Markov chains on graphs and Brownian motion

Citation
N. Enriquez et Y. Kifer, Markov chains on graphs and Brownian motion, J THEOR PR, 14(2), 2001, pp. 495-510
Citations number
5
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF THEORETICAL PROBABILITY
ISSN journal
08949840 → ACNP
Volume
14
Issue
2
Year of publication
2001
Pages
495 - 510
Database
ISI
SICI code
0894-9840(200104)14:2<495:MCOGAB>2.0.ZU;2-Y
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.