Random walks and Brownian motion on cubical complexes

被引:2
|
作者
Nye, Tom M. W. [1 ]
机构
[1] Newcastle Univ, Sch Math Stat & Phys, Newcastle Upon Tyne, Tyne & Wear, England
关键词
Brownian motion; Random walk; Cubical complex; Phylogeny; Tree space; GEOMETRY; SPACE; DIFFUSION;
D O I
10.1016/j.spa.2019.06.013
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Cubical complexes are metric spaces constructed by gluing together unit cubes in an analogous way to the construction of simplicial complexes. We construct Brownian motion on such spaces, define random walks, and prove that the transition kernels of the random walks converge to that for Brownian motion. The proof involves pulling back onto the complex the distribution of Brownian sample paths on a single cube, combined with a distribution on walks between cubes. The main application lies in analysing sets of evolutionary trees: several tree spaces are cubical complexes and we briefly describe our results and applications in this context. (C) 2019 Elsevier B.V. All rights reserved.
引用
收藏
页码:2185 / 2199
页数:15
相关论文
共 50 条
  • [1] Random walks and Brownian motion
    Castell, T
    [J]. COMPUTERS AND ARTIFICIAL INTELLIGENCE, 1999, 18 (02): : 209 - 214
  • [2] Random walks and subfractional Brownian motion
    Dai, Hongshuai
    [J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2016, 45 (10) : 2834 - 2841
  • [3] Patterns in Random Walks and Brownian Motion
    Pitman, Jim
    Tang, Wenpin
    [J]. IN MEMORIAM MARC YOR - SEMINAIRE DE PROBABILITES XLVII, 2015, 2137 : 49 - 88
  • [4] Random walks and boundaries of CAT(0) cubical complexes
    Fernos, Talia
    Lecureux, Jean
    Matheus, Frederic
    [J]. COMMENTARII MATHEMATICI HELVETICI, 2018, 93 (02) : 291 - 333
  • [5] Windings of Brownian motion and random walks in the plane
    Shi, Z
    [J]. ANNALS OF PROBABILITY, 1998, 26 (01): : 112 - 131
  • [6] Convex minorants of random walks and Brownian motion
    Suidan, TM
    [J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 2001, 46 (03) : 469 - 481
  • [8] Quantum Random Walks and Minors of Hermitian Brownian Motion
    Chapon, Francois
    Defosseux, Manon
    [J]. CANADIAN JOURNAL OF MATHEMATICS-JOURNAL CANADIEN DE MATHEMATIQUES, 2012, 64 (04): : 805 - 821
  • [9] BROWNIAN-MOTION AND RANDOM-WALKS ON MANIFOLDS
    VAROPOULOS, NT
    [J]. ANNALES DE L INSTITUT FOURIER, 1984, 34 (02) : 243 - 269
  • [10] The argmin process of random walks, Brownian motion and Levy processes
    Pitman, Jim
    Tang, Wenpin
    [J]. ELECTRONIC JOURNAL OF PROBABILITY, 2018, 23