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

Lupu, Titus; Sabot, Christophe; Tarrès, Pierre (2020), Fine mesh limit of the VRJP in dimension one and Bass-Burdzy flow, Probability Theory and Related Fields, 177, p. 55–90. 10.1007/s00440-019-00944-y

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FineMeshLimitVRJP_PTRF.pdf (438.5Kb)
Type
Article accepté pour publication ou publié
Date
2020
Journal name
Probability Theory and Related Fields
Volume
177
Publisher
Springer
Pages
55–90
Publication identifier
10.1007/s00440-019-00944-y
Metadata
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Author(s)
Lupu, Titus
Laboratoire de Probabilités, Statistique et Modélisation [LPSM (UMR_8001)]
Sabot, Christophe
Institut Camille Jordan [ICJ]
Tarrès, Pierre
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Abstract (EN)
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 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.
Subjects / Keywords
local time; self-interacting diffusion; reinforcement; diffusion in random environment

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