Strongly vertex-reinforced jump process on a complete graph (Q2077333)

Inspired by Wendelin Werner's model in continuous time vertex reinforced jump processes denoted VRJP, the authors show strongly that VRJP on a complete graph \(G = (V,E)\) almost surely has an infinite local time at some vertex \(v\), while the local times at the remaining vertices remain bounded. Their main technique of proofs depends on the method of stochastic approximation. The attempt is all about to describe the asymptotic behaviour of stochastic processes in terms of the behaviour of ordinary differential equations. When the sample path of a stochastic process is asymptotically close to the solution of an autonomous differential equation, it is reasonable to investigate the relation between the limiting set of this process and the set of equilibria of the associated differential equation. The approach is quite new and mind blowing.