English

Inverting Ray-Knight identities on trees

Probability 2024-08-05 v2

Abstract

In this paper, we first introduce the Ray-Knight identity and percolation Ray-Knight identity related to loop soup with intensity α(0)\alpha (\ge 0) on trees. Then we present the inversions of the above identities, which are expressed in terms of repelling jump processes. In particular, the inversion in the case of α=0\alpha=0 gives the conditional law of a Markov jump process given its local time field. We further show that the fine mesh limits of these repelling jump processes are the self-repelling diffusions \cite{Aidekon} involved in the inversion of the Ray-Knight identity on the corresponding metric graph. This is a generalization of results in \cite{2016Inverting,lupu2019inverting,LupuEJP657}, where the authors explore the case of α=1/2\alpha=1/2 on a general graph. Our construction is different from \cite{2016Inverting,lupu2019inverting} and based on the link between random networks and loop soups.

Cite

@article{arxiv.2206.02966,
  title  = {Inverting Ray-Knight identities on trees},
  author = {Xiaodan Li and Yushu Zheng},
  journal= {arXiv preprint arXiv:2206.02966},
  year   = {2024}
}

Comments

33 pages, 2 figures

R2 v1 2026-06-24T11:41:21.092Z