About the asymptotic behaviour of the martingale associated with the Vertex Reinforced Jump Process on trees and Z d
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Publication:6406068
arXiv2207.12683MaRDI QIDQ6406068FDOQ6406068
Authors: Valentin Rapenne
Publication date: 26 July 2022
Abstract: We study the asymptotic behaviour of the martingale ( n (o)) nN associated with the Vertex Reinforced Jump Process (VRJP). We show that it is bounded in L p for every p > 1 on trees and uniformly integrable on Z d in all the transient phase of the VRJP. Moreover, when the VRJP is recurrent on trees, we have good estimates on the moments of n (o) and we can compute the exact decreasing rate such that n --1 ln( n (o)) -- almost surely where is related to standard quantities for branching random walks. Besides, on trees, at the critical point, we show that n --1/3 ln( n (o)) -- c almost surely where c can be computed explicitely. Furthermore, at the critical point, we prove that the discrete process associated with the VRJP is a mixture of positive recurrent Markov chains. Our proofs use properties of the -potential associated with the VRJP and techniques coming from the domain of branching random walks.
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