Probability Seminar: Matthew Folz
Speakers
Details
We analyze stochastic completeness, or non-explosiveness, of the variable-speed random walk (VSRW) on weighted graphs. We prove a criterion relating volume growth in an adapted metric to stochastic completeness of the VSRW. This criterion is analogous to the optimal result for Riemannian manifolds and is shown to be sharp. The proof is accomplished through the construction of a Brownian motion on a metric graph which behaves similarly to the VSRW under consideration. Results of Sturm on stochastic completeness for local Dirichlet spaces are then applicable to this Brownian motion, and non-explosiveness of the Brownian motion is shown to imply non-explosiveness of the VSRW.
Additional Information
This is a Past Event
Event Type
Scientific, Seminar
Date
September 12, 2012
Time
-
Location