Brownian Motion in a Vector Space over a Local Field is a Scaling Limit
Tyler Pierce, Rahul Rajkumar, Andrea Stine, David Weisbart, and Adam, M. Yassine

TL;DR
This paper establishes that Brownian motion on a vector space over a local field can be obtained as a scaling limit of discrete random walks, extending previous results from p-adic numbers to more general local fields.
Contribution
It generalizes the connection between discrete random walks and Brownian motion from p-adic fields to arbitrary local fields, deepening the analogy with classical diffusion.
Findings
Brownian motion on local fields is a scaling limit of discrete random walks.
The Vladimirov-Taibleson operator acts as the generator of this Brownian motion.
Extension of previous p-adic results to general local fields.
Abstract
For any natural number , the Vladimirov-Taibleson operator is a natural analogue of the Laplace operator for complex-valued functions on a -dimensional vector space over a local field . Just as the Laplace operator on is the infinitesimal generator of Brownian motion with state space , the Vladimirov-Taibleson operator on is the infinitesimal generator of real-time Brownian motion with state space . This study deepens the formal analogy between the two types of diffusion processes by demonstrating that both are scaling limits of discrete-time random walks on a discrete group. It generalizes the earlier works, which restricted to be the -adic numbers.
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Taxonomy
Topicsadvanced mathematical theories · Stochastic processes and financial applications
