Fine mesh limit of the VRJP in dimension one and Bass-Burdzy flow

• 成果类型: Article
• 署名作者: Lupu, Titus; Sabot, Christophe; Tarres, Pierre
• 署名单位: Sorbonne Universite; Centre National de la Recherche Scientifique (CNRS); Universite Paris Cite; Sorbonne Universite; Centre National de la Recherche Scientifique (CNRS); Ecole Centrale de Lyon; Institut National des Sciences Appliquees de Lyon - INSA Lyon; Universite Claude Bernard Lyon 1; Universite Jean Monnet; New York University; NYU Shanghai; Universite PSL; Centre National de la Recherche Scientifique (CNRS); Universite PSL; Universite Paris-Dauphine
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-019-00944-y
• 发表日期: 2020
• 页码: 55-90
• 关键词: reinforced jump-processes; random-walks; recurrence

摘要

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\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mathbb {R}$$\end{document}. It is constructed out of a convergent Bass-Burdzy flow. The proof goes through the representation of the VRJP as a mixture of Markov jump processes. As a by-product this gives a representation in terms of a mixture of diffusions of the LRM and of the Bass-Burdzy flow itself. We also show that our continuous space limit can be obtained out of the edge reinforced random walk (ERRW), since the ERRW and the VRJP are known to be closely related. Compared to the discrete space processes, the LRM has an additional symmetry in the initial local times (initial occupation profile): changing them amounts to a deterministic change of the space and time scales.