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Inverting Ray-Knight identity

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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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math.PR 1

years

2025 1

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CONDITIONAL 1

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Loop clusters on complete graphs

math.PR · 2025-04-23 · conditional · novelty 6.0

In the loop soup on the complete graph K_n, the number of clusters of size d converges to a mixed Poisson law with mixing variable exp(-dZ/κ), and clusters larger than n^{1-ε} appear almost surely.

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  • Loop clusters on complete graphs math.PR · 2025-04-23 · conditional · none · ref 25 · internal anchor

    In the loop soup on the complete graph K_n, the number of clusters of size d converges to a mixed Poisson law with mixing variable exp(-dZ/κ), and clusters larger than n^{1-ε} appear almost surely.