Markov chains on graphs and Brownian motion

DOI10.1023/A:1011119932045zbMath0993.60043OpenAlexW2229216477MaRDI QIDQ5939312

Yuri Kifer, Nathanaël Enriquez

Publication date: 15 September 2002

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1011119932045

zbMATH Keywords

Brownian motioninvariance principlerandom walk on graphs

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (9)

Lévy area with a drift as a renormalization limit of Markov chains on periodic graphs ⋮ On the limit behavior of a sequence of Markov processes perturbed in a neighborhood of the singular point ⋮ The sign clusters of the massless Gaussian free field percolate on \(\mathbb{Z}^{d}\), \(d \geqslant 3\) (and more) ⋮ The heat semigroup and Brownian motion on strip complexes ⋮ The first passage sets of the 2D Gaussian free field: convergence and isomorphisms ⋮ Random walks and Brownian motion on cubical complexes ⋮ From loop clusters and random interlacements to the free field ⋮ Inverting the ray-knight identity on the line ⋮ Some percolations involving the Gaussian free fields

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