{ "id": "1511.07157", "version": "v1", "published": "2015-11-23T09:50:14.000Z", "updated": "2015-11-23T09:50:14.000Z", "title": "A supersymmetric approach to martingales related to the vertex-reinforced jump process", "authors": [ "Margherita Disertori", "Franz Merkl", "Silke W. W. Rolles" ], "comment": "24 pages", "categories": [ "math.PR" ], "abstract": "Sabot and Zeng have discovered two martingales, one of which played a key role in their investigation of the vertex-reinforced jump process. Starting from the related supersymmetric hyperbolic sigma model, we give an alternative derivation of these two martingales. They turn out to be the first two instances in an infinite hierarchy of martingales, derived from a generating function.", "revisions": [ { "version": "v1", "updated": "2015-11-23T09:50:14.000Z" } ], "analyses": { "subjects": [ "60G60", "60G42", "82B44" ], "keywords": [ "vertex-reinforced jump process", "supersymmetric approach", "martingales", "related supersymmetric hyperbolic sigma model", "infinite hierarchy" ], "note": { "typesetting": "TeX", "pages": 24, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2015arXiv151107157D", "inspire": 1406024 } } }