Discrete approximation of symmetric jump processes on metric measure spaces
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Publication:1950377
Abstract: In this paper we give general criteria on tightness and weak convergence of discrete Markov chains to symmetric jump processes on metric measure spaces under mild conditions. As an application, we investigate discrete approximation for a large class of symmetric jump processes. We also discuss some application of our results to the scaling limit of random walk in random conductance.
From the text: ``The paper is concerned with the following two questions. (Q1) Given a symmetric Hunt process \(X\) on \(\mathbb R^d\), can it be approximated by a sequence of symmetric Markov chains \(X^{(k)}\) on \(k^{-1}\mathbb Z^d\)? (Q2) For a sequence \(\{ X^{(k)}:\;k\geq 1\}\) of symmetric Markov chains on \(k^{-1}\mathbb Z^d\), when does \(X^{(k)}\) converge weakly to a `nice' Hunt process \(X\) on \(\mathbb R^d\), as \(k\to \infty\)? In this paper, we address these two questions for symmetric processes \(X\) of pure jump type on a general metric space \(E\).
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