Buongiorno a tutti,
Vorremmo segnalarvi che venerdì prossimo (24 Ottobre) in aula 2AB40 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di:
Alexandre Legrand (Università degli Studi di Padova) https://alegrand.pages.math.cnrs.fr/index.html Title: The random polymer approach to the transient phase of the Vertex Reinforced Jump Process. Date: October 24, 2025, at 14:30, 2AB40 Abstract: We are interested in the transient phase of the Vertex Reinforced Jump Process (VRJP) in dimension d>=3. Sabot and Zeng (2019) have introduced a positive martingale and have shown that the VRJP is transient if and only if that martingale has a positive limit. In this talk we discuss the question of the L^p integrability of the VRJP martingale, which is related to the (diffusive) behavior of the VRJP. It turns out that this martingale can be interpreted as the partition function of a non-directed polymer in a very specific 1-dependent random potential: Therefore, taking inspiration from the work of Junk and Fukushima (2022, 2023) for the directed polymer model, we prove throughout the transient phase of the VRJP on the half-space that the VRJP martingale is L^p-integrable for some p>1.
Vi aspettiamo numerosi!
Alberto Chiarini e Alekos Cecchin
Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/