# 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}
}
• 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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