树上变速随机行走的不变性原理

IF 2.1 1区 数学 Q1 STATISTICS & PROBABILITY Annals of Probability Pub Date : 2014-04-24 DOI:10.1214/15-AOP1071
S. Athreya, Wolfgang Lohr, A. Winter
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引用次数: 40

摘要

考虑具有有限速度测度νν的完全的、局部紧化的树状度量空间(T,r)(T,r)上的随机过程。给定一个三元组(T,r,ν)(T,r,ν),在(T,r)(T,r)上的速度ν运动可以表征为唯一的强马尔可夫过程,如果将其限制为紧子树,满足所有x,y∈Tx,y∈T和所有正有界可测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)<∞,其中c(x,y,z)c(x,y,z)表示由x,y,zx,y,z生成的分支点。如果(T,r)(T,r)是一个离散树,则XX是一个连续时间最近邻随机漫步,从vv跳到v ' ~ vv ' ~ v,速率为12⋅(ν({v})⋅r(v,v '))−112⋅(ν({v})⋅r(v,v '))−1。如果(T,r)(T,r)是路径连通的,则XX具有连续路径,并且等于最近在[Trans]中构造的ν-布朗运动。阿米尔。数学。社会科学学报,2013(3):315 - 3150。本文证明了(Tn,rn)(Tn,rn)上的速度νν n运动在路径空间中弱收敛于(T,r)(T,r)上的速度νν运动,前提是度量度量空间的基本三组收敛于[随机过程]中引入的Gromov-Hausdorff-vague拓扑。[j].中国科学:自然科学版,2016(5):557 - 557。
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Invariance principle for variable speed random walks on trees
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].
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来源期刊
Annals of Probability
Annals of Probability 数学-统计学与概率论
CiteScore
4.60
自引率
8.70%
发文量
61
审稿时长
6-12 weeks
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.
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