Invariance principle and local limit theorem for a class of random conductance models with long-range jumps
Abstract
We study continuous time random walks on (with ) among random conductances that permit jumps of arbitrary length. The law of the random variables , taking values in , is assumed to be stationary and ergodic with respect to space shifts. Assuming that the first moment of and the -th moment of for neighbouring the origin are finite for some , we show a quenched invariance principle and a quenched local limit theorem, where the moment condition is optimal for the latter. We also obtain H\"older regularity estimates for solutions of the heat equation for the associated non-local discrete operator, and deduce that the pointwise spectral dimension equals almost surely. Our results apply to random walks on long-range percolation graphs with connectivity exponents larger than when all nearest-neighbour edges are present.
Keywords
Cite
@article{arxiv.2311.07472,
title = {Invariance principle and local limit theorem for a class of random conductance models with long-range jumps},
author = {Sebastian Andres and Martin Slowik},
journal= {arXiv preprint arXiv:2311.07472},
year = {2023}
}
Comments
There is a gap in the proof of Proposition 4.2, step 3