English

Invariance principle for variable speed random walks on trees

Probability 2017-04-04 v3

Abstract

We consider stochastic processes on complete, locally compact tree-like metric spaces (T,r)(T,r) on their "natural scale" with boundedly finite speed measure ν\nu. Given a triple (T,r,ν)(T,r,\nu) such a speed-ν\nu motion on (T,r)(T,r) can be characterized as the unique strong Markov process which if restricted to compact subtrees satisfies for all x,yTx,y\in T and all positive, bounded measurable ff, Ex[0τydsf(Xs)]=2Tν(dz)r(y,c(x,y,z))f(z)<, \mathbb{E}^x [ \int^{\tau_y}_0\mathrm{d}s\, f(X_s) ] = 2\int_T\nu(\mathrm{d}z)\, r(y,c(x,y,z))f(z) < \infty, where c(x,y,z)c(x,y,z) denotes the branch point generated by x,y,zx,y,z. If (T,r)(T,r) is a discrete tree, XX is a continuous time nearest neighbor random walk which jumps from vv to vvv'\sim v at rate 12(ν({v})r(v,v))1\tfrac{1}{2}\cdot (\nu(\{v\})\cdot r(v,v'))^{-1}. If (T,r)(T,r) is path-connected, XX has continuous paths and equals the ν\nu-Brownian motion which was recently constructed in [AthreyaEckhoffWinter2013]. In this paper we show that speed-νn\nu_n motions on (Tn,rn)(T_n,r_n) converge weakly in path space to the speed-ν\nu motion on (T,r)(T,r) provided that the underlying triples of metric measure spaces converge in the Gromov-Hausdorff-vague topology introduced recently in [AthreyaLohrWinter2016].

Keywords

Cite

@article{arxiv.1404.6290,
  title  = {Invariance principle for variable speed random walks on trees},
  author = {Siva Athreya and Wolfgang Löhr and Anita Winter},
  journal= {arXiv preprint arXiv:1404.6290},
  year   = {2017}
}

Comments

45 pages

R2 v1 2026-06-22T03:58:21.323Z