Perturbation of the loop measure

Yves Le Jan (1) , Jay Rosen (2)

1 LM-Orsay - Laboratoire de Mathématiques d'Orsay
2 Department of Mathematics [New York]

The loop measure is associated with a Markov generator. We compute the variation of the loop measure induced by an in nitesimal variation of the generator a ecting the killing rates or the jumping rates.

Domaines: Probabilités [math.PR]

Yves Le Jan, Jay Rosen. Perturbation of the loop measure. 2014. ⟨hal-00961581⟩