Invariance principle for random walks on discrete point processes
Invariance principle for random walks on discrete point processes
Assume the hypotheses referred to as assumptions
, and let Theorem
and
can be strengthened so that the random walk on a discrete point process, under appropriate scaling, converges to Brownian motion.
This is a functional strengthening of the stated Central Limit Theorem: rather than convergence only in the CLT formulation, the entire rescaled trajectory should converge to Brownian motion. The source leaves this strengthening as a conjecture.
Progress summary
Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.
Sources & referencesView supporting material
Primary source
Noam Berger and Ron Rosenthal, “Behavior of random walk on discrete point processes”, arXiv:1110.5740 (2013).
Solutions 0
Sign in to submit a solution.
No solutions have been posted yet.