Back to Search Start Over

Stopping time convergence for processes associated with Dirichlet forms

Authors :
Baxter, J. R.
Hernandez, M. Nielsen
Publication Year :
2017

Abstract

Convergence is proved for solutions of Dirichlet problems in regions with many small excluded sets (holes), as the holes become smaller and more numerous. The problem is formulated in the context of Markov processes associated with general Dirichlet forms, for random and nonrandom excluded sets. Sufficient conditions are given under which the sequence of entrance times or hitting times of the excluded sets converges in the stable topology. Convergence in the stable topology is a strengthened form of convergence in distribution, introduced by Renyi. Stable convergence of the entrance times implies convergence of the solutions of the corresponding Dirichlet problems. Some additional results are given in a supplement on random center models.<br />Comment: Fixed some typos which were introduced while "de-macroing"

Subjects

Subjects :
Mathematics - Probability
60J45

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1705.09876
Document Type :
Working Paper
Full Text :
https://doi.org/10.1007/s11118-018-9681-y