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Reciprocal classes of random walks on graphs

  • University of Leipzig
  • Université Paris-Nanterre

Résultats de recherche: Contribution à un journal › Article › Revue par des pairs

7 Citations (Scopus)

Résumé

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.

langue originaleAnglais
Pages (de - à)1870-1896
Nombre de pages27
journalStochastic Processes and their Applications
Volume127
Numéro de publication6
Les DOIs
étatPublié - 1 juin 2017
Modification externeOui

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