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Mermin-Wagner Theorem for vertex-reinforced jump process
The vertex-reinforced jump process (VJRP) is a random walk that prefers to jump to vertices visited in the past. Hyperbolic sigma models are
spin models where the spins take values in a hyperbolic space. I will explain a relation between the VRJP and hyperbolic sigma models which
parallels that between the simple random walk and the Gaussian free field. I will further show a Mermin-Wagner Theorem for hyperbolic sigma
models which implies that the VRJP is recurrent in two dimensions.
This is joint work with Tyler Helmuth and Andrew Swan.
Date:
4 June 2018, 12:00
Venue:
Mathematical Institute, Woodstock Road OX2 6GG
Venue Details:
L4
Speaker:
Roland Bauerschmidt (Statslab, University of Cambridge)
Organising department:
Department of Statistics
Organisers:
Christina Goldschmidt (Department of Statistics, University of Oxford),
James Martin (Department of Statistics, University of Oxford)
Part of:
Probability seminar
Booking required?:
Not required
Audience:
Public
Editor:
Christina Goldschmidt
