Central limit theorems for non-symmetric random walks on nilpotent covering graphs: Part I

Abstract

In the present paper, we study central limit theorems (CLTs) for non-symmetric random walks on nilpotent covering graphs from a point of view of discrete geometric analysis developed by Kotani and Sunada. We establish a semigroup CLT for a non-symmetric random walk on a nilpotent covering graph. Realizing the nilpotent covering graph into a nilpotent Lie group through a discrete harmonic map, we give a geometric characterization of the limit semigroup on the nilpotent Lie group. More precisely, we show that the limit semigroup is generated by the sub-Laplacian with a non-trivial drift on the nilpotent Lie group equipped with the Albanese metric. The drift term arises from the non-symmetry of the random walk and it vanishes when the random walk is symmetric. Furthermore, by imposing the "centered condition", we establish a functional CLT (i.e., Donsker-type invariance principle) in a Hoelder space over the nilpotent Lie group. The functional CLT is extended to the case where the realization is not necessarily harmonic. We also obtain an explicit representation of the limiting diffusion process on the nilpotent Lie group and discuss a relation with rough path theory. Finally, we give several examples of random walks on nilpotent covering graphs with explicit computations.

60 pages, 6 figures

References in corpus (5)

• Non-standard approximations of the Ito-map
• Random walks and Lévy processes as rough paths
• Central limit theorems for non-symmetric random walks on nilpotent covering graphs: Part I
• The local limit theorem on nilpotent Lie groups
• A remark on a central limit theorem for non-symmetric random walks on crystal lattices

Cited by in corpus (4)

• Central limit theorems for non-symmetric random walks on nilpotent covering graphs: Part I
• Central limit theorems for non-symmetric random walks on nilpotent covering graphs: Part II
• Edgeworth expansions for centered random walks on covering graphs of polynomial volume growth
• Laws of the iterated logarithm on covering graphs with groups of polynomial volume growth