3 papers
math.PR2020
A multi-dimensional version of Lamperti's relation and the Matsumoto-Yor opposite drift theorem
Thomas Gerard, Christophe Sabot, Xiaolin Zeng
A classic result on the 1-dimensional Brownian motion shows that conditionally on its first hitting time of 0, it has the distribution of a 3-dimensional Bessel bridge. By applying…
math.PR2019
On Isomorphism theorems and reinforced loop soup
Yinshan Chang, Dang-Zheng Liu, Xiaolin Zeng
We show that supersymmetric (susy) hyperbolic isomorphism theorems that relate Vertex Reinforced Jump Processes and field, introduced in [2] and [3], are annealed version…
math.PR2018
A note on recurrence of the Vertex reinforced jump process and fractional moments localization
Andrea Collevecchio, Xiaolin Zeng
We give a simple proof for recurrence of vertex reinforced jump process on \(\mathbb{Z}^d\), under strong reinforcement. Moreover, we show how the previous result implies that line…