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Homogenization on nested fractals
Authors:T Kumagai  S Kusuoka
Institution:(1) Graduate School of Polymathematics, Nagoya University, Chikusa-ku, 464-01 Nagoya, Japan;(2) Department of Mathematical Sciences, University of Tokyo, 7-3-1 Hongo, Tokyo 113, Japan
Abstract:Summary We study the homogenization problem on nested fractals. LetX t be the continuous time Markov chain on the pre-nested fractal given by puttingi.i.d. random resistors on each cell. It is proved that under some conditions, 
$$\alpha ^{ - n} X_{t_E^n t} $$
converges in law to a constant time change of the Brownian motion on the fractal asnrarrinfin, where agr is the contraction rate andt E 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 martingale method.Dedicated to Professor Masatoshi Fukushima on his 60th birthdayResearch partially supported by the Yukawa Foundation
Keywords:31C25  47A35  60J60
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