Scaling limit of the VRJP in dimension one and Bass-Burdzy flow - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2018

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

Résumé

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.
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Dates et versions

hal-01745727 , version 1 (28-03-2018)
hal-01745727 , version 2 (18-09-2019)

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Titus Lupu, Christophe Sabot, Pierre Tarrès. Scaling limit of the VRJP in dimension one and Bass-Burdzy flow. 2018. ⟨hal-01745727v1⟩

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