24 research outputs found
Inverting Ray-Knight identity
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.Comment: 18 page
On the parabolic generator of a general one-dimensional Lévy process
http://www.math.washington.edu/~ejpecp/ECP/archive.phpInternational audienc