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Processes having the same bridges as a given reference Markov process constitute its reciprocal class. In this paper we study the reciprocal class of compound Poisson processes whose jumps belong to a finite set A in R^d. We propose a characterization of the reciprocal class as the unique set of probability measures on which a family of time and space transformations induces the same density, expressed in terms of the reciprocal invariants. The geometry of A plays a crucial role in the design of the transformations, and we use tools from discrete geometry to obtain an optimal characterization. We deduce explicit conditions for two Markov jump processes to belong to the same class. Finally, we provide a natural interpretation of the invariants as short-time asymptotics for the probability that the reference process makes a cycle around its current state.
Comment on "Bias correction, quantile mapping, and downscaling: revisiting the inflation issue"
(2014)
In a recent paper, Maraun describes the adverse effects of quantile mapping on downscaling. He argues that when large-scale GCM variables are rescaled directly to small-scale fields or even station data, genuine small-scale covariability is lost and replaced by uniform variability inherited from the larger scales. This leads to a misrepresentation mainly of areal means and long-term trends. This comment acknowledges the former point, although the argument is relatively old, but disagrees with the latter, showing that grid-size long-term trends can be different from local trends. Finally, because it is partly incorrectly addressed, some clarification is added regarding the inflation issue, stressing that neither randomization nor inflation is free of unverified assumptions.
Editiorial
(2014)