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dc.contributor.authorSabot, Christophe
HAL ID: 16397
dc.contributor.authorTarres, Pierre
dc.date.accessioned2016-01-21T15:15:22Z
dc.date.available2016-01-21T15:15:22Z
dc.date.issued2016
dc.identifier.issn0178-8051
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/15311
dc.language.isoenen
dc.subjectRay-Knight identity
dc.subjectmartingale
dc.subjectMarkov jump process
dc.subjectGaussian free field
dc.subject.ddc519en
dc.subject.classificationjelC.C1.C11en
dc.titleInverting Ray-Knight identity
dc.typeArticle accepté pour publication ou publié
dc.contributor.editoruniversityotherUniversité Lyon 1
dc.description.abstractenWe 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.
dc.relation.isversionofjnlnameProbability Theory and Related Fields
dc.relation.isversionofjnlvol165
dc.relation.isversionofjnlissue3
dc.relation.isversionofjnldate2016
dc.relation.isversionofjnlpages559-580
dc.relation.isversionofdoi10.1007/s00440-015-0640-x
dc.identifier.urlsitehttps://arxiv.org/abs/1311.6622v2
dc.relation.isversionofjnlpublisherSpringer
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.forthcomingouien
dc.relation.forthcomingprintouien
dc.description.ssrncandidatenon
dc.description.halcandidateoui
dc.description.readershiprecherche
dc.description.audienceInternational
dc.relation.Isversionofjnlpeerreviewedoui
dc.date.updated2016-10-14T14:32:42Z
hal.faultCode{"duplicate-entry":{"hal-01257507":{"doi":"1.0"}}}


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