Edge-reinforced random walk, Vertex-Reinforced Jump Process and the supersymmetric hyperbolic sigma model

Christophe Sabot (1) , Pierre Tarrès (2)

1 PSPM - Probabilités, statistique, physique mathématique
2 CEREMADE - CEntre de REcherches en MAthématiques de la DEcision

Edge-reinforced random walk (ERRW), introduced by Coppersmith and Diaconis in 1986, is a random process that takes values in the vertex set of a graph G, which is more likely to cross edges it has visited before. We show that it can be interpreted as an annealed version of the Vertex-reinforced jump process (VRJP), conceived by Werner and first studied by Davis and Volkov (2002,2004), a continuous-time process favouring sites with more local time. We calculate, for any finite graph G, the limiting measure of the centred occupation time measure of VRJP, and interpret it as a supersymmetric hyperbolic sigma model in quantum field theory. This enables us to deduce that VRJP is recurrent in any dimension for large reinforcement, using a localisation result of Disertori and Spencer (2010).

Mots clés: Edge Reinforced Random Walks; Sigma model; Vertex Reinforced Random Walks

Domaines: Probabilités [math.PR]

Christophe Sabot, Pierre Tarrès. Edge-reinforced random walk, Vertex-Reinforced Jump Process and the supersymmetric hyperbolic sigma model. Journal of the European Mathematical Society, 2015, ⟨10.4171/JEMS/559⟩. ⟨hal-00642484⟩