2012
DOI: 10.1090/s0002-9947-2012-05752-7
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Brownian motion on ℝ-trees

Abstract: The real trees form a class of metric spaces that extends the class of trees with edge lengths by allowing behavior such as infinite total edge length and vertices with infinite branching degree. We use Dirichlet form methods to construct Brownian motion on any given locally compact R-tree (T, r) equipped with a Radon measure ν on (T, B(T )). We specify a criterion under which the Brownian motion is recurrent or transient. For compact recurrent R-trees we provide bounds on the mixing time.

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Cited by 20 publications
(43 citation statements)
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“…We will refer to this Markov process as speed-ν motion on (T, r) or variable speed motion associated to ν on (T, r). If (T, r) is path-connected, then X has continuous paths and equals the so-called ν-Brownian motion on (T, r), which was recently constructed in [AEW13]. On the other hand, if (T, r) is discrete, X is a continuous time nearest neighbor Markov chain which jumps from v to v ′ ∼ v at rate (1.5) γ vv ′ := 1 2 · ν({v}) · r(v, v ′ ) −1 (see Lemma 2.11).…”
Section: Introduction and Main Results (Theorem 1)mentioning
confidence: 99%
“…We will refer to this Markov process as speed-ν motion on (T, r) or variable speed motion associated to ν on (T, r). If (T, r) is path-connected, then X has continuous paths and equals the so-called ν-Brownian motion on (T, r), which was recently constructed in [AEW13]. On the other hand, if (T, r) is discrete, X is a continuous time nearest neighbor Markov chain which jumps from v to v ′ ∼ v at rate (1.5) γ vv ′ := 1 2 · ν({v}) · r(v, v ′ ) −1 (see Lemma 2.11).…”
Section: Introduction and Main Results (Theorem 1)mentioning
confidence: 99%
“…The existence of such a process follows from techniques of resistance forms (see [44] for an introduction on resistance forms and [6,26] for more details on the existence of Brownian motions on real trees). More specifically, the following was proved in section 6 of [22]: PROPOSITION 2.9.…”
Section: The Brownian Motion On the Ise: B Isementioning
confidence: 99%
“…Here, C ∞ (T ) is the space of continuous functions on T that vanish at infinity. By [6], Propositions 2.4 and 4.1, and the proof of Theorem 1, (E T , F T ) is a local, regular Dirichlet form on L 2 (T , µ T ). The Brownian motion on (T , d T , µ T ) is the continuous, µ T -symmetric, strong Markov process ((X T t ) t≥0 , (P T x ) x∈T ) associated with this Dirichlet form (see [27]).…”
mentioning
confidence: 78%
“…Heat kernel bounds for the scaling limit. As in Section 5 and the proof of Theorem 1.4(a), (b), let (P δn ) n≥1 be a convergent sequence with limitP, and suppose that (T , d T , µ T , φ T , ρ T ) is a random variable with law P. It follows from [6], Remark 3.1 and [27], Theorem 1.5.2, that the Dirichlet form (E T , F T ) given in Section 6 is the same as that of [32], Section 5. In particular, this is the form associated with the natural "resistance form" on (T , d T ), and so we can apply [33], Theorem 10.4, to deduce the existence of a jointly continuous transition density (p T t (x, y)) x,y∈T ,t>0 for the process X T .…”
Section: Random Walk On the Uniform Spanning Treementioning
confidence: 98%
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