Inverting Ray-Knight identity

Christophe Sabot; Pierre Tarrès

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arXiv · 1311.6622

Inverting Ray-Knight identity

Christophe Sabot·Pierre Tarrès

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Abstract

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.

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Christophe Sabot, Pierre Tarrès. 2015-02-08. Inverting Ray-Knight identity. https://arxiv.org/abs/1311.6622

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