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arxiv: 1311.6622 · v2 · pith:7ZM23YJSnew · submitted 2013-11-26 · 🧮 math.PR

Inverting Ray-Knight identity

classification 🧮 math.PR
keywords ray-knightprocessgeneralizedidentityjumptheoremconductancesderivative
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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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