Inverting Ray-Knight identities on trees

MaRDI QIDQ6401308zbMATH OpenFDO

Authors Xiaodan Li, Yushu Zheng

Publication date 6 June 2022

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Continuous-time Markov processes on discrete state spaces (60J27) Local time and additive functionals (60J55) Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Abstract: In this paper, we first introduce the Ray-Knight identity and percolation Ray-Knight identity related to loop soup with intensity $alpha(ge0)$ on trees. Then we present the inversions of the above identities, which are expressed in terms of repelling jump processes. In particular, the inversion in the case of $alpha=0$ gives the conditional law of a Markov jump process given its local time field. We further show that the fine mesh limits of these repelling jump processes are the self-repelling diffusions cite{Aidekon} involved in the inversion of the Ray-Knight identity on the corresponding metric graph. This is a generalization of results in cite{2016Inverting,lupu2019inverting,LupuEJP657}, where the authors explore the case of $alpha=1/2$ on a general graph. Our construction is different from cite{2016Inverting,lupu2019inverting} and based on the link between random networks and loop soups.

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