Markov Chain Approximations for Symmetric Jump Processes |
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Authors: | Ryad Husseini Moritz Kassmann |
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Affiliation: | 1.Institut für Angewandte Mathematik,Universit?t Bonn,Bonn,Germany;2.Institut für Angewandte Mathematik,Universit?t Bonn,Bonn,Germany |
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Abstract: | Markov chain approximations of reversible jump processes are investigated. Tightness results and a central limit theorem are established. Moreover, given the generator of a reversible jump process with state space ℝ d , the approximating Markov chains are constructed explicitly. As a byproduct we obtain a definition of the Sobolev space H α/2(ℝ d ), α∈(0,2), that is equivalent to the standard one. |
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Keywords: | Jump processes Markov chains Lévy measure Central-limit theorem |
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