1. Introduction
Markov chains on graphs are very simple stochastic processes but serve in many applications, and so the class of such processes has been an important research focus. In particular, various properties of reversible Markov chains on graphs are known to be equivalent to those of electrical networks, and the analysis of them has seen remarkable progress in recent decades [Reference Barlow8, Reference Levin and Peres29, Reference Lyons and Peres30]. The theory of resistance forms established by Kigami [Reference Kigami26, Reference Kigami27] is a generalization of this research direction. In [Reference Kigami26], Kigami introduced a class of metrics called resistance metrics, which is a generalization of effective resistance on electrical networks, and in [Reference Kigami27], he showed that, on a resistance metric space equipped with a Radon measure of full support, there exists a naturally associated Markov process, which corresponds to a continuous-time Markov chain on an electrical network. Originally, the theory of resistance forms was developed for the analysis on fractals, but recent research [Reference Croydon16, Reference Croydon, Hambly and Kumagai18, Reference Noda33] has confirmed that the theory is also useful for the study of scaling limits of Markov chains and their local times on electrical networks. The results in [Reference Noda33] are generalizations of those in [Reference Croydon16, Reference Croydon, Hambly and Kumagai18], and in that paper, it is proven that if a sequence of electrical networks equipped with measures converges in the local Gromov–Hausdorff-vague topology and satisfies the non-explosion condition and the metric-entropy condition, then the associated continuous-time Markov chains and their local times also converge. In this paper, we establish a similar result for discrete-time Markov chains, which are of interest in their own right, naturally appearing in studies of algorithms, for example.
It may appear that the convergence of discrete-time Markov chains can be obtained directly from the corresponding result for continuous-time Markov chains in [Reference Noda33], and indeed this is true at the level of sample paths of Markov chains. To see this, consider constant-speed random walks, namely continuous-time Markov chains whose holding time at each site is exponential with rate 1. Given such processes
$X_n$
on electrical networks
$G_n$
, the associated discrete-time chains
$Y_n$
are obtained by applying the random time change determined by the holding times. Under suitable convergence assumptions on the networks
$G_n$
, the law of large numbers implies that the (rescaled) time-change processes converge uniformly to the identity map. Consequently, the scaling limit of the discrete-time chains
$Y_n$
follows from that of the continuous-time chains
$X_n$
. (See Proposition 5.2 for details.)
In contrast, for local times, it is not possible to deduce the convergence of the local times of the discrete-time Markov chains from their continuous-time counterparts simply as a consequence of a law of large numbers. The fundamental reason is that local times are highly sensitive to time changes, and there is no simple time-change relation between the discrete-time and continuous-time local times. Consequently, unlike the situation for sample paths, the convergence of discrete-time local times cannot be obtained by a straightforward transfer from the continuous-time setting.
Thus, following the strategy in [Reference Noda33], we derive the convergence of discrete-time local times from the convergence of the underlying discrete-time Markov chains. Two ingredients play a key role:
-
(i) modulus-of-continuity estimates for discrete-time local times;
-
(ii) a trace approximation technique that allows us to approximate a discrete-time Markov chain on a non-compact electrical network by the chain restricted to a compact subnetwork (with respect to the resistance metric).
The first ingredient is essentially established by Croydon [Reference Croydon15] when the underlying networks are compact, and it provides the basis for proving tightness of the discrete-time local times. The second ingredient allows us to extend this tightness to the non-compact case. While trace approximations are well understood for continuous-time Markov chains through the theory of resistance forms and Dirichlet forms (see [Reference Croydon, Hambly and Kumagai18, Lemma 2.6]), no corresponding result appears to be available for discrete-time chains. In this paper, we develop a discrete-time version of the trace approximation method by analyzing extended Dirichlet spaces associated with resistance forms (see Sections 3 and 4). This technique is of independent interest and is likely to be useful in a broader range of applications beyond the present work, and it represents another important contribution of this paper.
To present our main results, we begin by introducing several pieces of notation. We write
$\mathbb{R}_{\geq 0} \;:\!=\; [0, \infty)$
, equipped with the usual Euclidean topology. Given metric spaces S and T, we write C(S, T) for the space of continuous functions from S to T, equipped with the compact-convergence topology; that is, a sequence
$(\,f_n)_{n \geq 1}$
in C(S, T) converges to f if and only if
$f_n$
converges to f uniformly on every compact subset of S. We write
$D(\mathbb{R}_{\geq 0}, S)$
for the space of càdlàg functions from
$\mathbb{R}_{\geq 0}$
to S, equipped with the usual
$J_1$
-Skorohod topology (see [Reference Billingsley11, Section 16]).
Given a metric space (S, d), we set, for
$x \in S$
and
$r>0$
,
We say that (S, d) is boundedly compact if and only if
$D_{d}(x, r)$
is compact for all
$x \in S$
and
$r>0$
. Note that a boundedly compact metric space is complete, separable, and locally compact. A tuple
$(S, d, \rho, \mu)$
is said to be a rooted-and-measured boundedly-compact metric space if and only if (S, d) is a boundedly-compact metric space,
$\rho$
is a distinguished element of S called the root, and
$\mu$
is a Radon measure on S; that is,
$\mu$
is a Borel measure on S such that
$\mu(K) < \infty$
for every compact subset K. Given a rooted-and-measured boundedly compact metric space
$G = (S, d, \rho, \mu)$
and
$r > 0$
, we define a rooted-and-measured compact metric space
$G^{(r)} = (S^{(r)}, d^{(r)}, \rho^{(r)}, \mu^{(r)})$
by setting
where
$\operatorname{cl}\!(\!\cdot\!)$
denotes the closure of a set. We write
$\mathbb{G}$
for the collection of rooted-and-measured isometric equivalence classes of rooted-and-measured boundedly compact metric spaces and equip
$\mathbb{G}$
with the local Gromov–Hausdorff-vague topology. (See Subsection 2.1 for details.)
Definition 1.1. (The spaces
$\mathbb{F}$
and
$\mathbb{F}_{\mathrm c}$
.) We define the subspace
$\mathbb{F}$
of
$\mathbb{G}$
to be the collection of
$(F,R,\rho,\mu) \in \mathbb{G}$
such that
$\mu$
is of full support and R is a resistance metric that is associated with a recurrent resistance form, i.e. it holds that
where the quantity on the left-hand side denotes the effective resistance between
$\rho$
and
$B_R(\rho, r)^c$
; see Definition 3.3. We write
$\mathbb{F}_{\mathrm c}$
for the subspace of
$\mathbb{F}$
consisting of the tuples
$(F, R, \rho, \mu) \in \mathbb{F}$
such that (F, R) is compact. (For the definitions of resistance metrics and resistance forms, see Definitions 3.1 and 3.2. For the reason why (1.2) means recurrence, see the discussion before Definition 3.8.)
Let
$G=(F, R, \rho, \mu)$
be an element of
$\mathbb{F}$
and
$(\mathcal{E}, \mathcal{F})$
be a resistance form corresponding to R. In Corollary 3.4, it is shown that
$(\mathcal{E}, \mathcal{F})$
is regular (see Definition 3.4 for regular resistance forms). The regularity of
$(\mathcal{E}, \mathcal{F})$
ensures the existence of a related regular Dirichlet form
$(\mathcal{E},\mathcal{D})$
on
$L^{2}(F,\mu)$
and also of an associated Hunt process
$((X_{G}(t))_{t \geq 0}, (\mathbb{P}_{x}^{G})_{x \in F})$
, which is recurrent by the condition (1.2). In the study of continuity of local times of
$X_{G}$
, the metric entropy defined below plays an important role.
Definition 1.2. (
$\varepsilon$
-covering, metric entropy.) Let (S, d) be a compact metric space. For
$\varepsilon > 0$
, a subset A is called an
$\varepsilon$
-covering of (S, d) if it holds that
$S = \bigcup_{x \in A} D_{d}(x, \varepsilon)$
. We define
where
$|A|$
denotes the cardinality of A. An
$\varepsilon$
-covering A with
$|A|=N_{d}(S,\varepsilon)$
is called a minimal
$\varepsilon$
-covering of (S, d). We call the family
$\{ N_{d}(S,\varepsilon) \mid \varepsilon >0 \}$
the metric entropyof (S, d).
