A supersymmetric approach to martingales related to the vertex-reinforced jump process

Margherita Disertori; Franz Merkl; Silke W.W. Rolles

doi:10.30757/ALEA.v14-27

A supersymmetric approach to martingales related to the vertex-reinforced jump process

Margherita Disertori, Franz Merkl, Silke W.W. Rolles

Associate Professorship of Probability Theory

Research output: Contribution to journal › Article › peer-review

8 Scopus citations

Abstract

Sabot and Zeng have discovered two martingales, one of which played a key role in their investigation of the vertex-reinforced jump process. Starting from the related supersymmetric hyperbolic sigma model, we give an alternative derivation of these two martingales. They turn out to be the first two instances in an infinite hierarchy of martingales, derived from a generating function.

Original language	English
Pages (from-to)	529-555
Number of pages	27
Journal	Alea
Volume	14
Issue number	1
DOIs	https://doi.org/10.30757/ALEA.v14-27
State	Published - 2017

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abstract = "Sabot and Zeng have discovered two martingales, one of which played a key role in their investigation of the vertex-reinforced jump process. Starting from the related supersymmetric hyperbolic sigma model, we give an alternative derivation of these two martingales. They turn out to be the first two instances in an infinite hierarchy of martingales, derived from a generating function.",

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AB - Sabot and Zeng have discovered two martingales, one of which played a key role in their investigation of the vertex-reinforced jump process. Starting from the related supersymmetric hyperbolic sigma model, we give an alternative derivation of these two martingales. They turn out to be the first two instances in an infinite hierarchy of martingales, derived from a generating function.

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A supersymmetric approach to martingales related to the vertex-reinforced jump process

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