Reciprocal classes of random walks on graphs

DOI10.1016/J.SPA.2016.09.012zbMath1367.60096arXiv1505.01323OpenAlexW2964217941MaRDI QIDQ2359706

Giovanni Conforti, Christian Léonard

Publication date: 22 June 2017

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.01323

zbMATH Keywords

graphsbridgesSchrödinger problemreciprocal characteristicscontinuous-time Markov random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Continuous-time Markov processes on discrete state spaces (60J27) Random walks on graphs (05C81)

Related Items (5)

Reciprocal class of jump processes ⋮ A second order equation for Schrödinger bridges with applications to the hot gas experiment and entropic transportation cost ⋮ Reciprocal processes. A measure-theoretical point of view ⋮ Conditioned point processes with application to Lévy bridges ⋮ Multimarginal Optimal Transport with a Tree-Structured Cost and the Schrödinger Bridge Problem

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