Title of article :
Markov Chains on Graphs and Brownian Motion
Author/Authors :
Nathanael Enriquez، نويسنده , , Yuri Kifer، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Pages :
-494
From page :
495
To page :
0
Abstract :
We consider random walks with small fixed steps inside of edges of a graph g, 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 g constructed in Ref. 1.
Keywords :
Random walks , invariance principle , Brownian motion on graphs
Journal title :
JOURNAL OF THEORETICAL PROBABILITY
Serial Year :
2001
Journal title :
JOURNAL OF THEORETICAL PROBABILITY
Record number :
108310
Link To Document :
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