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Fine mesh limit of the VRJP in dimension one and Bass–Burdzy flow

Abstract

We introduce a continuous space limit of the vertex reinforced jump process (VRJP) in dimension one, which we call linearly reinforced motion (LRM) on \(\mathbb {R}\). 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. Compared to the discrete space processes, the LRM has an additional symmetry in the initial local times (initial occupation profile): changing them amounts to a deterministic change of the space and time scales.

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Acknowledgements

This work was supported by the French National Research Agency (ANR) Grant within the project MALIN (ANR-16-CE93-0003). This work was partly 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). TL acknowledges the support of Dr. Max Rössler, the Walter Haefner Foundation and the ETH Zurich Foundation. PT acknowledges the support of the National Science Foundation of China (NSFC), Grant No. 11771293.

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Correspondence to Titus Lupu.

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Lupu, T., Sabot, C. & Tarrès, P. Fine mesh limit of the VRJP in dimension one and Bass–Burdzy flow. Probab. Theory Relat. Fields 177, 55–90 (2020). https://doi.org/10.1007/s00440-019-00944-y

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  • DOI: https://doi.org/10.1007/s00440-019-00944-y

Keywords

  • Self-interacting diffusion
  • Reinforcement
  • Diffusion in random environment
  • Local time

Mathematics Subject Classification

  • Primary 60J60
  • 60K35
  • 60K37
  • Secondary 60J55