{
  "id": "1311.6622",
  "version": "v2",
  "published": "2013-11-26T11:26:21.000Z",
  "updated": "2015-02-08T23:00:53.000Z",
  "title": "Inverting Ray-Knight identity",
  "authors": [
    "Christophe Sabot",
    "Pierre Tarrès"
  ],
  "comment": "18 pages",
  "categories": [
    "math.PR"
  ],
  "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2013-11-26T11:26:21.000Z",
      "title": "Ray-Knight Theorem: a short proof",
      "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 derivate of the reversed vertex-reinforced jump process measure with respect to the Markov jump process with the same conductances.",
      "comment": "8 pages",
      "journal": null,
      "doi": null
    },
    {
      "version": "v2",
      "updated": "2015-02-08T23:00:53.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J27",
      "60J55",
      "60K35",
      "81T25",
      "81T60",
      "60K35",
      "81T25",
      "81T60"
    ],
    "keywords": [
      "short proof",
      "ray-knight theorem",
      "markov jump process",
      "ray-knight second generalized theorem",
      "reversed vertex-reinforced jump process measure"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 18,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "inspire": 1266331,
      "adsabs": "2013arXiv1311.6622S"
    }
  }
}