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Reciprocal classes of random walks on graphs

  • University of Leipzig
  • Université Paris-Nanterre

Research output: Contribution to journal › Article › peer-review

7 Citations (Scopus)

Abstract

The reciprocal class of a Markov path measure is the set of all the mixtures of its bridges. We give characterizations of the reciprocal class of a continuous-time Markov random walk on a graph. Our main result is in terms of some reciprocal characteristics whose expression only depends on the intensity of jump. We also characterize the reciprocal class by means of Taylor expansions in small time of some conditional probabilities. Our measure-theoretical approach allows to extend significantly already known results on the subject. The abstract results are illustrated by several examples.

Original languageEnglish
Pages (from-to)1870-1896
Number of pages27
JournalStochastic Processes and their Applications
Volume127
Issue number6
DOIs
Publication statusPublished - 1 Jun 2017
Externally publishedYes

Keywords

  • Bridges of random walks
  • Random walks on graphs
  • Reciprocal characteristics
  • Schrödinger problem

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