Definition 1.3. (The spaces
$\check{\mathbb{F}}$
and
$\check{\mathbb{F}}_{\mathrm c}$
.) We define the subspace
$\check{\mathbb{F}}$
of
$\mathbb{F}$
to be the collection of
$(F, R, \rho, \mu) \in \mathbb{F}$
such that, for any
$r >0$
, there exists
$\alpha_{r} \in (0,1/2)$
satisfying
and we also define
$\check{\mathbb{F}}_{\mathrm c} \;:\!=\; \mathbb{F}_{\mathrm c} \cap \check{\mathbb{F}}$
.
Let
$G = (F, R, \rho, \mu)$
be an element of
$\check{\mathbb{F}}$
. From [Reference Noda33], the Hunt process
$X_{G}$
admits a jointly continuous local time
$L_{G} = (L_{G}(x,t))_{x \in F, t \geq 0}$
satisfying the occupation density formula (see (3.3)). We define a probability measure
$\mathbb{P}_{G}$
on
$D(\mathbb{R}_{\geq 0}, F) \times C(F \times \mathbb{R}_{\geq 0}, \mathbb{R}_{\geq 0})$
by setting
We set
which we regard as an element of
$\mathbb{M}_{\mathrm L}$
defined in Subsection 2.2. In particular,
$\mathbb{M}_{\mathrm L}$
is a Polish space containing (equivalence classes of) tuples
$(S, d, \rho, \mu, \mathbb{P})$
such that
$(S, d, \rho, \mu)$
is a rooted-and-measured boundedly compact metric space and
$\mathbb{P}$
is a probability measure on
$D(\mathbb{R}_{\geq 0}, S) \times C(S \times \mathbb{R}_{\geq 0}, \mathbb{R}_{\geq 0})$
.
We next introduce electrical networks and associated resistance forms.
Definition 1.4. (Electrical network.) Let (V, E) be a connected, simple, undirected graph with finitely or countably many vertices, where V denotes the vertex set and E denotes the edge set. (Note that a graph being simple means that it has no loops and no multiple edges.) For
$x, y \in V$
, we write
$x \sim y$
if and only if
$\{ x, y \} \in E$
. Let
$c \colon V^{2} \to \mathbb{R}_{\geq 0}$
be a function such that
$c(x,y) = c(y, x)$
for all
$x, y \in V$
,
$c(x, y) > 0$
if and only if
$x \sim y$
, and
We call c(x, y) the conductance on the edge
$\{x,y\}$
and (V, E, c) an electrical network. We equip V with the discrete topology and define a Radon measure
$\mu$
on V by setting
which we call the conductance measure associated with the electrical network (V, E, c). Given an electrical network G, we write
$V_{G} = V(G$
),
$E_{G} = E(G)$
,
$(c_{G}(x,y))_{x, y \in V_{G}}$
, and
$\mu_{G}$
for the vertex set, the edge set, the conductances, and the associated conductance measure, respectively. When we say that G is arooted electrical network, there exists a distinguished vertex, which we denote by
$\rho_{G} \in V_{G}$
.
Let G be an electrical network. The discrete-time Markov chain associated with G is the discrete-time Markov chain
$Y_{G}=(Y_{G}(k))_{k \geq 0}$
on
$V_{G}$
with transition probabilities
$(P_{G}(x,y))_{x, y \in V_{G}}$
given by
We write
$\mathbb{P}_{\rho}^{G}$
for the underlying probability measure of
$Y_{G}$
started at
$\rho \in V_{G}$
. By setting
we regard
$Y_{G}$
as a random element of
$D(\mathbb{R}_{\geq 0}, V_{G})$
. We then define the local time
$\ell_{G} = (\ell_{G}(x, t))_{x \in V_{G}, t \geq 0}$
of
$Y_{G}$
by setting
which we regard as a random element of
$C(V_{G} \times \mathbb{R}_{\geq 0}, \mathbb{R}_{\geq 0})$
. Note that
$\ell_{G}$
satisfies the occupation density formula:
for all
$f \colon V_{G} \to \mathbb{R}_{\geq 0}$
and
$t \geq 0$
.
In our arguments, the analysis of Markov chains on electrical networks via associated resistance forms is important, which we now introduce.
Definition 1.5. (Resistance forms associated with electrical networks.) Let G be an electrical network. For functions
$f\!,g \colon V_{G} \to \mathbb{R}$
, we set
(if the right-hand side exists). We then define an
$\mathbb{R}$
-linear subspace of
$\mathbb{R}^{V_{G}}$
by setting
In Subsection 4.1, it is proven that the pair
$(\mathcal{E}_{G}, \mathcal{F}_{G})$
is a regular resistance form, and if we write
$R_{G}$
for the associated resistance metric then the topology on
$V_{G}$
induced from
$R_{G}$
is the discrete topology.
Our first result concerns a sequence of deterministic (scaled) electrical networks, which corresponds to Theorem 1.9 in [Reference Noda33]. To establish the convergence of the associated discrete-time Markov chains and their local times, we assume the non-explosion condition introduced in [Reference Croydon16] and the metric-entropy condition introduced in [Reference Noda33] (see Assumption 1.1 and Theorem 1.1 below). For each
$n \in \mathbb{N}$
, let
$G_{n}$
be a rooted electrical network. We simply write
and we assume that each
$(V_{n}, R_{n}, \rho_{n}, \mu_{n})$
belongs to
$\check{\mathbb{F}}$
. Suppose that we have scaling factors
$a_{n}, b_{n}$
; that is,
$(a_{n})_{n \geq 1}$
and
$(b_{n})_{n \geq 1}$
are sequences of positive numbers with
$a_{n} \to \infty$
and
$b_{n} \to \infty$
. We then write
We consider the following conditions.
Assumption 1.1.
-
(i) The sequence
$(\hat{V}_{n}, \hat{R}_{n}, \hat{\rho}_{n}, \hat{\mu}_{n})_{n \geq 1}$
in
$\check{\mathbb{F}}$
satisfies in the local Gromov–Hausdorff-vague topology for some
\begin{align*} (\hat{V}_{n}, \hat{R}_{n}, \hat{\rho}_{n}, \hat{\mu}_{n}) \to (F, R, \rho, \mu) \end{align*}
$G=(F, R, \rho, \mu) \in \mathbb{G}$
such that F consists of more than one point and
$\mu$
is of full support.
-
(ii) It holds that
\begin{align*} \lim_{r \to \infty} \liminf_{n \to \infty} \hat{R}_{n}( \hat{\rho}_{n}, B_{\hat{R}_{n}}( \hat{\rho}_{n}, r)^{c}) = \infty. \end{align*}
-
(iii) For each
$r>0$
, there exists
$\alpha_{r} \in (0, 1/2)$
such that where we note that
\begin{align*} \lim_{m \to \infty} \limsup_{n \to \infty} \sum_{k \geq m} N_{\hat{R}_{n}^{(r)}} \big(\hat{V}_{n}^{(r)}, 2^{-k}\big)^{2} \exp(\!-2^{\alpha_{r} k}) = 0, \end{align*}
$\hat{V}_{n}^{(r)} = B_{\hat{R}_{n}}(\hat{\rho}_{n}, r) = B_{R_{n}}(\rho_{n}, a_{n}r)$
.
Since the spaces and measures are scaled, we consider accordingly scaled Markov chains and their local times defined as follows:
We then set
Note that
$\widehat{\mathbb{P}}_{n}$
is a probability measure on
$D(\mathbb{R}_{\geq 0}, \hat{V}_{n}) \times C(\hat{V}_{n} \times \mathbb{R}_{\geq 0}, \mathbb{R}_{\geq 0})$
and
$\hat{\mathcal{Y}}_{n}$
is an element of
$\mathbb{M}_{\mathrm L}$
.
