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
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
Journal title :
JOURNAL OF THEORETICAL PROBABILITY