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 $\alpha (\ge 0)$ 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 $\alpha =0$ 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.

33 pages, 2 figures

References in corpus (2)

• Inverting the coupling of the signed Gausssian free field with a loop soup
• Inverting the Ray-Knight identity on the line