collaborators

5 papers

math.PR2023

A continuous random operator associated with the Vertex Reinforced Jump Process on the circle and the real line

V Rapenne, C Sabot

In this paper, we focus on the scaling-limit of the random potential associated with the Vertex Reinforced Jump Process (VRJP) on one-dimensional graphs. Moreover, we give a fe…

math.PR2023

A multi-dimensional version of Lamperti's relation and the Matsumoto-Yor processes

Thomas Gérard, Valentin Rapenne, Christophe Sabot +1

This paper presents a multidimensional extension of the Matsumoto-Yor properties related to exponential functionals of drifted Brownian motion. The extension involves the interacti…

math-ph2022

Phase transition in the Integrated Density of States of the Anderson model arising from a supersymmetric sigma model

Margherita Disertori, Valentin Rapenne, Constanza Rojas-Molina +1

We study the Integrated Density of States (IDS) of the random Schrödinger operator appearing in the study of certain reinforced random processes in connection with a supersymmetric…

math.PR2022

About the asymptotic behaviour of the martingale associated with the Vertex Reinforced Jump Process on trees and Z d

Valentin Rapenne

We study the asymptotic behaviour of the martingale ( n (o)) nN associated with the Vertex Reinforced Jump Process (VRJP). We show that it is bounded in L p for every p > 1…

math.PR2022

Invariant measures of critical branching random walks in high dimension

Valentin Rapenne

In this work, we characterize cluster-invariant point processes for critical branching spatial processes on R d for all large enough d when the motion law is -stable or has a fi…