Theorem 1.1. Under Assumption 1.1, the limiting space G belongs to
$\check{\mathbb{F}}$
and
$\hat{\mathcal{Y}}_{n}$
converges to
$\mathcal{X}_{G}$
in
$\mathbb{M}_{\mathrm L}$
, where we recall
$\mathcal{X}_{G}$
from (1.4).
In our second theorem, we consider a sequence of random electrical networks, which corresponds to Theorem 1.11 in [Reference Noda33]. To state the result, in the previous setting, we assume that each
$G_{n}$
is a random electrical network; that is,
$(V_{n}, R_{n}, \rho_{n}, \mu_{n})$
is a random element of
$\check{\mathbb{F}}$
. We denote by
$\mathbb{P}_{n}$
the underlying complete probability measure of
$G_{n}$
. Note that the scaling factors
$a_{n}, b_{n}$
are assumed to be deterministic.
Assumption 1.2.
-
(i) The sequence
$(\hat{V}_{n}, \hat{R}_{n}, \hat{\rho}_{n}, \hat{\mu}_{n})_{n \geq 1}$
in
$\check{\mathbb{F}}$
satisfies in the local Gromov–Hausdorff-vague topology for some random element
\begin{align*} (\hat{V}_{n}, \hat{R}_{n}, \hat{\rho}_{n}, \hat{\mu}_{n}) \xrightarrow{\mathrm{d}} (F, R, \rho, \mu) \end{align*}
$G=(F, R, \rho, \mu)$
of
$\mathbb{G}$
such that F consists of more than one point and
$\mu$
is of full support almost surely. We denote by
$\mathbb{P}$
the underlying complete probability measure of G.
-
(ii) It holds that
\begin{align*} \lim_{r \to \infty} \liminf_{n \to \infty} \mathbb{P}_{n} \left( \hat{R}_{n}( \hat{\rho}_{n}, B_{\hat{R}_{n}}( \hat{\rho}_{n}, r)^{c}) \geq \lambda \right) = 1 \quad \mbox{for all } \lambda > 0. \end{align*}
-
(iii) For each
$r>0$
, there exists
$\alpha_{r} \in (0, 1/2)$
such that
\begin{align*} \lim_{m \to \infty} \limsup_{n \to \infty} \mathbb{P}_{n} \Bigg( \sum_{k \geq m} N_{\hat{R}_{n}^{(r)}} \big(\hat{V}_{n}^{(r)}, 2^{-k}\big)^{2} \exp(\!-2^{\alpha_{r} k}) \geq \varepsilon \Bigg) = 0 \quad \mbox{for all } \varepsilon > 0. \end{align*}
Theorem 1.2. Under Assumption 1.2, the limiting space G is a random element of
$\check{\mathbb{F}}$
, i.e.
$\mathbb{P}(G \in \check{\mathbb{F}})=1$
, and
$\hat{\mathcal{Y}}_{n} \xrightarrow{\mathrm{d}} \mathcal{X}_{G}$
as random elements of
$\mathbb{M}_{\mathrm L}$
.
Remark 1.1. By Proposition 6.1 in [Reference Noda33], if G is a random element of
$\check{\mathbb{F}}$
then
$\mathcal{X}_{G}$
is a random element of
$\mathbb{M}_{\mathrm L}$
. Similarly, in Corollary 4.2, it is proven that
$\hat{\mathcal{Y}}_{n}$
that appears in Theorem 1.2 is a random element of
$\mathbb{M}_{\mathrm L}$
.
Remark 1.2. Checking the metric-entropy condition of Assumption 1.1(iii) or Assumption 1.2(iii) directly can be challenging. However, it can be verified via suitable volume estimates of balls. In particular, if the sequence
$(G_{n})_{n \geq 1}$
satisfies the uniform volume doubling (UVD) condition (see [Reference Croydon, Hambly and Kumagai18, Definition 1.1]) then the metric-entropy condition is satisfied. Sufficient conditions for the metric-entropy condition are provided in [Reference Noda33, Section 7].
Remark 1.3. In [Reference Noda33], where convergence of continuous-time Markov chains and their local times is established, the following examples are considered.
-
(a) Models in the UVD regime (see [Reference Croydon, Hambly and Kumagai18]).
-
(b) A random recursive Sierpiński gasket (see [Reference Hambly22]).
-
(c) Critical Galton–Watson trees conditioned on size (see [Reference Aldous3, Reference Andriopoulos4, Reference Duquesne20]).
-
(d) Uniform spanning trees on
$\mathbb{Z}^d$
with
$d=2, 3$
and on high-dimensional tori (see [Reference Angel, Croydon, Hernandez-Torres and Shiraishi5, Reference Archer, Nachmias and Shalev6, Reference Barlow, Croydon and Kumagai9]). -
(e) The critical Erdős–Rényi random graph (see [Reference Addario-Berry, Broutin and Goldschmidt2]).
-
(f) The critical configuration model (see [Reference Bhamidi and Sen10]).
Our main results are also applicable to these examples. However, we emphasize that in [Reference Noda33] counting measures are considered for (c), (d), (e), and (f), and for (b) the existence of deterministic scaling factors for measures is not mentioned. Thus, to apply our main results, we need to close some small gaps; we do this in Appendix A. Moreover, in Appendix A, we consider another example, the random conductance model on unbounded fractals.
Remark 1.4. In Appendix B, we also study the convergence of the traces of the random walks and their local times onto (possibly random) compact subsets. This question is of independent interest, since in the main results of the paper traces are used only as a technical tool to approximate Markov chains on non-compact networks, whereas the convergence of the traces themselves involves an additional subtlety regarding conductances on boundaries. We therefore treat this topic separately in Appendix B, as it may be useful in other contexts as well.
The remainder of this article is organized as follows. In Section 2, we introduce the spaces
$\mathbb{G}$
and
$\mathbb{M}_{\mathrm L}$
used in our main results. In Section 3, we provide new results on resistance forms by characterizing and studying associated extended Dirichlet spaces. The results are applied to the study of traces of electrical networks in Section 4. In Sections 5 and 6, we provide the proofs of Theorems 1.1 and 1.2, respectively.
2. The topologies for the main results
In this section, we introduce the topologies used in our main results, following [Reference Noda33, Section 2]. Note that we set
$a \wedge b \;:\!=\; \min \{a, b\}$
and
$a \vee b \;:\!=\; \max \{ a, b \}$
for
$a, b \in \mathbb{R} \cup \{ \pm \infty \}$
.
2.1. The local Gromov–Hausdorff-vague topology
We introduce the local Gromov–Hausdorff-vague topology, which is used to discuss convergence of rooted-and-measured boundedly compact metric spaces. For details, see [Reference Noda33, Section 2] and [Reference Noda34].
Let
$(S, d, \rho)$
be a rooted boundedly compact metric space.
Definition 2.1. We write
$\mathcal{C}_{\mathrm{c}}(S)$
(respectively
$\mathcal{C}(S)$
) for the set of compact (respectively closed) subsets of S. Note that both
$\mathcal{C}_{\mathrm{c}}(S)$
and
$\mathcal{C}(S)$
include the empty set.
We first recall the Hausdorff metric on
$\mathcal{C}_{\mathrm{c}}(S)$
. For a subset
$A \subseteq S$
, the (closed)
$\varepsilon$
-neighborhood of A in (S, d) is given by
The Hausdorff metric
$d_{\mathrm{H}}$
on
$\mathcal{C}_{\mathrm{c}}(S)$
is defined by setting
where the infimum over the empty set is defined to be
$\infty$
. It is known that
$d_{\mathrm{H}}$
is indeed a metric (allowed to take the value
$\infty$
because of the empty set) on
$\mathcal{C}_{\mathrm{c}}(S)$
(see [Reference Burago, Burago and Ivanov12, Subsection 7.3.1]). We call the topology on
$\mathcal{C}_{\mathrm{c}}(S)$
induced from
$d_{\mathrm{H}}$
the Hausdorff topology.
