التفاصيل البيبلوغرافية
| العنوان: |
Inverting Ray-Knight identity. |
| المؤلفون: |
Sabot, Christophe1 sabot@math.univ-lyon1.fr, Tarres, Pierre2 tarres@ceremade.dauphine.fr |
| المصدر: |
Probability Theory & Related Fields. Aug2016, Vol. 165 Issue 3/4, p559-580. 22p. |
| مصطلحات موضوعية: |
*MARKOV processes, LOCAL times (Stochastic processes), MARTINGALES (Mathematics), DERIVATIVES (Mathematics), GEOMETRIC vertices |
| مستخلص: |
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. [ABSTRACT FROM AUTHOR] |
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