A random Schrödinger operator associated with the Vertex Reinforced Jump Process on infinite graphs
HTML articles powered by AMS MathViewer
- by Christophe Sabot and Xiaolin Zeng;
- J. Amer. Math. Soc. 32 (2019), 311-349
- DOI: https://doi.org/10.1090/jams/906
- Published electronically: August 16, 2018
- HTML | PDF | Request permission
Abstract:
This paper concerns the vertex reinforced jump process (VRJP), the edge reinforced random walk (ERRW), and their relation to a random Schrödinger operator. On infinite graphs, we define a 1-dependent random potential $\beta$ extending that defined by Sabot, Tarrès, and Zeng on finite graphs, and consider its associated random Schrödinger operator $H_\beta$. We construct a random function $\psi$ as a limit of martingales, such that $\psi =0$ when the VRJP is recurrent, and $\psi$ is a positive generalized eigenfunction of the random Schrödinger operator with eigenvalue $0$, when the VRJP is transient. Then we prove a representation of the VRJP on infinite graphs as a mixture of Markov jump processes involving the function $\psi$, the Green function of the random Schrödinger operator, and an independent Gamma random variable. On ${\Bbb Z}^d$, we deduce from this representation a zero-one law for recurrence or transience of the VRJP and the ERRW, and a functional central limit theorem for the VRJP and the ERRW at weak reinforcement in dimension $d\ge 3$, using estimates of Disertori, Sabot, and Tarrès and of Disertori, Spencer, and Zimbauer. Finally, we deduce recurrence of the ERRW in dimension $d=2$ for any initial constant weights (using the estimates of Merkl and Rolles), thus giving a full answer to the question raised by Diaconis. We also raise some questions on the links between recurrence/transience of the VRJP and localization/delocalization of the random Schrödinger operator $H_\beta$.References
- Omer Angel, Nicholas Crawford, and Gady Kozma, Localization for linearly edge reinforced random walks, Duke Math. J. 163 (2014), no. 5, 889–921. MR 3189433, DOI 10.1215/00127094-2644357
- Anne-Laure Basdevant and Arvind Singh, Continuous-time vertex reinforced jump processes on Galton-Watson trees, Ann. Appl. Probab. 22 (2012), no. 4, 1728–1743. MR 2985176, DOI 10.1214/11-AAP811
- Andrea Collevecchio, Limit theorems for vertex-reinforced jump processes on regular trees, Electron. J. Probab. 14 (2009), no. 66, 1936–1962. MR 2540854, DOI 10.1214/EJP.v14-693
- D. Coppersmith and P. Diaconis, Random walk with reinforcement, unpublished manuscript, pages 187–220, 1987.
- Burgess Davis and Stanislav Volkov, Vertex-reinforced jump processes on trees and finite graphs, Probab. Theory Related Fields 128 (2004), no. 1, 42–62. MR 2027294, DOI 10.1007/s00440-003-0286-y
- A. De Masi, P. A. Ferrari, S. Goldstein, and W. D. Wick, An invariance principle for reversible Markov processes. Applications to random motions in random environments, J. Statist. Phys. 55 (1989), no. 3-4, 787–855. MR 1003538, DOI 10.1007/BF01041608
- Margherita Disertori, Franz Merkl, and Silke W. W. Rolles, A supersymmetric approach to martingales related to the vertex-reinforced jump process, ALEA Lat. Am. J. Probab. Math. Stat. 14 (2017), no. 1, 529–555. MR 3663098, DOI 10.30757/alea.v14-27
- Margherita Disertori, Christophe Sabot, and Pierre Tarrès, Transience of edge-reinforced random walk, Comm. Math. Phys. 339 (2015), no. 1, 121–148. MR 3366053, DOI 10.1007/s00220-015-2392-y
- M. Disertori and T. Spencer, Anderson localization for a supersymmetric sigma model, Comm. Math. Phys. 300 (2010), no. 3, 659–671. MR 2736958, DOI 10.1007/s00220-010-1124-6
- M. Disertori, T. Spencer, and M. R. Zirnbauer, Quasi-diffusion in a 3D supersymmetric hyperbolic sigma model, Comm. Math. Phys. 300 (2010), no. 2, 435–486. MR 2728731, DOI 10.1007/s00220-010-1117-5
- Paul R. Halmos, Measure Theory, D. Van Nostrand Co., Inc., New York, 1950. MR 33869, DOI 10.1007/978-1-4684-9440-2
- M. S. Keane and S. W. W. Rolles, Edge-reinforced random walk on finite graphs, Infinite dimensional stochastic analysis (Amsterdam, 1999) Verh. Afd. Natuurkd. 1. Reeks. K. Ned. Akad. Wet., vol. 52, R. Neth. Acad. Arts Sci., Amsterdam, 2000, pp. 217–234. MR 1832379
- G. Letac, Personal communication, 2015.
