Convergence of Brownian motions on RCD*(K,N) spaces
Kohei Suzuki

TL;DR
This paper establishes that for a sequence of RCD*(K,N) spaces with bounded diameter, Sturm's D-convergence is equivalent to the weak convergence of Brownian motion laws, linking geometric and probabilistic convergence.
Contribution
It proves the equivalence between Sturm's D-convergence and weak convergence of Brownian motions on RCD*(K,N) spaces with bounded diameter.
Findings
Sturm's D-convergence matches weak Brownian motion law convergence.
The result applies to sequences of RCD*(K,N) spaces with bounded diameter.
Provides a bridge between geometric and probabilistic convergence notions.
Abstract
Suppose that a sequence of metric measure spaces X_n=(X_n, d_n, m_n) satisfies RCD*(K,N) with Diam(X_n) <D and m_n(X_n)=1. Then Sturm's D-convergence of X_n is equivalent to the weak convergence of the laws of Brownian motions on X_n.
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Taxonomy
TopicsStochastic processes and financial applications · Mathematical Dynamics and Fractals · Stochastic processes and statistical mechanics
