| Disertori, Margherita; Merkl, Franz; Rolles, Silke W. W. (2017): A supersymmetric approach to martingales related to the vertex-reinforced jump process. In: Alea-Latin American Journal of Probability and Mathematical Statistics, Vol. 14, No. 1: pp. 529-555 |
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Abstract
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.
| Item Type: | Journal article |
|---|---|
| Faculties: | Mathematics, Computer Science and Statistics > Mathematics |
| Subjects: | 500 Science > 510 Mathematics |
| ISSN: | 1980-0436 |
| Language: | English |
| ID Code: | 55644 |
| Deposited On: | 14. Jun 2018 09:59 |
| Last Modified: | 14. Jun 2018 09:59 |
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