Inverting Ray-Knight identity
Sabot, Christophe; Tarres, Pierre (2016), Inverting Ray-Knight identity, Probability Theory and Related Fields, 165, 3, p. 559-580. 10.1007/s00440-015-0640-x
TypeArticle accepté pour publication ou publié
External document linkhttps://arxiv.org/abs/1311.6622v2
Journal nameProbability Theory and Related Fields
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Abstract (EN)We provide a short proof of the Ray-Knight second generalized Theorem, using a martingale which can be seen (on the positive quadrant) as the Radon–Nikodym derivative of the reversed vertex-reinforced jump process measure with respect to the Markov jump process with the same conductances. Next we show that a variant of this process provides an inversion of that Ray-Knight identity. We give a similar result for the Ray-Knight first generalized Theorem.
Subjects / KeywordsRay-Knight identity; martingale; Markov jump process; Gaussian free field
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