A commonly used topology on
$\mathcal{C}(S)$
is the Fell topology (see [Reference Molchanov31, Appendix C]). We define a metric inducing this topology using the Hausdorff metric as follows. Note that, for each subset
$A \subseteq S$
and
$r > 0$
, we write
where
$\operatorname{cl}\!(\!\cdot\!)$
denotes the closure of a subset.
Definition 2.2. For each
$A, B \in \mathcal{C}(S)$
, define
The function
$d_{\bar{\mathrm{H}}, \rho}$
is indeed a metric on
$\mathcal{C}(S)$
and a natural extension of the Hausdorff metric for non-compact sets. The following is a basic property of
$d_{\bar{\mathrm{H}}, \rho}$
.
Theorem 2.1. ([Reference Noda34, Theorems 3.8, 3.9, and 3.11].) The function
$d_{\bar{H}, \rho}$
is a metric on
$\mathcal{C}(S)$
and the metric space
$(\mathcal{C}(S), d_{\bar{H}, \rho})$
is compact. The induced topology on
$\mathcal{C}(S)$
coincides with the Fell topology. In particular, a sequence
$(A_{n})_{n \geq 1}$
converges to A with respect to
$d_{\bar{H}, \rho}$
if and only if
$A_{n}^{(r)}$
converges to
$A^{(r)}$
in the Hausdorff topology for all but countably many
$r>0$
.
For convergence of measures, we use the vague topology. So, we next introduce a metric inducing the vague topology. Recall that
$(S, d, \rho)$
is a rooted boundedly compact metric space.
Definition 2.3. We write
$\mathcal{M}_{\mathrm{fin}}(S)$
(respectively
$\mathcal{M}(S)$
) for the set of finite Borel (respectively Radon) measures on (S, d).
Recall that the Prohorov metric
$d_{\mathrm{P}}$
between
$\mu, \nu \in \mathcal{M}_{\mathrm{fin}}(S)$
is given by
By extending this Prohorov metric similarly to (2.2), we define a metric on
$\mathcal{M}(S)$
as follows. Note that, for each
$\mu \in \mathcal{M}(S)$
and
$r > 0$
, we write
$\mu^{(r)}$
for the restriction of
$\mu$
to
$B_{d}(\rho, r)$
.
Definition 2.4. For each
$\mu, \nu \in \mathcal{M}(S)$
, we define
Theorem 2.2. ([Reference Noda34, Theorems 3.19 and 3.20].) The function
$d_{\mathrm{V}, \rho}$
is a metric on
$\mathcal{M}(S)$
. The metric space
$(\mathcal{M}(S), d_{\mathrm{V}, \rho})$
is separable and complete. Let
$\mu, \mu_{1}, \mu_{2}, \ldots$
be elements of
$\mathcal{M}(S)$
. Then the following statements are equivalent:
-
(i)
$\mu_{n}$
converges to the Radon measure
$\mu$
with respect to
$d_{\mathrm{V}, \rho}$
; -
(ii)
$\mu_{n}^{(r)}$
converges weakly to
$\mu^{(r)}$
for all but countably many
$r>0$
; -
(iii)
$\mu_{n}$
converges vaguely to
$\mu$
; that is, for all continuous functions
$f \colon S \to \mathbb{R}$
with compact support, it holds that
\begin{align*} \lim_{n \to \infty} \int_{S} f(x)\, \mu_{n}(\mathrm{d}x) = \int_{S} f(x)\, \mu(\mathrm{d}x). \end{align*}
We now introduce the local Gromov–Hausdorff-vague topology. We say that two rooted-and-measured boundedly compact metric spaces
$G_{i} = (S_{i}, d_{i}, \rho_{i}, \mu_{i})$
,
$i=1,2$
, are Gromov–Hausdorff-vague equivalent if and only if there exists a root-preserving isometry
$f \colon S_{1} \to S_{2}$
such that
$\mu_{2} = \mu_{1} \circ f^{-1}$
. Note that f being an isometry means that f is distance-preserving and surjective (and hence bijective) and f being root-preserving means that
$f(\rho_{1})=\rho_{2}$
. We write
$\mathbb{G}$
for the collection of Gromov–Hausdorff-vague-equivalence classes of rooted-and-measured boundedly compact metric spaces. We define
$\mathbb{G}_{\mathrm c}$
to be the collection of
$(S, d, \rho, \mu) \in \mathbb{G}$
such that (S, d) is compact.
Remark 2.1. From the rigorous point of view of set theory, neither
$\mathbb{G}_{\mathrm c}$
nor
$\mathbb{G}$
is a set. However, it is possible to think of both as sets. This is because one can construct a legitimate set
$\mathscr{G}$
of rooted-and-measured boundedly compact spaces such that any rooted-and-measured boundedly compact space is Gromov–Hausdorff-vague equivalent to a unique element of
$\mathscr{G}$
(see [Reference Noda34, Proposition 6.2]). Therefore, in this article, we proceed with the discussion by treating
$\mathbb{G}_{\mathrm c}$
and
$\mathbb{G}$
as sets to avoid repeatedly referring to this set-theoretic formality concerning the choice of representatives.
Recall that the (pointed) Gromov–Hausdorff–Prohorov metric
$d_{\mathrm{GHP}} $
on
$\mathbb{G}_{\mathrm c}$
is given by setting, for
$G_{i} = (S_{i}, d_{i}, \rho_{i}, \mu_{i}) \in \mathbb{G}_{\mathrm c},\, i=1,2$
,
where the infimum is taken over all compact metric spaces (M, d) and all distance-preserving maps
$f _i \colon S_{i} \to M,\, i=1,2$
. We equip
$\mathbb{G}_{\mathrm c}$
with the topology induced by
$d_{\mathrm{GHP}}$
, and call it the (pointed) Gromov–Hausdorff–Prohorov topology. It is known that this topology is Polish; further details about this metric can be found in [Reference Abraham, Delmas and Hoscheit1, Reference Khezeli25].
An extension of
$d_{\mathrm{GHP}}$
to a metric on
$\mathbb{G}$
was also studied in [Reference Abraham, Delmas and Hoscheit1, Reference Khezeli25]. It is defined in a manner similar to (2.2) as follows: for each
$G_1, G_2 \in \mathbb{G}$
, set
where we recall the restriction operator
$\cdot^{(r)}$
from (1.1). This defines a metric on
$\mathbb{G}$
that induces a Polish topology (see [Reference Khezeli25, Remark 3.20 and Theorem 3.27]). In what follows, however, we introduce another metric
$d_{\mathbb{G}}$
on
$\mathbb{G}$
in Definition 2.5. Although
$d_{\mathbb{G}}$
induces the same topology as
$d'_{\mathrm{GHP}}$
, we prefer
$d_{\mathbb{G}}$
since its formulation is more flexible (see [Reference Noda34, Section 1] on this point). Indeed, the same philosophy also underlies the metrization of the space
$\mathbb{M}_{\mathrm L}$
, which is discussed in the next subsection. The metric
$d_{\mathbb{G}}$
is defined in a manner similar to (2.3), with a minor modification concerning the treatment of roots.
Definition 2.5. For
$G_{i} = (S_{i}, d_{i}, \rho_{i}, \mu_{i}) \in \mathbb{G},\, i=1,2$
, we set
where the infimum is taken over all rooted boundedly compact metric spaces
$(M, d, \rho)$
and all root-and-distance-preserving maps
$f _i \colon S_{i} \to M,\, i=1,2$
.
Theorem 2.3. ([Reference Noda34, Theorem 8.9].) The function
$d_{\mathbb{G}}$
is a well-defined metric on
$\mathbb{G}$
, and the metric space
$(\mathbb{G}, d_{\mathbb{G}})$
is complete and separable.
Regarding convergence in
$\mathbb{G}$
, we have the following result.
