抄録
We study the homogenization problem on nested fractals. Let Xt be the continuous time Markov chain on the pre-nested fractal given by putting i.i.d. random resistors on each cell. It is proved that under some conditions, α-nXtnEt converges in law to a constant time change of the Brownian motion on the fractal as n → ∞, where α is the contraction rate and tE is a time scale constant. As the Brownian motion on fractals is not a semi-martingale, we need a different approach from the well-developed martinga e method.
本文言語 | English |
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ページ(範囲) | 375-398 |
ページ数 | 24 |
ジャーナル | Probability Theory and Related Fields |
巻 | 104 |
号 | 3 |
DOI | |
出版ステータス | Published - 1996 3月 |
外部発表 | はい |
ASJC Scopus subject areas
- 分析
- 統計学および確率
- 統計学、確率および不確実性