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Reciprocal classes of random walks on graphs

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  • Conforti, Giovanni
  • Léonard, Christian

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.

Suggested Citation

  • Conforti, Giovanni & Léonard, Christian, 2017. "Reciprocal classes of random walks on graphs," Stochastic Processes and their Applications, Elsevier, vol. 127(6), pages 1870-1896.
    • Handle: RePEc:eee:spapps:v:127:y:2017:i:6:p:1870-1896
    DOI: 10.1016/j.spa.2016.09.012
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    References listed on IDEAS

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    1. Roelly, Sylvie & Thieullen, Michèle, 2005. "Duality formula for the bridges of a Brownian diffusion: Application to gradient drifts," Stochastic Processes and their Applications, Elsevier, vol. 115(10), pages 1677-1700, October.
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    Cited by:

    1. Giovanni Conforti & Tetiana Kosenkova & Sylvie Rœlly, 2019. "Conditioned Point Processes with Application to Lévy Bridges," Journal of Theoretical Probability, Springer, vol. 32(4), pages 2111-2134, December.

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