Convergence of symmetric Markov chains on Z^d

DOI10.1007/S00440-009-0224-8zbMATH Open1200.60060arXiv0807.3268OpenAlexW1656964588MaRDI QIDQ5961958FDOQ5961958

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)

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.

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

Recommendations

• Symmetric Markov chains on ℤ^{𝕕} with unbounded range
• scientific article; zbMATH DE number 3928044
• Discrete approximation of symmetric jump processes on metric measure spaces
• scientific article; zbMATH DE number 721876
• scientific article

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)

Cites Work

• Dirichlet forms and symmetric Markov processes
• Heat kernel estimates for stable-like processes on \(d\)-sets.
• Non-local Dirichlet forms and symmetric jump processes
• Title not available (Why is that?)
• Upper bounds for symmetric Markov transition functions
• Heat kernel estimates for jump processes of mixed types on metric measure spaces
• An invariance principle for reversible Markov processes. Applications to random motions in random environments
• Symmetric jump processes: localization, heat kernels and convergence
• A priori Hölder estimate, parabolic Harnack principle and heat kernel estimates for diffusions with jumps
• Heat kernel estimates and Harnack inequalities for some Dirichlet forms with non-local part
• Markov chain approximations to symmetric diffusions
• Markov chain approximations for symmetric jump processes
• Symmetric Markov chains on ℤ^{𝕕} with unbounded range

Cited In (13)

• A class of singular symmetric Markov processes
• Title not available (Why is that?)
• Convergence of Brownian motions on metric measure spaces under Riemannian curvature-dimension conditions
• Markov chain approximations for nonsymmetric processes
• A priori Hölder estimate, parabolic Harnack principle and heat kernel estimates for diffusions with jumps
• Markov Chain Approximations to Nonsymmetric Diffusions with Bounded Coefficients
• Discrete approximation of symmetric jump processes on metric measure spaces
• Regularity of harmonic functions for some Markov chains with unbounded range
• Symmetric Markov chains on ℤ^{𝕕} with unbounded range
• De Giorgi type results for equations with nonlocal lower-order terms
• Homogenization of symmetric Dirichlet forms
• Transition probabilities for symmetric jump processes
• Markov chain approximation of pure jump processes

This page was built for publication: Convergence of symmetric Markov chains on \({\mathbb{Z}^d}\)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5961958)