arXiv · 1404.6290
Invariance principle for variable speed random walks on trees
Abstract
We consider stochastic processes on complete, locally compact tree-like metric spaces $(T,r)$ on their "natural scale" with boundedly finite speed measure $ν$. Given a triple $(T,r,ν)$ such a speed-$ν$ motion on $(T,r)$ can be characterized as the unique strong Markov process which if restricted to compact subtrees satisfies for all $x,y\in T$ and all positive, bounded measurable $f$, \[ \mathbb{E}^x [ \int^{τ_y}_0\mathrm{d}s\, f(X_s) ] = 2\int_Tν(\mathrm{d}z)\, r(y,c(x,y,z))f(z) < \infty, \] where $c(x,y,z)$ denotes the branch point generated by $x,y,z$. If $(T,r)$ is a discrete tree, $X$ is a continuous time nearest neighbor random walk which jumps from $v$ to $v'\sim v$ at rate $\tfrac{1}{2}\cdot (ν(\{v\})\cdot r(v,v'))^{-1}$. If $(T,r)$ is path-connected, $X$ has continuous paths and equals the $ν$-Brownian motion which was recently constructed in [AthreyaEckhoffWinter2013]. In this paper we show that speed-$ν_n$ motions on $(T_n,r_n)$ converge weakly in path space to the speed-$ν$ motion on $(T,r)$ provided that the underlying triples of metric measure spaces converge in the Gromov-Hausdorff-vague topology introduced recently in [AthreyaLohrWinter2016].
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Siva Athreya, Wolfgang Löhr, Anita Winter. 2017-04-01. Invariance principle for variable speed random walks on trees. https://doi.org/10.1214/15-aop1071
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