We give a generalization to a continuous setting of the classic Markov chain tree Theorem. In particular, we consider an irreducible diffusion process on a metric graph. The unique invariant measure has an atomic component on the vertices and an absolutely continuous part on the edges. We show that the corresponding density at $x$ can be represented by a normalized superposition of the weights associated to metric arborescences oriented toward the point $x$. The weight of each oriented metric arborescence is obtained by the exponential of integrals of the form $intrac{b}{sigma^2}$ along the oriented edges time a weight for each node determined by the local orientation of the arborescence around the node time the inverse of the diffusion coefficient at $x$. The metric arborescences are obtained cutting the original metric graph along some edges.

A combinatorial representation for the invariant measure of diffusion processes on metric graphs / Aleandri, Michele; Colangeli, Matteo; Gabrielli, Davide. - In: ALEA. - ISSN 1980-0436. - (2021).

A combinatorial representation for the invariant measure of diffusion processes on metric graphs

Michele Aleandri;
2021

Abstract

We give a generalization to a continuous setting of the classic Markov chain tree Theorem. In particular, we consider an irreducible diffusion process on a metric graph. The unique invariant measure has an atomic component on the vertices and an absolutely continuous part on the edges. We show that the corresponding density at $x$ can be represented by a normalized superposition of the weights associated to metric arborescences oriented toward the point $x$. The weight of each oriented metric arborescence is obtained by the exponential of integrals of the form $intrac{b}{sigma^2}$ along the oriented edges time a weight for each node determined by the local orientation of the arborescence around the node time the inverse of the diffusion coefficient at $x$. The metric arborescences are obtained cutting the original metric graph along some edges.
2021
Diffusion processes; metric graphs; stationarity
01 Pubblicazione su rivista::01a Articolo in rivista
A combinatorial representation for the invariant measure of diffusion processes on metric graphs / Aleandri, Michele; Colangeli, Matteo; Gabrielli, Davide. - In: ALEA. - ISSN 1980-0436. - (2021).
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1646014
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