Reciprocal classes of random walks on graphs

Giovanni Conforti and Christian Léonard

Stochastic Processes and their Applications, 2017, vol. 127, issue 6, 1870-1896

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.

Keywords: Random walks on graphs; Bridges of random walks; Reciprocal characteristics; Schrödinger problem (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spa.2016.09.012

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