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The geometry of random walk isomorphism theorems

Accepted version
Peer-reviewed

Type

Article

Change log

Authors

Bauerschmidt, Roland  ORCID logo  https://orcid.org/0000-0001-7453-2737
Helmuth, T 
Swan, A 

Abstract

The classical random walk isomorphism theorems relate the local times of a continuous-time random walk to the square of a Gaussian free field. A Gaussian free field is a spin system that takes values in Euclidean space, and this article generalises the classical isomorphism theorems to spin systems taking values in hyperbolic and spherical geometries. The corresponding random walks are no longer Markovian: they are the vertex-reinforced and vertex-diminished jump processes. We also investigate supersymmetric versions of these formulas. Our proofs are based on exploiting the continuous symmetries of the corresponding spin systems. The classical isomorphism theorems use the translation symmetry of Euclidean space, while in hyperbolic and spherical geometries the relevant symmetries are Lorentz boosts and rotations, respectively. These very short proofs are new even in the Euclidean case. Isomorphism theorems are useful tools, and to illustrate this we present several applications. These include simple proofs of exponential decay for spin system correlations, exact formulas for the resolvents of the joint processes of random walks together with their local times, and a new derivation of the Sabot--Tarr`es formula for the limiting local time of the vertex-reinforced jump process.

Description

Keywords

Reinforced random walks, Vertex-reinforced jump process, Dynkin isomorphism, Eisenbaum isomorphism, Ray-Knight identities, Non-linear sigma models, Supersymmetry

Journal Title

Annales de l'institut Henri Poincare (B) Probability and Statistics

Conference Name

Journal ISSN

0246-0203

Volume Title

57

Publisher

Institute of Mathematical Statistics

Rights

All rights reserved