Inverting Ray-Knight identity

@article{Sabot2013InvertingRI,
  title={Inverting Ray-Knight identity},
  author={Christophe Sabot and Pierre Tarres},
  journal={Probability Theory and Related Fields},
  year={2013},
  volume={165},
  pages={559-580}
}
  • C. Sabot, P. Tarres
  • Published 26 November 2013
  • Mathematics
  • Probability Theory and Related Fields
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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