Markov Chains on Graphs and Brownian Motion

Nathanaël Enriquez*, Yuri Kifer

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

15 Scopus citations

Abstract

We consider random walks with small fixed steps inside of edges of a graph script G sign, prescribing a natural rule of probabilities of jumps over a vertex. We show that after an appropriate rescaling such random walks weakly converge to the natural Brownian motion on script G sign constructed in Ref. 1.

Original languageEnglish
Pages (from-to)495-510
Number of pages16
JournalJournal of Theoretical Probability
Volume14
Issue number2
DOIs
StatePublished - 2001

Keywords

  • Brownian motion on graphs
  • Invariance principle
  • Random walks

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