Inverting Ray-Knight identity
Résumé
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.