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hal.structure.identifierMathematical Institute
dc.contributor.authorMerkl, Franz
hal.structure.identifierZentrum Mathematik [Munchen] [TUM]
dc.contributor.authorRolles, Silke
hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
hal.structure.identifierCourant Institute of Mathematical Sciences [New York] [CIMS]
dc.contributor.authorTarres, Pierre
dc.date.accessioned2023-02-17T13:06:30Z
dc.date.available2023-02-17T13:06:30Z
dc.date.issued2018
dc.identifier.issn0178-8051
dc.identifier.urihttps://basepub.dauphine.psl.eu/handle/123456789/24173
dc.language.isoenen
dc.subjectVertex-reinforced jump processen
dc.subjectSelf-interacting random walksen
dc.subjectSupersymmetric hyperbolic nonlinear sigma modelen
dc.subject.ddc519en
dc.titleConvergence of vertex-reinforced jump processes to an extension of the supersymmetric hyperbolic nonlinear sigma modelen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenIn this paper, we define an extension of the supersymmetric hyperbolic nonlinear sigma model introduced by Zirnbauer. We show that it arises as a weak joint limit of a time-changed version introduced by Sabot and Tarrès of the vertex-reinforced jump process. It describes the asymptotics of rescaled crossing numbers, rescaled fluctuations of local times, asymptotic local times on a logarithmic scale, endpoints of paths, and last exit trees.en
dc.relation.isversionofjnlnameProbability Theory and Related Fields
dc.relation.isversionofjnlissue173en
dc.relation.isversionofjnldate2018-06
dc.relation.isversionofjnlpages1349–1387en
dc.relation.isversionofdoi10.1007/s00440-018-0855-8en
dc.relation.isversionofjnlpublisherSpringeren
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.forthcomingnonen
dc.description.ssrncandidatenon
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.relation.Isversionofjnlpeerreviewedouien
dc.date.updated2023-02-17T13:00:10Z
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