Some selected publications
A
random Schrödinger operator associated with the Vertex Reinforced Jump
Process on infinite graphs, with Xiaolin Zeng, J. Amer. Math. Soc. 32
(2019), 311-349.
Abstract : This paper concerns the
Vertex reinforced jump process (VRJP), the Edge reinforced random walk
(ERRW) and their link with a random Schrödinger operator. On infinite
graphs, we define a 1-dependent random potential β extending that defined in
[16] on finite graphs, and consider its associated random Schrödinger
operator H_β. We construct a random function ψ as a limit of martingales,
such that ψ=0 when the VRJP is recurrent, and ψ is a positive generalized
eigenfunction of the random Schrödinger operator with eigenvalue 0, when the
VRJP is transient. Then, we prove a representation of the VRJP on infinite
graphs as a mixture of Markov jump processes involving the function ψ, the
Green function of the random Schrödinger operator and an independent Gamma
random variable. On ℤ^d, we deduce from this representation a zero-one law
for recurrence or transience of the VRJP and the ERRW, and a functional
central limit theorem for the VRJP and the ERRW at weak reinforcement in
dimension d≥3, using estimates of [9,7]. Finally, we deduce recurrence of
the ERRW in dimension d=2 for any initial constant weights (using the
estimates of Merkl and Rolles, [12,14]), thus giving a full answer to the
old question of Diaconis. We also raise some questions on the links between
recurrence/transience of the VRJP and localization/delocalization of the
random Schrödinger operator H_β.
Edge-reinforced
random walk, Vertex-Reinforced Jump Process and the supersymmetric
hyperbolic sigma model, with Pierre Tarrès, Journal of the European
Math. Society, Volume 17, Issue 9, 2015, pp. 2353–2378.
Abstract : Edge-reinforced random
walk (ERRW), introduced by Coppersmith and Diaconis in 1986, is a random
process that takes values in the vertex set of a graph G, which is more
likely to cross edges it has visited before. We show that it can be
interpreted as an annealed version of the Vertex-reinforced jump process
(VRJP), conceived by Werner and first studied by Davis and Volkov
(2002,2004), a continuous-time process favouring sites with more local time.
We calculate, for any finite graph G, the limiting measure of the centred
occupation time measure of VRJP, and interpret it as a supersymmetric
hyperbolic sigma model in quantum field theory. This enables us to deduce
that VRJP is recurrent in any dimension for large reinforcement, using a
localisation result of Disertori and Spencer
Random Dirichlet environment viewed from the particle in dimension $d\ge
3$, Ann. Probab. 41 (2013), no. 2, 722–743,
Abstract : We consider random walks
in random Dirichlet environment (RWDE) which is a special type of random
walks in random environment where the exit probabilities at each site are
i.i.d. Dirichlet random variables. On Z^d, RWDE are parameterized by a
2d-tuple of positive reals called weights. In this paper, we characterize
for d ≥ 3 the weights for which there exists an absolutely continuous
invariant probability distribution for the process viewed from the particle.
We can deduce from this result and from [27] a complete description of the
ballistic regime for d ≥ 3.
Random
Walks in Random Dirichlet Environment are transient in dimension $d\ge
3$, Probability Theory and Related Fields, October 2011, Volume 151,
Issue 1, pp 297–317
We consider random walks in random Dirichlet environment (RWDE) which is a
special type of random walks in random environment where the exit
probabilities at each site are i.i.d. Dirichlet random variables. On Z^d,
RWDE are parameterized by a 2d-uplet of positive reals. We prove that for
all values of the parameters, RWDE are transient in dimension d ≥ 3. We also
prove that the Green function has some finite moments and we characterize
the finite moments. Our result is more general and applies for example to
finitely generated symmetric transient Cayley graphs. In terms of reinforced
random walks it implies that directed edge reinforced random walks are
transient for d ≥ 3.
Limit
laws for transient random walks in random environment on Z, with Nathanaël Enriquez
and Olivier Zindy,
Ann. Inst. Fourier (Grenoble) 59 (2009), no. 6, 2469–2508.
Abstract : We consider transient
random walks in random environment on Z with zero asymptotic speed. A
classical result of H. Kesten, M. V. Kozlov and F. L. Spitzer [Compositio
Math. 30 (1975), 145--168] says that the hitting time of the level n
converges in law, after a proper normalization, towards a positive stable
law, but they did not obtain a description of its parameter. A different
proof of this result is presented that leads to a complete characterization
of this stable law. The case of Dirichlet environment turns out to be
remarkably explicit.
Spectral
properties of self-similar lattices and iteration of rational maps.
Mém. Soc. Math. Fr. (N.S.) No. 92 (2003), vi+104 pp.
Abstract : In this text we consider
discrete Laplace operators defined on lattices based on finitely-ramified
self-similar sets, and their continuous analogous defined on the
self-similar sets themselves. We are interested in the spectral properties
of these operators. The basic example is the lattice based on the Sierpinski
gasket. We introduce a new renormalization map which appears to be a
rational map defined on a smooth projective variety (more precisely, this
variety is isomorphic to a product of three types of Grassmannians: complex
Grassmannians, Lagrangian Grassmannians, orthogonal Grassmannians). We
relate some characteristics of the dynamics of its iterates with some
characteristics of the spectrum of our operator. More specifically, we give
an explicit formula for the density of states in terms of the Green current
of the map, and we relate the indeterminacy points of the map with the
so-called Neuman-Dirichlet eigenvalues which lead to eigenfunctions with
compact support on the unbounded lattice. Depending on the asymptotic degree
of the map we can prove drastically different spectral properties of the
operators. Our formalism is valid for the general class of finitely ramified
self-similar sets (i.e. for the class of pcf self-similar sets of Kigami).
Hence, this work aims at a generalization and a better understanding of the
initial work of the physicists Rammal and Toulouse on the Sierpinski gasket.
Existence and
uniqueness of diffusions on finitely ramified self-similar fractals.
Ann. Sci. École Norm. Sup. (4) 30 (1997), no. 5, 605–673.
Abstract : We give a criterion for
the existence and uniqueness or the non-existence of the diffusions on a
finitely ramified self-similar fractal. In classical examples this criterion
is easy to apply and in particular, it gives the uniqueness of the diffusion
on nested fractals (Lindstrøm proved the existence in [19] but the problem
of uniqueness remained unsolved) and completly solves the problem of
existence and uniqueness in the case of the Sierpinski gasket with
inhomogeneous weights.
This problem also gives a solution to a non trivial problem of fixed point
for a non-linear, non-expansive map of a cone with the Hilbert's projective
metric (cf. [23]).