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**Disertori, Margherita; Merkl, Franz and Rolles, Silke W. W. (2019): Martingales and some generalizations arising from the supersymmetric hyperbolic sigma model. In: Alea-Latin American Journal of Probability and Mathematical Statistics, Vol. 16, No. 1: pp. 179-209**

**Full text not available from 'Open Access LMU'.**

## Abstract

We introduce a family of real random variables (beta, theta) arising from the supersymmetric nonlinear sigma model H-2 vertical bar 2 and containing the family beta introduced by Sabot, Tarres, and Zeng (Sabot et al., 2017) in the context of the vertex-reinforced jump process. Using this family we construct an exponential martingale generalizing the ones considered in Sabot and Zeng (2018+) and Disertori et al. (2017). Moreover, using the full supersymmetric nonlinear sigma model we also construct a generalization of the exponential martingale involving Grassmann variables.

Item Type: | Journal article |
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Faculties: | Mathematics, Computer Science and Statistics > Mathematics |

Subjects: | 500 Science > 510 Mathematics |

ISSN: | 1980-0436 |

Language: | English |

Item ID: | 82403 |

Date Deposited: | 15. Dec 2021, 15:01 |

Last Modified: | 13. Aug 2024, 12:43 |