Convergence of symmetric Markov chains on Z^d

DOI10.1007/S00440-009-0224-8MaRDI QIDQ5961958zbMATH OpenOpenAlexFDO

Authors Richard F. Bass, Takashi Kumagai, Toshihiro Uemura

Publication date 16 September 2010

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0807.3268

zbMATH Keywords

weak convergenceDirichlet formsymmetric Markov chainelliptic diffusion

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27)

Abstract: For each $n$ let $Y_t^n$ be a continuous time symmetric Markov chain with state space $$. A condition in terms of the conductances is given for the convergence of the $Y_t^n$ to a symmetric Markov process $Y_t$ on $R^d$. We have weak convergence of $Y_t^n:tleq{t}_0$ for every $t_0$ and every starting point. The limit process $Y$ has a continuous part and may also have jumps.

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Cites work

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Cited in

(14)

• Markov chain approximations for nonsymmetric processes
• A priori Hölder estimate, parabolic Harnack principle and heat kernel estimates for diffusions with jumps
• Convergence of Brownian motions on metric measure spaces under Riemannian curvature-dimension conditions
• Symmetric Markov chains on ℤ^{𝕕} with unbounded range
• Discrete approximation of symmetric jump processes on metric measure spaces
• De Giorgi type results for equations with nonlocal lower-order terms
• Regularity of harmonic functions for some Markov chains with unbounded range
• A topology for limits of Markov chains
• Markov chain approximation of pure jump processes
• scientific article; zbMATH DE number 3928044 (Why is no real title available?)
• Homogenization of symmetric Dirichlet forms
• Transition probabilities for symmetric jump processes
• Markov chain approximations to nonsymmetric diffusions with bounded coefficients
• A class of singular symmetric Markov processes

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