A supersymmetric approach to martingales related to the vertex-reinforced jump process

MaRDI QIDQ5346035zbMATH OpenFDO

Authors Franz Merkl, Silke W. W. Rolles, Margherita Disertori

Publication date 8 June 2017

Full work available at URL https://arxiv.org/abs/1511.07157, http://alea.impa.br/articles/v14/14-27.pdf

zbMATH Keywords

martingalenonlinear sigma modelvertex-reinforced jump process

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Random fields (60G60) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

Abstract: Sabot and Zeng have discovered two martingales, one of which played a key role in their investigation of the vertex-reinforced jump process. Starting from the related supersymmetric hyperbolic sigma model, we give an alternative derivation of these two martingales. They turn out to be the first two instances in an infinite hierarchy of martingales, derived from a generating function.

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Cites work

• A comparison of a nonlinear sigma model with general pinning and pinning at one point
• Anderson localization for a supersymmetric sigma model
• Edge-reinforced random walk, vertex-reinforced jump process and the supersymmetric hyperbolic sigma model
• Fourier analysis on a hyperbolic supermanifold with constant curvature
• Quasi-diffusion in a 3D supersymmetric hyperbolic sigma model

Cited in

(10)

• Convergence of vertex-reinforced jump processes to an extension of the supersymmetric hyperbolic nonlinear sigma model
• Random interlacements for vertex-reinforced jump processes
• A note on recurrence of the vertex reinforced jump process and fractional moments localization
• Power-law decay of weights and recurrence of the two-dimensional VRJP
• Dynkin isomorphism and Mermin-Wagner theorems for hyperbolic sigma models and recurrence of the two-dimensional vertex-reinforced jump process
• Multivariate reciprocal inverse Gaussian distributions from the Sabot-Tarrès-Zeng integral
• Martingales and some generalizations arising from the supersymmetric hyperbolic sigma model
• A random Schrödinger operator associated with the Vertex Reinforced Jump Process on infinite graphs
• scientific article; zbMATH DE number 7639717 (Why is no real title available?)
• Hitting times of interacting drifted Brownian motions and the vertex reinforced jump process

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