August 2021 Strongly vertex-reinforced jump process on a complete graph
Olivier Raimond, Tuan-Minh Nguyen
Author Affiliations +
Ann. Inst. H. Poincaré Probab. Statist. 57(3): 1549-1568 (August 2021). DOI: 10.1214/20-AIHP1115

Abstract

The aim of our work is to study vertex-reinforced jump processes with super-linear weight function w(t)=tα, for some α>1. On any complete graph G=(V,E), we prove that there is one vertex vV such that the total time spent at v almost surely tends to infinity while the total time spent at the remaining vertices is bounded.

Le but de notre travail est d’étudier les processus de sauts renforcés par sites par une fonction de poids sur-linéaire w(t)=tα, avec α>1. Sur tout graphe complet G=(V,E), on montre qu’il y a un sommet vV tel que le temps total passé en v tend presque sûrement vers l’infini tandis que le temps total passé dans les sommets restants est borné.

Acknowledgements

O. Raimond’s research has been conducted as part of the project Labex MME-DII (ANR11-LBX-0023-01) and of the project ANR MALIN (ANR-16-CE93-0003). T.M. Nguyen’s research is partially supported by Crafoord Foundation and Thorild Dahlgren & Folke Lannér Funds. The authors would like to thank the anonymous referees for their careful reading and their valuable suggestions which improved the manuscript.

Citation

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Olivier Raimond. Tuan-Minh Nguyen. "Strongly vertex-reinforced jump process on a complete graph." Ann. Inst. H. Poincaré Probab. Statist. 57 (3) 1549 - 1568, August 2021. https://doi.org/10.1214/20-AIHP1115

Information

Received: 18 October 2018; Revised: 7 April 2020; Accepted: 22 October 2020; Published: August 2021
First available in Project Euclid: 22 July 2021

MathSciNet: MR4291445
zbMATH: 1484.60085
Digital Object Identifier: 10.1214/20-AIHP1115

Subjects:
Primary: 60J55 , 60J75

Keywords: Non convergence to unstable equilibria , Nonlinear reinforcement , Random walks with memory , stochastic approximation , Vertex-reinforced jump processes

Rights: Copyright © 2021 Association des Publications de l’Institut Henri Poincaré

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Vol.57 • No. 3 • August 2021
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