TY  - INPR
A1  - Conforti, Giovanni
A1  - Roelly, Sylvie
T1  - Reciprocal class of random walks on an Abelian group
N2  - Processes having the same bridges as a given reference Markov process constitute its reciprocal class. In this paper we study the reciprocal class of a continuous time random walk with values in a countable Abelian group, we compute explicitly its reciprocal characteristics and we present an integral characterization of it. Our main tool is a new iterated version of the celebrated Mecke's formula from the point process theory, which allows us to study, as transformation on the path space, the addition of random loops. Thanks to the lattice structure of the set of loops, we even obtain a sharp characterization. At the end, we discuss several examples to illustrate the richness of reciprocal classes. We observe how their structure depends on the algebraic properties of the underlying group.
T3  - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015) 1 
KW  - reciprocal class
KW  - stochastic bridge
KW  - random walk on Abelian group
Y1  - 2015
UR  - https://publishup.uni-potsdam.de/frontdoor/index/index/docId/7019
UR  - https://nbn-resolving.org/urn:nbn:de:kobv:517-opus-72604
SN  - 2193-6943
VL  - 4
IS  - 1
PB  - Universitätsverlag Potsdam
CY  - Potsdam
ER  -