Theorem 2.4. ([Reference Noda34, Theorem 8.10].) Let
$G=(S, d, \rho, \mu)$
and
$G_{n} = (S_{n}, d^{n}, \rho_{n}, \mu_{n}),\, n \in \mathbb{N}$
, be elements in
$\mathbb{G}$
. Then the following statements are equivalent:
-
(i)
$G_{n}$
converges to G with respect to
$d_{\mathbb{G}}$
; -
(ii)
$G_{n}$
converges to G with respect to
$d'_{\mathrm{GHP}}$
; -
(iii)
$G_{n}^{(r)}$
converges to
$G^{(r)}$
in the Gromov–Hausdorff–Prohorov topology for all but countably many
$r>0$
; -
(iv) there exist a rooted boundedly compact metric space
$(M, d^{M}, \rho_{M})$
and root-and-distance-preserving maps
$f _n \colon S_{n} \to M$
and
$f \colon S \to M$
such that
$f_{n}(S_{n}) \to f(S)$
in the Fell topology in M and
$\mu_{n} \circ f_{n}^{-1} \to \mu \circ f^{-1}$
vaguely as measures on M.
Definition 2.6. (The local Gromov–Hausdorff-vague topology.) We call the topology on
$\mathbb{G}$
induced by the metric
$d_{\mathbb{G}}$
(or, equivalently,
$d'_{\mathrm{GHP}}$
) the local Gromov–Hausdorff-vague topology.
Remark 2.2. The local Gromov–Hausdorff-vague topology is a little different from the Gromov–Hausdorff-vague topology introduced in [Reference Athreya, Lőhr and Winter7]. This is because the topology in [Reference Athreya, Lőhr and Winter7] deals with the convergence of the supports of measures instead of the whole spaces. However, regarding the main results of this paper, since we assume that all measures contained in
$\mathbb{F}$
(recall this from Definition 1.1) are of full support, the topology induced on
$\mathbb{F}$
is the same whether one uses the Gromov–Hausdorff-vague topology defined in [Reference Athreya, Lőhr and Winter7] or the local Gromov–Hausdorff-vague topology.
Remark 2.3. The local Gromov–Hausdorff-vague topology is strictly coarser than the Gromov–Hausdorff–Prohorov topology (see [Reference Khezeli25, Remark 3.23]).
Remark 2.4. From Theorem 2.4, it might be more appropriate to call the local Gromov–Hausdorff-vague topology the Gromov–Fell-vague topology. However, since the term ‘Gromov–Hausdorff’ has been widely adopted in the literature, including for non-compact underlying spaces, and is more familiar to a broader audience, we follow this convention and use ‘Gromov–Hausdorff’ throughout this paper.
For later use, we introduce another space
$\mathbb{D}$
by dropping measures from
$\mathbb{G}$
. This is defined precisely as follows. We say that two rooted boundedly compact metric spaces are equivalent if and only if there exists a root-preserving isometry between them. We write
$\mathbb{D}$
for the collection of equivalence classes of rooted boundedly compact metric spaces. If we define a metric on
$\mathbb{D}$
similarly to
$d_{\mathbb{G}}$
in Definition 2.5 but drop measure components, that is, if we define
then we obtain a complete, separable metric
$d_{\mathbb{D}}$
on
$\mathbb{D}$
. The induced topology is called the local Gromov–Hausdorff topology; see [Reference Noda34, Section 4] for details.
2.2. The space
$\mathbb{M}_{\mathrm L}$
In this subsection, following [Reference Noda33, Subsection 2.2], we define an extended version of the local Gromov–Hausdorff–vague topology on tuples consisting of a rooted-and-measured boundedly compact metric space together with a probability measure on the space of càdlàg paths and local-time-type functions.
To develop a Gromov–Hausdorff-type topology suitable for discussing the convergence of local times, we first introduce an extension of the compact-convergence topology for continuous functions to functions whose domains may differ. Although we focus here on local-time-type functions, the same discussion applies in a more general setting; see [Reference Noda34, Subsection 3.3].
Let
$(S, d, \rho)$
be a rooted boundedly compact metric space. Recall from Definition 2.1 that
$\mathcal{C}(S)$
denotes the collection of closed subsets of S.
Definition 2.7. We define
Note that
$\,\widehat{\!C}(S \times \mathbb{R}_{\geq 0}, \mathbb{R})$
contains the empty map
$\emptyset_{\mathbb{R}} \colon \emptyset \times \mathbb{R}_{\geq 0} \to \mathbb{R}$
. For each
$L \in \widehat{C}(S \times \mathbb{R}_{\geq 0}, \mathbb{R})$
, if
$L \in C(X \times \mathbb{R}_{\geq 0}, \mathbb{R})$
then we write
$\operatorname{dom}_{1}(L) \;:\!=\; X$
.
Definition 2.8. (The compact-convergence topology with variable domains.) Let
$L, L_{1}, L_{2}, \ldots$
be elements in
$\widehat{C}(S \times \mathbb{R}_{\geq 0}, \mathbb{R})$
. We say that
$L_{n}$
converges to L in the compact-convergence topology with variable domains if and only if the sets
$\operatorname{dom}_{1}(L_{n})$
converge to
$\operatorname{dom}_{1}(L)$
in the Fell topology in S, and it holds that, for all
$T>0$
and
$r>0$
,
where we recall the restriction
$\cdot^{(r)}$
from (2.1).
By Theorem 2.18 in [Reference Noda33], the compact-convergence topology with variable domains is Polish. This topology is a natural extension of the compact-convergence topology on
$C(S \times \mathbb{R}_{\geq 0}, \mathbb{R})$
in the following sense: the inclusion map
is a topological embedding, i.e. a homeomorphism onto its image (see [Reference Noda33, Corollary 2.21]). For a precompactness criterion and a tightness criterion for
$\widehat{C}(S \times \mathbb{R}_{\geq 0}, \mathbb{R})$
, see [Reference Noda33, Theorems 2.23 and 2.24].
Given two maps
$f \colon A \to B$
and
$f' \colon A' \to B'$
, we define
$f \times f' \colon A \times A' \to B \times B'$
by setting
We write
$\operatorname{id}_{A}$
for the identity map from A to itself.
Finally, it is possible to define the space
$\mathbb{M}_{\mathrm L}$
. Let
$\mathbb{M}_{\mathrm L}^{\circ}$
be the collection of
$(S, d, \rho, \mu, \pi)$
such that
$(S, d, \rho, \mu) \in \mathbb{G}$
and
$\pi$
is a probability measure on
$D(\mathbb{R}_{\geq 0}, S) \times \widehat{C}(S \times \mathbb{R}_{\geq 0}, \mathbb{R})$
, where we recall that
$D(\mathbb{R}_{\geq 0}, S)$
denotes the space of càdlàg functions with values in S equipped with the usual
$J_{1}$
-Skorohod topology. To introduce an equivalence relation on
$\mathbb{M}_{\mathrm L}^{\circ}$
, we need some preparation. For a distance-preserving map
$f \colon S_{1} \to S_{2}$
between boundedly compact metric spaces, we define
\begin{align} &\qquad\qquad \tau_{f}^{J_{1}} \colon D(\mathbb{R}_{\geq 0}, S_{1}) \ni X \mapsto f \circ X \in D(\mathbb{R}_{\geq 0}, S_{2}), \\ &\tau_{f}^{\widehat{C}} \colon \widehat{C}(S_{1} \times \mathbb{R}_{\geq 0}, \mathbb{R}) \ni L \mapsto L \circ (\,f^{-1} \times \operatorname{id}_{\mathbb{R}_{\geq 0}}) \in \widehat{C}(S_{2} \times \mathbb{R}_{\geq 0}, \mathbb{R}),\nonumber\end{align}
where the inverse map
$f^{-1}$
is restricted to
$f(\!\operatorname{dom}_{1}(L))$
so that
$L \circ (\,f^{-1} \times \operatorname{id}_{\mathbb{R}_{\geq 0}})$
is well defined. We then define
$\tau_{f}^{J_{1} \times \widehat{C}} \;:\!=\; \tau_{f}^{J_{1}} \times \tau_{f}^{\widehat{C}}$
. For
$\mathcal{X}_{i} = (S_{i}, d_{i}, \rho_{i}, \mu_{i}, \pi_{i}) \in \mathbb{M}_{\mathrm L}^{\circ},\, i=1,2$
, we say that
$\mathcal{X}_{1}$
is
$(\tau^{J_{1} \times \widehat{C}})^{-1}$
-equivalent to
$\mathcal{X}_{2}$
if and only if there exists a root-preserving isometry
$f \colon S_{1} \to S_{2}$
such that
$\mu_{2} = \mu_{1} \circ f^{-1}$
and
$\pi_{2} = \pi_{1} \circ (\tau_{f}^{J_{1} \times \widehat{C}})^{-1}$
.
