Hitting times of interacting drifted Brownian motions and the vertex reinforced jump process

DOI10.1214/19-AOP1381zbMath1457.60126arXiv1704.05394MaRDI QIDQ784160

Christophe Sabot, Xiao Lin Zeng

Publication date: 31 July 2020

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.05394

zbMATH Keywords

random Schrödinger operatorself-interacting processeshitting time of Brownian motioninverse Gaussian lawvertex reinforced jump process

Mathematics Subject Classification ID

Supersymmetric field theories in quantum mechanics (81T60) Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Diffusion processes (60J60) Quantum field theory on lattices (81T25) Processes in random environments (60K37)

Related Items (3)

Interacting particle systems ⋮ Martingales and some generalizations arising from the supersymmetric hyperbolic sigma model ⋮ Strongly vertex-reinforced jump process on a complete graph

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