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.File | Dimensione | Formato | |
---|---|---|---|
Aleandri_A-combinatoria-representation_2021.pdf
solo gestori archivio
Tipologia:
Versione editoriale (versione pubblicata con il layout dell'editore)
Licenza:
Tutti i diritti riservati (All rights reserved)
Dimensione
1.39 MB
Formato
Adobe PDF
|
1.39 MB | Adobe PDF | Contatta l'autore |
Aleandri_postprint_A-combinatoria-representation_2021.pdf
accesso aperto
Tipologia:
Documento in Post-print (versione successiva alla peer review e accettata per la pubblicazione)
Licenza:
Tutti i diritti riservati (All rights reserved)
Dimensione
565.03 kB
Formato
Adobe PDF
|
565.03 kB | Adobe PDF |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.