{"title":"Invariance principle for variable speed random walks on trees","authors":"S. Athreya, Wolfgang Lohr, A. Winter","doi":"10.1214/15-AOP1071","DOIUrl":null,"url":null,"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 νν. Given a triple (T,r,ν)(T,r,ν) such a speed-νν 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,y∈Tx,y∈T and all positive, bounded measurable ff, \n \nEx[∫τy0dsf(Xs)]=2∫Tν(dz)r(y,c(x,y,z))f(z)<∞, \nEx[∫0τydsf(Xs)]=2∫Tν(dz)r(y,c(x,y,z))f(z)<∞, \n \nwhere 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 v′∼vv′∼v at rate 12⋅(ν({v})⋅r(v,v′))−112⋅(ν({v})⋅r(v,v′))−1. If (T,r)(T,r) is path-connected, XX has continuous paths and equals the νν-Brownian motion which was recently constructed in [Trans. Amer. Math. Soc. 365 (2013) 3115–3150]. In this paper, we show that speed-νnνn motions on (Tn,rn)(Tn,rn) converge weakly in path space to the speed-νν motion on (T,r)(T,r) provided that the underlying triples of metric measure spaces converge in the Gromov–Hausdorff-vague topology introduced in [Stochastic Process. Appl. 126 (2016) 2527–2553].","PeriodicalId":50763,"journal":{"name":"Annals of Probability","volume":null,"pages":null},"PeriodicalIF":2.1000,"publicationDate":"2014-04-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1214/15-AOP1071","citationCount":"40","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annals of Probability","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1214/15-AOP1071","RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 40
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 νν. Given a triple (T,r,ν)(T,r,ν) such a speed-νν 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,y∈Tx,y∈T and all positive, bounded measurable ff,
Ex[∫τy0dsf(Xs)]=2∫Tν(dz)r(y,c(x,y,z))f(z)<∞,
Ex[∫0τydsf(Xs)]=2∫Tν(dz)r(y,c(x,y,z))f(z)<∞,
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 v′∼vv′∼v at rate 12⋅(ν({v})⋅r(v,v′))−112⋅(ν({v})⋅r(v,v′))−1. If (T,r)(T,r) is path-connected, XX has continuous paths and equals the νν-Brownian motion which was recently constructed in [Trans. Amer. Math. Soc. 365 (2013) 3115–3150]. In this paper, we show that speed-νnνn motions on (Tn,rn)(Tn,rn) converge weakly in path space to the speed-νν motion on (T,r)(T,r) provided that the underlying triples of metric measure spaces converge in the Gromov–Hausdorff-vague topology introduced in [Stochastic Process. Appl. 126 (2016) 2527–2553].
期刊介绍:
The Annals of Probability publishes research papers in modern probability theory, its relations to other areas of mathematics, and its applications in the physical and biological sciences. Emphasis is on importance, interest, and originality – formal novelty and correctness are not sufficient for publication. The Annals will also publish authoritative review papers and surveys of areas in vigorous development.