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arXiv · 2206.02966

Inverting Ray-Knight identities on trees

Abstract

In this paper, we first introduce the Ray-Knight identity and percolation Ray-Knight identity related to loop soup with intensity $α(\ge 0)$ 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 $α=0$ 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 $α=1/2$ 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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Xiaodan Li, Yushu Zheng. 2022-10-24. Inverting Ray-Knight identities on trees. https://doi.org/10.1214/24-ejp1176

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