Invariance principle for random walks on discrete point processes

From papers

Assume the hypotheses referred to as assumptions

andand

, and let Theorem

betheCentralLimitTheoremfortherandomwalkonadiscretepointprocess.Underappropriatescaling,interprettherescaledwalkasaprocessvaluedlimitintheusualdiffusivesense.Brownianmotionconjecture.Underassumptionsbe the Central Limit Theorem for the random walk on a discrete point process. Under **appropriate scaling**, interpret the rescaled walk as a process-valued limit in the usual diffusive sense. **Brownian-motion conjecture.** Under assumptions

and

,Theorem, Theorem

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

No solutions have been posted yet.