Matematiska institutionen

Sannolikhets- och statistikseminarium: Strongly vertex-reinforced jump processes on complex graphs

  • Datum: 2017-11-14 kl 10:15
  • Plats: Ångströmlaboratoriet 64119
  • Föreläsare: Tuan-Minh Nguyen
  • Kontaktperson: Fiona Skerman
  • Seminarium

Abstract: In our work, we consider the model of strongly vertex-reinforced jump
processes (VRJP). Using the method of stochastic approximation, we show
the connection between strongly VRJP and an asymptotic pseudo-trajectory
of a vector field in order to study the dynamics of the model. In
particular, we prove that strongly VRJP on a complete graph will almost
surely have an infinite local time at one vertex, while the local times at
all the remaining vertices remain bounded. (Joint work with Olivier
Raimond, Université Paris Nanterre)