论文标题
通过广义梯度流对镶嵌的随机步行的扩散极限
Diffusive limit of random walks on tessellations via generalized gradient flows
论文作者
论文摘要
我们通过各种方法研究了对镶嵌的可逆随机步行的渐近极限,该方法依赖于相应的前向kolmogorov方程的特定广义梯度流式公式。我们在镶嵌序列和跳跃强度的序列上建立了足够的条件,在这些序列下,随机行走序列会收敛到具有空间依赖性扩散张量的扩散过程。
We study asymptotic limits of reversible random walks on tessellations via a variational approach, which relies on a specific generalized-gradient-flow formulation of the corresponding forward Kolmogorov equation. We establish sufficient conditions on sequences of tessellations and jump intensities under which a sequence of random walks converges to a diffusion process with a possibly spatially-dependent diffusion tensor.