Lévy area with a drift as a renormalization limit of Markov chains on periodic graphs

DOI10.1016/j.spa.2017.09.004zbMath1396.60076arXiv1604.08947OpenAlexW2964311315MaRDI QIDQ1635908

Damien Simon, Olga Lopusanschi

Publication date: 1 June 2018

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.08947

zbMATH Keywords

Markov chainsBrownian motionperiodic graphsLévy area

Mathematics Subject Classification ID

Brownian motion (60J65) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Functional limit theorems; invariance principles (60F17)

Related Items (7)

Ballistic random walks in random environment as rough paths: convergence and area anomaly ⋮ Homogenisation for anisotropic kinetic random motions ⋮ Central limit theorems for non-symmetric random walks on nilpotent covering graphs. I ⋮ Area anomaly in the rough path Brownian scaling limit of hidden Markov walks ⋮ Additive functionals as rough paths ⋮ Rough invariance principle for delayed regenerative processes ⋮ Anomalous thermodynamics in homogenized generalized Langevin systems

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