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Related papers: The *-Vertex Reinforced Jump Process II: random Sc…

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We investigate the non-reversible generalization of the Vertex-Reinforced Jump Process (VRJP), called the *-Vertex-Reinforced Jump Process (*-VRJP) and introduced by Bacallado, Sabot and Tarr\`es (2020). It can be seen as the…

Probability · Mathematics 2024-12-30 Christophe Sabot , Pierre Tarrès

This paper concerns the Vertex reinforced jump process (VRJP), the Edge reinforced random walk (ERRW) and their link with a random Schr\"odinger operator. On infinite graphs, we define a 1-dependent random potential $\beta$ extending that…

Probability · Mathematics 2018-07-20 Christophe Sabot , Xiaolin Zeng

This paper concerns the Vertex Reinforced Jump Process (VRJP) and its representations as a Markov process in random environment. We show that all possible representations of the VRJP as a mixture of Markov processes can be expressed in a…

Probability · Mathematics 2019-03-26 Thomas Gerard

We introduce a new exponential family of probability distributions, which can be viewed as a multivariate generalization of the Inverse Gaussian distribution. Considered as the potential of a random Schr\"odinger operator, this exponential…

Probability · Mathematics 2016-01-25 Christophe Sabot , Pierre Tarrès , Xiaolin Zeng

In this paper, we focus on the scaling-limit of the random potential $\beta$ associated with the Vertex Reinforced Jump Process (VRJP) on one-dimensional graphs. Moreover, we give a few applications of this scaling-limit. By considering a…

Probability · Mathematics 2023-08-03 V Rapenne , C Sabot

We study the asymptotic behaviour of the martingale ($\psi$ n (o)) n$\in$N 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…

Probability · Mathematics 2023-06-02 Valentin Rapenne

We prove the vertex-reinforced jump process (VRJP) is recurrent in two dimensions for any translation invariant finite range initial rates. Our proof has two main ingredients. The first is a direct connection between the VRJP and sigma…

Mathematical Physics · Physics 2019-10-28 Roland Bauerschmidt , Tyler Helmuth , Andrew Swan

We prove polynomial decay of the mixing field of the Vertex Reinforced Jump Process (VRJP) on $\Bbb{Z}^2$ with bounded conductances. Using [17] we deduce that the VRJP on $\Bbb{Z}^2$ with any constant conductances is almost surely…

Probability · Mathematics 2019-07-19 Christophe Sabot

We consider a non-linear vertex-reinforced jump process (VRJP($w$)) on $\mathbb{Z}$ with an increasing measurable weight function $w:[1,\infty)\to [1,\infty)$ and initial weights equal to one. Our main goal is to study the asymptotic…

Probability · Mathematics 2022-08-19 Andrea Collevecchio , Tuan-Minh Nguyen , Stanislav Volkov

The vertex-reinforced jump process (VRJP) is a form of self-interacting random walk in which the walker is biased towards returning to previously visited vertices with the bias depending linearly on the local time at these vertices. We…

Probability · Mathematics 2021-05-17 Gady Kozma , Ron Peled

The vertex-reinforced jump process (VRJP), introduced by Davis and Volkov, is a continuous-time process that tends to come-back to already visited vertices. It is closely linked to the edge-reinforced random walk (ERRW) introduced by…

Probability · Mathematics 2019-11-07 Rémy Poudevigne

In this paper, we study the transient phase of the Vertex Reinforced Jump Process (VRJP) in dimension $d\geq 3$. In Sabot, Zeng (2019), the authors introduce a positive martingale and show that the VRJP is recurrent if and only if that…

Probability · Mathematics 2025-04-02 Quentin Berger , Alexandre Legrand , Rémy Poudevigne , Christophe Sabot

We explore the supercritical phase of the vertex-reinforced jump process (VRJP) and the $\mathbb{H}^{2|2}$-model on rooted regular trees. The VRJP is a random walk, which is more likely to jump to vertices on which it has previously spent a…

Probability · Mathematics 2024-06-12 Peter Wildemann , Rémy Poudevigne

Edge-reinforced random walk (ERRW), introduced by Coppersmith and Diaconis in 1986, is a random process, which takes values in the vertex set of a graph $G$, and is more likely to cross edges it has visited before. We show that it can be…

Probability · Mathematics 2013-10-21 Christophe Sabot , Pierre Tarres

We prove that the only nearest neighbor jump process with local dependence on the occupation times satisfying the partial exchangeability property is the vertex reinforced jump process, under some technical conditions. This result gives a…

Probability · Mathematics 2015-11-06 Xiaolin Zeng

We introduce a continuous space limit of the Vertex Reinforced Jump Process (VRJP) in dimension one, which we call Linearly Reinforced Motion (LRM) on $\R$. It is constructed out of a convergent Bass-Burdzy flow. The proof goes through the…

Probability · Mathematics 2020-06-30 Titus Lupu , Christophe Sabot , Pierre Tarrès

We study asymptotic behaviours of a non-linear vertex-reinforced jump process defined on an arbitrary infinite graph with bounded degree. We prove that if the reinforcement function $w$ is reciprocally integrable and non-decreasing, then…

Probability · Mathematics 2024-10-29 Andrea Collevecchio , Tuan-Minh Nguyen

We introduce random interlacements for transient vertex-reinforced jump processes on a general graph $G$. Using increasing finite subgraphs $G_n$ of $G$ with wired boundary conditions, we show convergence of the vertex-reinforced jump…

Probability · Mathematics 2019-03-20 Franz Merkl , Silke W. W. Rolles , Pierre Tarrès

We consider physical interpretations of non-trivial boundary conditions of self-adjoint extensions for one-dimensional Schr\"odinger operator of free spinless particle. Despite its model and rather abstract character this question is worth…

Mathematical Physics · Physics 2015-06-04 V. L. Kulinskii , D. Yu. Panchenko

Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via…

Machine Learning · Computer Science 2023-06-01 Patrick Seifner , Ramses J. Sanchez
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