Abstract
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.
Original language | English |
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Pages (from-to) | 375-398 |
Number of pages | 24 |
Journal | Probability Theory and Related Fields |
Volume | 104 |
Issue number | 3 |
DOIs | |
Publication status | Published - 1996 Mar |
Externally published | Yes |
ASJC Scopus subject areas
- Analysis
- Statistics and Probability
- Statistics, Probability and Uncertainty