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

作者:Disertori Margherita*; Merkl Franz; Rolles Silke W W
来源:Alea (Rio de Janeiro): Latin American Journal of Probability and Mathematical Statistics , 2017, 14(1): 529-555.
DOI:10.30757/alea.v14-27

摘要

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.

  • 出版日期2017