English

Vertex-reinforced jump process on the integers with nonlinear reinforcement

Probability 2022-08-19 v2

Abstract

We consider a non-linear vertex-reinforced jump process (VRJP(ww)) on Z\mathbb{Z} with an increasing measurable weight function w:[1,)[1,)w:[1,\infty)\to [1,\infty) and initial weights equal to one. Our main goal is to study the asymptotic behaviour of VRJP(ww) depending on the integrability of the reciprocal of ww. In particular, we prove that if 1duw(u)=\int_1^{\infty} \frac{\text{d}u}{w(u)} =\infty then the process is recurrent, i.e. it visits each vertex infinitely often and all local times are unbounded. On the other hand, if 1duw(u)<\int_1^{\infty} \frac{\text{d} u}{w(u)} <\infty and there exists a ρ>0\rho>0 such that tw(t)ρtduw(u)t \mapsto w(t)^{\rho}\int_t^{\infty}\frac{\text{d}u}{w(u)} is non-increasing then the process will eventually get stuck on exactly three vertices, and there is only one vertex with unbounded local time. We also show that if the initial weights are all the same, VRJP on Z\mathbb{Z} cannot be transient, i.e. there exists at least one vertex that is visited infinitely often. Our results extend the ones previously obtained by Davis and Volkov [Probab. Theory Relat. Fields (2002)] who showed that VRJP with linear reinforcement on Z\mathbb{Z} is recurrent.

Cite

@article{arxiv.2004.05927,
  title  = {Vertex-reinforced jump process on the integers with nonlinear reinforcement},
  author = {Andrea Collevecchio and Tuan-Minh Nguyen and Stanislav Volkov},
  journal= {arXiv preprint arXiv:2004.05927},
  year   = {2022}
}

Comments

latest version, 41 pages. To appear in Annals of Applied Probability

R2 v1 2026-06-23T14:49:19.671Z