Invariance principle for nonhomogeneous random walks on the grid \(\mathbb{Z}^1\) (Q1569304): Difference between revisions

This paper proves the weak convergence of a rescaled nonhomogeneous random walk on \(\mathbb Z^1\) (which is obtained through a finite perturbation of a usual homogeneous random walk) towards a certain diffusion process on the line. The proof of the convergence of finite-dimensional distributions depends on a theorem of Trotter and Kurtz [see e.g. \textit{S. N. Ethier} and \textit{T. G. Kurtz}, ``Markov processes. Characterization and convergence'' (1986; Zbl 0592.60049)] and the construction of a good dense subsequence in the set of real, bounded and uniformly continuous functions. The latter construction is quite delicate.