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

Titus Lupu (1, 2, 3) , Christophe Sabot (4, 5) , Pierre Tarrès (6, 1, 7, 8)

1 CNRS - Centre National de la Recherche Scientifique
2 INSMI-CNRS - Institut National des Sciences Mathématiques et de leurs Interactions - CNRS Mathématiques
3 LPSM (UMR_8001) - Laboratoire de Probabilités, Statistique et Modélisation
4 UCBL - Université Claude Bernard Lyon 1
5 ICJ - Institut Camille Jordan
6 CEREMADE - CEntre de REcherches en MAthématiques de la DEcision
7 NYU–ECNU Institute of Mathematical Sciences at NYU Shanghai
8 NYU Shanghai

We introduce a continuous space limit of the Vertex Reinforced Jump Process (VRJP) in dimension one, which we call Linearly Reinforced Motion (LRM) on $\R$. 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.

Mots clés: diffusion in random environment; reinforcement; self-interacting diffusion; local time

Domaines: Probabilités [math.PR]

Titus Lupu, Christophe Sabot, Pierre Tarrès. Fine mesh limit of the VRJP in dimension one and Bass-Burdzy flow. Probability Theory and Related Fields, 2020, 177 (1-2), pp.55-90. ⟨10.1007/s00440-019-00944-y⟩. ⟨hal-01745727v2⟩