Definition 2.9. We define
$\mathbb{M}_{\mathrm L}$
to be the collection of
$(\tau^{J_{1} \times \widehat{C}})^{-1}$
-equivalence classes of elements in
$\mathbb{M}_{\mathrm L}^{\circ}$
.
Remark 2.5. For the same reason given in Remark 2.1, we can safely regard
$\mathbb{M}_{\mathrm L}$
as a set.
We equip a Polish topology on
$\mathbb{M}_{\mathrm L}$
defined in [Reference Noda33, Definition 2.27 and Theorem 2.28]. In particular, the topology is characterized in terms of convergence, as follows.
Theorem 2.5 (Convergence in
$\mathbb{M}_{\mathrm L}$
[Reference Noda33, Theorem 2.29].) Let
$\mathcal{X}=(S, d, \rho, \mu, \pi)$
and
$\mathcal{X}_{n} = (S_{n}, d^{n}, \rho_{n}, \mu_{n}, \pi_{n})$
,
$n \in \mathbb{N}$
, be elements in
$\mathbb{M}_{\mathrm L}$
. Then
$\mathcal{X}_{n}$
converges to
$\mathcal{X}$
in
$\mathbb{M}_{\mathrm L}$
if and only if there exist a rooted boundedly compact metric space
$(M, d^{M}, \rho_{M})$
and root-and-distance-preserving maps
$f _n \colon S_{n} \to M$
and
$f \colon S \to M$
such that
$f_{n}(S_{n}) \to f(S)$
in the Fell topology,
$\mu_{n} \circ f_{n}^{-1} \to \mu \circ f^{-1}$
vaguely as measures on M, and
$\pi_{n} \circ (\tau_{f_{n}}^{J_{1} \times \widehat{C}})^{-1} \to \pi \circ (\tau_{f}^{J_{1} \times \widehat{C}})^{-1}$
weakly as probability measures on
$D(\mathbb{R}_{\geq 0}, M) \times \widehat{C}(M \times \mathbb{R}_{\geq 0}, \mathbb{R})$
.
Let us prepare to describe precompactness and tightness criteria. For
$\xi \in D(\mathbb{R}_{\geq 0}, S)$
, where (S, d) is a metric space, we define
where
$\Pi_{t}$
denotes the set of partitions of the interval [0, t) into subintervals
$I_{k} = [u, v)$
with
$v - u \geq h$
when
$v < t$
.
Theorem 2.6. (Precompactness in
$\mathbb{M}_{\mathrm L}$
[Reference Noda33, Theorem 2.30].) Let
$(S_{n}, d^{n}, \rho_{n}, \mu_{n}, \pi_{n}),\, n \geq 1$
, be elements of
$\mathbb{M}_{\mathrm L}$
. For each
$n \in \mathbb{N}$
, let
$(X_{n}, L_{n})$
be a random element of
$D(\mathbb{R}_{\geq 0}, S_{n}) \times \widehat{C}(S_{n} \times \mathbb{R}_{\geq 0}, \mathbb{R})$
whose law coincides with
$\pi_{n}$
. We denote the underlying probability measure of
$(X_{n}, L_{n})$
by
$\mathbb{P}_{n}$
. Fix a dense set
$I \subseteq \mathbb{R}_{\geq 0}$
. Then the family
$\{(S_{n}, d^{n}, \rho_{n}, \mu_n, \pi_{n})\}_{n \geq 1}$
is precompact in
$\mathbb{M}_{\mathrm L}$
if and only if the following conditions are satisfied.
-
(i) The family
$\{(S_{n}, d^{n}, \rho_{n}, \mu_{n})\}_{n \geq 1}$
is precompact in the local Gromov–Hausdorff-vague topology. -
(ii) For each
$t \in I$
, it holds that
$\displaystyle \lim_{r \to \infty} \limsup_{n \to \infty} \mathbb{P}_{n} \left( X_{n}(t) \notin S_{n}^{(r)} \right) = 0 $
. -
(iii) For each
$t > 0$
, it holds that, for all
$\varepsilon > 0$
,
$\displaystyle \lim_{h \downarrow 0} \limsup_{n \to \infty} \mathbb{P}_{n} \left( \tilde{w}_{S_{n}} (X_{n}, h, t) > \varepsilon \right) = 0 $
. -
(iv) For each
$r>0$
, it holds that
$\displaystyle \lim_{M \to \infty} \limsup_{n \to \infty} \mathbb{P}_{n} ( \sup\nolimits_{x \in \operatorname{dom}_{1}(L_{n})^{(r)}} L_{n}(x, 0) > M ) = 0. $
-
(v) For each
$r>0$
and
$T > 0$
, it holds that, for all
$\varepsilon > 0$
,
\begin{align*} \lim_{\delta \downarrow 0} \limsup_{n \to \infty} \mathbb{P}_{n} \Bigg( \sup\nolimits_{\substack{ x, y \in \operatorname{dom}_{1}(L_{n})^{(r)}, \\ d^{n}(x, y) < \delta}} \sup\nolimits_{\substack{0 \leq s, t \leq T, \\ |t-s| < \delta}} |L_{n}(x,t) - L_{n}(y,s)| > \varepsilon \Bigg) = 0. \end{align*}
In that case, the following result holds.
-
(vi) For each
$t \geq 0$
, it holds that
$\displaystyle \lim_{r \to \infty} \limsup_{n \to \infty} \mathbb{P}_{n}\big( X_{n}(s) \notin S_{n}^{(r)}\ \text{for some}\ s \leq t \big) = 0. $
Theorem 2.7 (Tightness in
$\mathbb{M}_{\mathrm L}$
[Reference Noda33, Theorem 2.31].) For each
$n \in \mathbb{N}$
, let
$(S_{n}, d^{n}, \rho_{n}, \mu_{n}, \pi_{n})$
be a random element of
$\mathbb{M}_{\mathrm L}$
built on a probability space
$(\Omega_{n}, \mathcal{F}_{n}, \mathbb{P}_{n})$
. For each
$\omega \in \Omega_{n}$
, let
$(X_{n}^{\omega}, L_{n}^{\omega})$
be a random element of
$D(\mathbb{R}_{\geq 0}, S_{n}) \times \widehat{C}(S_{n} \times \mathbb{R}_{\geq 0}, \mathbb{R})$
whose law coincides with
$\pi_{n}(\omega)$
. We denote the underlying probability measure of
$(X_{n}^{\omega}, L_{n}^{\omega})$
by
$\mathbb{P}_{n}^{\omega}$
. Fix a dense set
$I \subseteq \mathbb{R}_{\geq 0}$
. Then the family
$\{(S_{n}, d^{n}, \rho_{n}, \mu_n, \pi_{n})\}_{n \geq 1}$
is tight as random elements of
$\mathbb{M}_{\mathrm L}$
if and only if the following conditions are satisfied.
