Reciprocal classes of random walks on graphs
The reciprocal class of a Markov path measure is the set of all 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 jump inte...
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| Published in | Stochastic processes and their applications Vol. 27; no. 6; pp. 1870 - 1896 |
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| Main Authors | , |
| Format | Journal Article |
| Language | English |
| Published |
Elsevier
2017
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| Subjects | |
| Online Access | Get full text |
| ISSN | 0304-4149 1879-209X |
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| Abstract | The reciprocal class of a Markov path measure is the set of all 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 jump intensity. 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. |
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| AbstractList | The reciprocal class of a Markov path measure is the set of all 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 jump intensity. 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. |
| Author | Conforti, Giovanni Léonard, Christian |
| Author_xml | – sequence: 1 givenname: Giovanni surname: Conforti fullname: Conforti, Giovanni organization: Institut für Mathematik [Potsdam] – sequence: 2 givenname: Christian surname: Léonard fullname: Léonard, Christian organization: Modélisation aléatoire de Paris X |
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| Snippet | The reciprocal class of a Markov path measure is the set of all mixtures of its bridges. We give characterizations of the reciprocal class of a continuous-time... |
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| StartPage | 1870 |
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| Title | Reciprocal classes of random walks on graphs |
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