  The origin of stellar-mass black hole mergers discovered through
gravitational waves is being widely debated. Mergers in the disks of active
galactic nuclei (AGN) represent a promising source of origin, with possible
observational clues in the gravitational wave data. Beyond gravitational waves,
a unique signature of AGN-assisted mergers is electromagnetic emission from the
accreting black holes. Here we show that jets launched by accreting black holes
merging in an AGN disk can be detected as peculiar transients by infrared,
optical, and X-ray observatories We further show that this emission mechanism
can explain the possible associations between gravitational wave events and the
optical transient ZTF19abanrhr and the proposed gamma-ray counterparts
GW150914-GBM and LVT151012-GBM. We demonstrate how these associations, if
genuine, can be used to reconstruct the properties of these events'
environments. Searching for infrared and X-ray counterparts to similar
electromagnetic transients in the future, once host galaxies are localized by
optical observations, could provide a smoking gun signature of the mergers' AGN
origin.
