Some results on history dependent stochastic processes (Margherita Disertori, Bonn University)

27.03.2017 15:15 – 17:15

Edge reinforced random walk and vertex reinforced jump processes are history dependent stochastic processes, where the particle tends to come back more often on sites it has already visited in the past. For a particular scheme of reinforcement these processes are mixtures of reversible Markov chains whose mixing measure can be related to a non-linear sigma model introduced in the context of random matrices. This relation allows to prove,
in particular, transience for weak reinforcement of both processes, indimension larger or equal to 3. I will give an overview on these models and explain some recent results.


Room 17 15:15-16:00 & Room 17 16:30-17:15, Séminaire "Mathématique Physique"

Organisé par

Section de mathématiques

entrée libre


Catégorie: Séminaire