- Russell Lyons and Yuval Peres, Probability on trees and networks, Cambridge Series in Statistical and Probabilistic Mathematics, vol. 42, Cambridge University Press, New York, 2016. MR 3616205, DOI 10.1017/9781316672815
- Franz Merkl and Silke W. W. Rolles, Bounding a random environment for two-dimensional edge-reinforced random walk, Electron. J. Probab. 13 (2008), no. 19, 530–565. MR 2399290, DOI 10.1214/EJP.v13-495
- Franz Merkl and Silke W. W. Rolles, A random environment for linearly edge-reinforced random walks on infinite graphs, Probab. Theory Related Fields 138 (2007), no. 1-2, 157–176. MR 2288067, DOI 10.1007/s00440-006-0016-3
- Franz Merkl and Silke W. W. Rolles, Recurrence of edge-reinforced random walk on a two-dimensional graph, Ann. Probab. 37 (2009), no. 5, 1679–1714. MR 2561431, DOI 10.1214/08-AOP446
- Robin Pemantle, Phase transition in reinforced random walk and RWRE on trees, Ann. Probab. 16 (1988), no. 3, 1229–1241. MR 942765
- Abraham Berman and Robert J. Plemmons, Nonnegative matrices in the mathematical sciences, Computer Science and Applied Mathematics, Academic Press [Harcourt Brace Jovanovich, Publishers], New York-London, 1979. MR 544666
- Christophe Sabot and Pierre Tarrès, Edge-reinforced random walk, vertex-reinforced jump process and the supersymmetric hyperbolic sigma model, J. Eur. Math. Soc. (JEMS) 17 (2015), no. 9, 2353–2378. MR 3420510, DOI 10.4171/JEMS/559
- Christophe Sabot and Pierre Tarres, Inverting Ray-Knight identity, Probab. Theory Related Fields 165 (2016), no. 3-4, 559–580. MR 3520013, DOI 10.1007/s00440-015-0640-x
- Christophe Sabot, Pierre Tarrès, and Xiaolin Zeng, The vertex reinforced jump process and a random Schrödinger operator on finite graphs, Ann. Probab. 45 (2017), no. 6A, 3967–3986. MR 3729620, DOI 10.1214/16-AOP1155
- L. Tournier, A note on the recurrence of edge reinforced random walks, arXiv preprint arXiv:0911.5255, 2009.
- Martin R. Zirnbauer, Fourier analysis on a hyperbolic supermanifold with constant curvature, Comm. Math. Phys. 141 (1991), no. 3, 503–522. MR 1134935, DOI 10.1007/BF02102812
Bibliographic Information
- Christophe Sabot
- Affiliation: Université de Lyon, Université Lyon 1, Institut Camille Jordan, CNRS UMR 5208, 43, Boulevard du 11 novembre 1918, 69622 Villeurbanne Cedex, France
- MR Author ID: 600825
- Email: sabot@math.univ-lyon1.fr
- Xiaolin Zeng
- Affiliation: 108 Schreiber Building, School of Mathematics, Tel Aviv University, P.O.B. 39040, Ramat Aviv, Tel Aviv 69978, Israel
- MR Author ID: 1171462
- Email: xzeng@math.univ-lyon1.fr
- Received by editor(s): January 20, 2016
- Received by editor(s) in revised form: May 26, 2017, August 4, 2017, and June 5, 2018
- Published electronically: August 16, 2018
- Additional Notes: This work was supported by the LABEX MILYON (ANR-10-LABX-0070) of Université de Lyon, within the program “Investissements d’Avenir” (ANR-11-IDEX-0007) operated by the French National Research Agency (ANR), and by the ANR/FNS project MALIN (ANR-16-CE93-0003). The second author is supported by ERC Starting Grant 678520.
- © Copyright 2018 American Mathematical Society
- Journal: J. Amer. Math. Soc. 32 (2019), 311-349
- MSC (2010): Primary 60K35, 60K37; Secondary 82B44, 81T25, 81T60
- DOI: https://doi.org/10.1090/jams/906
- MathSciNet review: 3904155