Invariance principle for variable speed random walks on trees (Q2412657)

From the authors' introduction: Some Markov processes ``have in common that their state spaces are closed subsets of the real line and that their random trajectories `do not jump over points'. When put in their `natural scale' these processes are determined by their `speed measure'. The most classical example is the symmetric simple random walk on \(\mathbb{Z}\) which, after a suitable rescaling, converges to standard Brownian motion''. You ``might think of the rescaled random walk as such a process with speed measure \(\frac{1}{{\sqrt n }}q(\sqrt n \bullet )\), where \(q\) denotes the counting measure on \(\mathbb{Z}\), and of the standard Brownian motion as such a process whose speed measure equals the Lebesgue measure on \(\mathbb{R}\).'' We want to extend this result ``to Markov process which take values in tree-like metric spaces. Before we state our main result precisely, we do the preliminary work and define the space of rooted metric boundedly finite measure trees equipped with pointed Gromov-vague topology and give our notion of convergence in path space.'' Denote by \(\mathbb{T}\) the set of all equivalent classes of rooted metric boundedly finite measure trees. ``Our main result is the following. Theorem 1 (Invariance principle). Assume that \(\chi = (T,r,\rho ,\nu ),\) \({\chi _1} = ({T_1},{r_1},{\rho _1},{\nu _1}),\) \({\chi _2} = ({T_2},{r_2},{\rho _2},{\nu _2})\) are in \(\mathbb{T}\). Let \(X\) be the speed-\(\nu\) motion on \((T, r)\), starting in\(\rho,\) and for all \(n\), let \({X^n}\) be the speed-\({\nu _n}\) motion on \(({T_n},{r_n})\) started in \({\rho _n}\). Assume that the following conditions hold: {\parindent=10mm \begin{itemize}\item[(A0)] For all \(R>0\), \(\limsup_{n \to \infty} \sup \{ {r_n}(x,z):x \in {B_n}({\rho _n},R),z \in {T_n},x \sim z\} < \infty \). \item[(A1)] The sequence \({({\chi _n})_{n \in N}}\) converges to \(\chi \) pointed Gromov-vaguely. \item[(A2)] The uniform local lower mass-bound property holds. \end{itemize}} Then the following holds: {\parindent=6mm \begin{itemize}\item[(i)] \({X^n}\) converges in the one-point compactification weakly in path-space to a process \(Y\), such that \(Y\) stopped at infinity has the same distribution as the speed-\(\nu \) motion \(X\). In particular, if \(X\) is conservative (i.e., does not hit infinity), then \({X^n}\) converges weakly in path-space to \(X\). \item[(ii)] If \({\sup _{n \in N}}\text{{diameter}}({T_n},{r_n}) < \infty \), and assuming (A1) but not (A2), then \({X^n}\) converges f.d.d. to \(X\).'' \end{itemize}}