2021/02/17 by Christophe Sabot, Sabot, Christophe, Pierre Tarrès +1
Biochemistry, Genetics and Molecular Biology · Mathematics · #60K35 (Primary) 81T25 #60K37 #81T60 (Secondary) #Diffusion and Search Dynamics #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and statistical mechanics
paper · doi:10.48550/arxiv.2102.08988
openalex publication_date 2021/02/17 · openalex created_date 2022/07/25 · openalex updated_date 2026/07/28
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 Tarrès (2020). It can be seen as the continuous-time counterpart to the *-Edge-Reinforced Random Walk (*-ERRW), see Bacallado (2011) and Bacallado, Sabot and Tarrès (2020), which is itself a non-reversible, and in fact Yaglom reversible, generalization of the original ERRW introduced by Coppersmith and Diaconis (1986). In contrast to the classical VRJP, the *-VRJP is not exchangeable after time-change, which leads to several difficulties and new phenomena. Firstly, we show that with some appropriate randomization of the initial local time, it becomes partially exchangeable after time-change. We provide a representation of the "randomized" *-VRJP as a mixture of Yaglom reversible Markov jump processes with an explicit mixing measure, and we prove that the non-randomized *-VRJP can be written as a mixture of conditioned Markov processes. Secondly, we give a representation of the *-VRJP in terms of a random Schrödinger operator. The corresponding representation for the classical VRJP has proved to be very useful in the understanding of its asymptotic behavior. The construction is based on several new and rather remarkable identities between integrals on the space of *-symmetric and *-antisymmetric functions on vertices. We give a description of the randomized *-VRJP in terms of that random Schrödinger operator, which allows us to prove the representation of the randomized *-VRJP as a mixture of Markov jump processes in a different and more analytic manner. Similarly as for the VRJP, we think that the representation by a random Schrödinger operator and the associated identities are key-features of the *-VRJP.