A Noether theorem for random locations

Abstract

We propose a unified framework for random locations exhibiting some probabilistic symmetries such as stationarity, self-similarity, etc. A theorem of Noether's type is proved, which gives rise to a conservation law describing the change of the density function of a random location as the interval of interest changes. We also discuss the boundary and near boundary behavior of the distributions of the random locations.

26 pages

References in corpus (2)

• Noether's Theorem for Dissipative Quantum Dynamical Semigroups
• A stochastic version of the Noether Theorem

Cited by in corpus (1)

• Noether theorem in stochastic optimal control problems via contact symmetries