Inverting Ray-Knight identity
Probability
2015-02-10 v2
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.
Cite
@article{arxiv.1311.6622,
title = {Inverting Ray-Knight identity},
author = {Christophe Sabot and Pierre Tarrès},
journal= {arXiv preprint arXiv:1311.6622},
year = {2015}
}
Comments
18 pages