-
(i) The family
$\{(S_{n}, d^{n}, \rho_{n}, \mu_{n})\}_{n \geq 1}$
is tight as random elements of
$\mathbb{G}$
in the local Gromov–Hausdorff-vague topology. -
(ii) For each
$t \in I$
, it holds that, for all
$\varepsilon > 0$
,
$\displaystyle \lim_{r \to \infty} \limsup_{n \to \infty} \mathbb{P}_{n} \left( \mathbb{P}_{n}^{\omega} \left( X_{n}^{\omega}(t) \notin S_{n}^{(r)} \right) > \varepsilon \right) = 0 $
. -
(iii) For each
$t > 0$
, it holds that, for all
$\varepsilon, \delta >0$
,
\begin{align*} \lim_{h \downarrow 0} \limsup_{n \to \infty} \mathbb{P}_{n} \left( \mathbb{P}_{n}^{\omega} \left( \tilde{w}_{S_{n}} (X_{n}^{\omega}, h, t) > \varepsilon \right) > \delta \right) = 0. \end{align*}
-
(iv) For each
$r>0$
, it holds that, for all
$\varepsilon > 0$
,
\begin{align*} \lim_{M \to \infty} \limsup_{n \to \infty} \mathbb{P}_{n} \left( \mathbb{P}_{n}^{\omega} \left( \sup\nolimits_{x \in \operatorname{dom}_1(L_{n})^{(r)}} L_{n}^{\omega}(x, 0) > M \right) > \varepsilon \right) = 0. \end{align*}
-
(v) For each
$r>0$
and
$T > 0$
, it holds that, for all
$\varepsilon_{1}, \varepsilon_{2} > 0$
, where the supremum is taken over all
\begin{align*} \lim_{\delta \downarrow 0} \limsup_{n \to \infty} \mathbb{P}_{n} \big( \mathbb{P}_{n}^{\omega} \big( \sup\nolimits_{x,y,s,t} |L_{n}^{\omega}(x,t) - L_{n}^{\omega}(y,s)| > \varepsilon_{1} \big) > \varepsilon_{2} \big) = 0, \end{align*}
$x,y \in \operatorname{dom}_{1}(L_{n})^{(r)}$
satisfying
$d^{n}(x,y)<\delta$
, and all
$s,t \in [0,T]$
satisfying
$|t-s|<\delta$
.
Although it is not a space of our main interest, we introduce another space
$\mathbb{M}$
for convenience. This space is used in the proofs of our main results. Roughly speaking, it is the space of measured metric spaces equipped with laws of stochastic processes, and is precisely defined as follows. Let
$\mathbb{M}^{\circ}$
be the collection of
$(S, d, \rho, \mu, \pi')$
such that
$(S, d, \rho, \mu) \in \mathbb{G}$
and
$\pi'$
is a probability measure on
$D(\mathbb{R}_{\geq 0}, S)$
. Recall
$\tau^{J_{1}}$
from (2.4). For
$\mathcal{X}_{i} = (S_{i}, d_{i}, \rho_{i}, \mu_{i}, \pi'_{i}) \in \mathbb{M}^{\circ}, i=1,2$
, we say that
$\mathcal{X}_{1}$
is
$(\tau^{J_{1}})^{-1}$
-equivalent to
$\mathcal{X}_{2}$
if and only if there exists a root-preserving isometry
$f \colon S_{1} \to S_{2}$
such that
$\mu_{2} = \mu_{1} \circ f^{-1}$
and
$\pi'_{2} = \pi'_{1} \circ (\tau_{f}^{J_{1}})^{-1}$
.
Definition 2.10. (The space
$\mathbb{M}$
.) We define
$\mathbb{M}$
to be the collection of
$(\tau^{J_{1}})^{-1}$
-equivalence classes of elements in
$\mathbb{M}^{\circ}$
.
We equip
$\mathbb{M}$
with the Polish topology defined in [Reference Noda33, Definition 2.33 and Theorem 2.34]. In particular, the topology is characterized in terms of convergence, as follows.
Theorem 2.8. (Convergence in
$\mathbb{M}$
[Reference Noda33, Theorem 2.35].) Let
$\mathcal{X}=(S, d, \rho, \mu, \pi')$
and
$\mathcal{X}_{n} = (S_{n}, d^{n}, \rho_{n}, \mu_{n}, \pi'_{n})$
,
$n \in \mathbb{N}$
, be elements in
$\mathbb{M}$
. Then
$\mathcal{X}_{n}$
converges to
$\mathcal{X}$
in
$\mathbb{M}$
if and only if there exist a rooted boundedly compact metric space
$(M, d^{M}\!, \rho_{M})$
and root-and-distance-preserving maps
$f _n \colon S_{n} \to M$
and
$f \colon S \to M$
such that
$f_{n}(S_{n}) \to f(S)$
in the Fell topology,
$\mu_{n} \circ f_{n}^{-1} \to \mu \circ f^{-1}$
vaguely as measures on M, and
$\pi'_{n} \circ (\tau_{f_{n}}^{J_{1}})^{-1} \to \pi' \circ (\tau_{f}^{J_{1}})^{-1}$
weakly as probability measures on
$D(\mathbb{R}_{\geq 0}, M)$
.
The following theorems are analogues of Theorems 2.6 and 2.7, respectively.
Theorem 2.9 (Precompactness in
$\mathbb{M}$
[Reference Noda33, Theorem 2.36].) Fix a sequence
$((S_{n}, d^{n}, \rho_{n}, \mu_{n}, \pi'_{n}))_{n \geq 1}$
of elements of
$\mathbb{M}$
. Then the family
$\{(S_{n}, d^{n}, \rho_{n}, \mu_n, \pi'_{n})\}_{n \geq 1}$
is precompact if and only if conditions (i), (ii), and (iii) of Theorem 2.6 are satisfied.
Theorem 2.10 (Tightness in
$\mathbb{M}$
[Reference Noda33, Theorem 2.36].) For each
$n \in \mathbb{N}$
, let
$(S_{n}, d^{n}, \rho_{n}, \mu_{n}, \pi'_{n})$
be a random element of
$\mathbb{M}$
. Then the family
$\{(S_{n}, d^{n}, \rho_{n},\mu_n, \pi'_{n})\}_{n \geq 1}$
is tight if and only if conditions (i), (ii), and (iii) of Theorem 2.7 are satisfied.
3. Resistance forms
We start by recalling some fundamental properties of resistance forms in Subsection 3.1. In Subsection 3.2, we introduce and study an important subspace of a resistance form, which characterizes the associated extended Dirichlet space. Using the results, we study traces of resistance forms in Subsection 3.3.
3.1. Preliminaries
In this subsection, we recall some basic properties of resistance forms and resistance metrics, starting with their definitions. The reader is referred to [Reference Kigami27] for further background.
Definition 3.1. (Resistance form [Reference Kigami27, Definition 3.1].) Let F be a non-empty set. A pair
$(\mathcal{E}, \mathcal{F})$
is called a resistance form on F if it satisfies the following conditions.
-
(RF1) The symbol
$\mathcal{F}$
is a linear subspace of
$\{\,f \colon F \to \mathbb{R}\}$
containing constant functions, and
$\mathcal{E}$
is a non-negative symmetric bilinear form on
$\mathcal{F}$
such that
$\mathcal{E}(\,f,f)=0$
if and only if f is constant on F. -
(RF2) Let
$\sim$
be the equivalence relation on
$\mathcal{F}$
defined by saying
$f \sim g$
if and only if
$f-g$
is constant on F. Then
$(\mathcal{F}/\sim, \mathcal{E})$
is a Hilbert space. -
(RF3) If
$x \neq y$
then there exists an
$f \in \mathcal{F}$
such that
$f(x) \neq f(y)$
. -
(RF4) For any
$x, y \in F$
,
\begin{align*} R_{(\mathcal{E}, \mathcal{F})}(x,y) \;:\!=\; \sup \left\{ \frac{|f(x) - f(y)|^{2}}{\mathcal{E}(\,f,f)}\, \middle |\, f \in \mathcal{F},\ \mathcal{E}(\,f,f) > 0 \right\} < \infty. \end{align*}
-
(RF5) If
$\bar{f}\;:\!=\; (\,f \wedge 1) \vee 0$
then
$\bar{f} \in \mathcal{F}$
and
$\mathcal{E}(\bar{f}, \bar{f}) \leq \mathcal{E}(\,f,f)$
for any
$f \in \mathcal{F}$
.
For later use, we recall two basic results from [Reference Kajino23].
