRDB
  • CiNii Articles