The edge reinforcement process and the Disertori-Spencer-Zinbauer integral
Let Mx be a symmetric matrix of order n with fixed non positive off- diagonal coefficients −wij and with diagonal (2x1,ldots,2xn). We calculate for b1>0,ldotsbn>0 the integral GSTn(y)=intexpleft(−langlex,yrangle−frac12b∗M−1xbright)(detMx)−1/2dx. The domain of integration is the part of mathbbRn for which Mx is positive definite. The result is simple although the proof is involved. This is a less daunting reformulation of a Disertori-Spencer-Zinbauer integral. These integrals occur in the study made by Sabot and Tarres of the reinforced Markov chain on a graph when the edges are the (ij)′s such that wij>0.. In this non homogeneous chain, the more you use an edge, the more the probability to use it again in the future increases. This creates a family of distributions on mathbbRn with striking properties like stability by marginalization and (up to a translation) stability by conditioning. This is joint work with Jacek Wesolowski.