Central limit theorems for non-symmetric random walks on nilpotent covering graphs. I

DOI10.1214/20-EJP486zbMATH Open1476.60067arXiv1806.03804MaRDI QIDQ2201500FDOQ2201500

Ryuya Namba, Hiroshi Kawabi, Satoshi Ishiwata

Publication date: 29 September 2020

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: In the present paper, we study central limit theorems (CLTs) for non-symmetric random walks on nilpotent covering graphs from a point of view of discrete geometric analysis developed by Kotani and Sunada. We establish a semigroup CLT for a non-symmetric random walk on a nilpotent covering graph. Realizing the nilpotent covering graph into a nilpotent Lie group through a discrete harmonic map, we give a geometric characterization of the limit semigroup on the nilpotent Lie group. More precisely, we show that the limit semigroup is generated by the sub-Laplacian with a non-trivial drift on the nilpotent Lie group equipped with the Albanese metric. The drift term arises from the non-symmetry of the random walk and it vanishes when the random walk is symmetric. Furthermore, by imposing the "centered condition", we establish a functional CLT (i.e., Donsker-type invariance principle) in a Hoelder space over the nilpotent Lie group. The functional CLT is extended to the case where the realization is not necessarily harmonic. We also obtain an explicit representation of the limiting diffusion process on the nilpotent Lie group and discuss a relation with rough path theory. Finally, we give several examples of random walks on nilpotent covering graphs with explicit computations.

Full work available at URL: https://arxiv.org/abs/1806.03804

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zbMATH Keywords

central limit theoremrough path theorynon-symmetric random walkdiscrete geometric analysisAlbanese metricnilpotent covering graphmodified harmonic realization

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Nilpotent and solvable Lie groups (22E25)

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Cited In (12)

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• Laws of the iterated logarithm on covering graphs with groups of polynomial volume growth
• Central limit theorems for non-symmetric random walks on nilpotent covering graphs. I
• Central limit theorems for non-symmetric random walks on nilpotent covering graphs. II
• A graph discretized approximation of semigroups for diffusion with drift and killing on a complete Riemannian manifold
• Edgeworth expansions for centered random walks on covering graphs of polynomial volume growth
• A central limit theorem on modified graphs of nilpotent covering graphs
• Rough invariance principle for delayed regenerative processes
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• Homogenisation for anisotropic kinetic random motions
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