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Transfer Operators, Induced Probability Spaces, and Random Walk Models (1510.05573v1)

Published 19 Oct 2015 in math.FA

Abstract: We study a family of discrete-time random-walk models. The starting point is a fixed generalized transfer operator $R$ subject to a set of axioms, and a given endomorphism in a compact Hausdorff space $X$. Our setup includes a host of models from applied dynamical systems, and it leads to general path-space probability realizations of the initial transfer operator. The analytic data in our construction is a pair $\left(h,\lambda\right)$, where $h$ is an $R$-harmonic function on $X$, and $\lambda$ is a given positive measure on $X$ subject to a certain invariance condition defined from $R$. With this we show that there are then discrete-time random-walk realizations in explicit path-space models; each associated to a probability measures $\mathbb{P}$ on path-space, in such a way that the initial data allows for spectral characterization: The initial endomorphism in $X$ lifts to an automorphism in path-space with the probability measure $\mathbb{P}$ quasi-invariant with respect to a shift automorphism. The latter takes the form of explicit multi-resolutions in $L{2}$ of $\mathbb{P}$ in the sense of Lax-Phillips scattering theory.

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