Lemma 3.1. ([Reference Kajino23, Corollary 2.39(3)].) Let
$(\mathcal{E}, \mathcal{F})$
be a resistance form on a non-empty set F. Fix
$f, g \in \mathcal{F}$
. Then
$f \wedge g \in \mathcal{F}$
and
The same results hold when
$f \wedge g$
is replaced with
$f \vee g$
.
Lemma 3.2 ([Reference Kajino23, Corollary 2.39(3)].) Let
$(\mathcal{E}, \mathcal{F})$
be a resistance form on a non-empty set F. Then, for any bounded functions
$u, v \in \mathcal{F}$
,
$u \cdot v \in \mathcal{F}$
and
For the following definition, recall the effective resistance on an electrical network with a finite vertex set from [Reference Levin and Peres29, Subsection 9.4] (see also [Reference Kigami26, Subsection 2.1]).
Definition 3.2. (Resistance metric [Reference Kigami26, Definition 2.3.2].) A metric R on a non-empty set F is called a resistance metric if and only if, for any non-empty finite subset
$V \subseteq F$
, there exists an electrical network G with the vertex set Vsuch that the effective resistance on G coincides with
$R|_{V \times V}$
.
Theorem 3.1. ([Reference Kigami26, Theorem 2.3.6].) There exists a one-to-one correspondence between resistance forms
$(\mathcal{E}, \mathcal{F})$
on F and resistance metrics R on F via
$R = R_{(\mathcal{E}, \mathcal{F})}$
. In other words, a resistance form
$(\mathcal{E}, \mathcal{F})$
is characterized by
$R_{(\mathcal{E}, \mathcal{F})}$
given in (RF4).
In Assumptions 1.1(ii) and 1.2(ii), we consider effective resistance between sets. This is precisely defined below.
Definition 3.3. (Effective resistance between sets.) Fix a resistance form
$(\mathcal{E}, \mathcal{F})$
on F and write R for the corresponding resistance metric. For sets
$A, B \subseteq F$
, we define
which is defined to be zero if the infimum is taken over the empty set. Note that by (RF4) we clearly have
$R( \{x\}, \{y\}) = R(x,y)$
.
Fix a resistance form
$(\mathcal{E}, \mathcal{F})$
on a non-empty set F and write R for the corresponding resistance metric. We equip F with the topology induced from R. Since the condition (RF4) implies that
$\mathcal{F}$
is a subset of
$C(F, \mathbb{R})$
. We henceforth assume that (F, R) is locally compact and separable, and the resistance form
$(\mathcal{E}, \mathcal{F})$
is regular, as described by the following definition.
Definition 3.4. (Regular resistance form [Reference Kigami27, Definition 6.2].) Let
$C_{\mathrm c}(F, \mathbb{R})$
be the space of compactly supported, continuous functions from F to
$\mathbb{R}$
, equipped with the supremum norm
$\| \cdot \|_{\infty}$
. A resistance form
$(\mathcal{E}, \mathcal{F})$
on F is called regular if and only if
$\mathcal{F} \cap C_{\mathrm c}(F, \mathbb{R})$
is dense in
$C_{\mathrm c}(F, \mathbb{R})$
with respect to
$\| \cdot \|_{\infty}$
.
We next introduce related Dirichlet forms and stochastic processes. First, suppose that we have a Radon measure
$\mu$
of full support on F. Let
$\mathcal{B}(F)$
be the Borel
$\sigma$
-algebra on F and
$\mathcal{B}^{\mu}(F)$
be the completion of
$\mathcal{B}(F)$
with respect to
$\mu$
.
Definition 3.5. (The spaces
$\mathcal{L}(F, \mu)$
and
$L^{2}(F, \mu)$
.) Two extended real-valued functions are said to be
$\mu$
-equivalent if they coincide outside a
$\mu$
-null set. We define
$\mathcal{L}(F, \mu)$
to be the space of
$\mu$
-equivalence classes of
$\mathcal{B}^{\mu}(F)$
-measurable extended real-valued functions. The
$L^{2}$
-space
$L^{2}(F,\mu)$
is the subspace of
$\mathcal{L}(F, \mu)$
consisting of square-integrable functions equipped with the usual
$L^{2}$
-norm.
We now define a bilinear form
$\mathcal{E}_{1}$
on
$\mathcal{F} \cap L^{2}(F, \mu)$
by setting
Then
$(\mathcal{F} \cap L^{2}(F, \mu), \mathcal{E}_{1})$
is a Hilbert space (see [Reference Kigami26, Theorem 2.4.1]). The Dirichlet form
$(\mathcal{E}, \mathcal{D})$
on
$L^{2}(F, \mu)$
and the extended Dirichlet space
$\mathcal{D}_{\mathrm{e}}$
associated with
$(F, R, \mu)$
are given as follows.
Definition 3.6. ([Reference Chen and Fukushima14, 21].) We define the Dirichlet form
$(\mathcal{E}, \mathcal{D})$
by setting
$\mathcal{D}$
to be the closure of
$\mathcal{F} \cap C_{\mathrm c}(F, \mathbb{R})$
in
$(\mathcal{F} \cap L^{2}(F, \mu), \mathcal{E}_{1})$
. The extended Dirichlet space
$\mathcal{D}_{\mathrm{e}}$
of
$(\mathcal{E}, \mathcal{D})$
is the subspace of
$\mathcal{L}(F, \mu)$
consisting of f such that
$|\,f| < \infty$
,
$\mu$
almost everywhere (a.e.), and there exists an
$\mathcal{E}$
-Cauchy sequence
$(\,f_{n})_{n \geq 0}$
in
$\mathcal{D}$
with
$f_{n}(x) \to f(x)$
,
$\mu$
-a.e. x.
Since we assume that the resistance form
$(\mathcal{E},\mathcal{F})$
is regular, we have from [Reference Kigami27, Theorem 9.4] that the associated Dirichlet form
$(\mathcal{E}, \mathcal{D})$
is regular (see [Reference Fukushima, Oshima, Takeda and Studies21] for the definition of a regular Dirichlet form). Moreover, standard theory gives us the existence of an associated Hunt process
$((X_{t} )_{t \geq 0}, (\mathbb{P}_{x} )_{x \in F} )$
(see, e.g., [Reference Fukushima, Oshima, Takeda and Studies21, Theorem 7.2.1]), which we refer to as the Hunt process associated with
$(F, R, \mu)$
. Note that such a process is, in general, specified uniquely only for starting points outside a set of zero capacity. However, in this setting, every point has strictly positive capacity (see [Reference Kigami27, Theorem 9.9]), and so the process is defined uniquely everywhere.
Remark 3.1. In [Reference Kigami27, Chapter 9], in addition to the above assumptions, (F, R) is assumed to be complete, but it is easy to remove this assumption.
We now recall the definition of local times. Let
$(\Omega, \mathscr{F})$
be the measurable space where the probability measures
$(\mathbb{P}_{x})_{x \in F}$
are defined. We denote the minimum completed admissible filtration of the Hunt process X by
$(\mathscr{F}_{t})_{t \geq 0}$
, the family of the translation (shift) operators for X by
$(\theta_{t})_{t \geq 0}$
and the lifetime of X by
$\zeta$
(see [Reference Fukushima, Oshima, Takeda and Studies21] for these definitions).
Definition 3.7. (PCAF and local time.) A non-decreasing, continuous,
$(\mathscr{F}_{t})_{t \geq 0}$
-adapted process
$A = (A_{t})_{t \geq 0}$
on
$(\Omega, \mathscr{F})$
is called a positive continuous additive functional (PCAF) of X if for all
$x \in F$
it holds
$\mathbb{P}_{x}$
almost surely that
$A_{0} = 0$
,
$A_{t} = A_{\zeta}$
for all
$t \geq \zeta$
, and
$A_{s+t} = A_{s} + A_{t} \circ \theta_{s}$
for all
$s,t \geq 0$
. A PCAF
$A = (A_{t})_{t \geq 0}$
of X is called a local time of X at
$x \in F$
if
$\mathbb{P}_{x}(T_{A} = 0) = 1$
and
$\mathbb{P}_{y}(T_{A} = 0) = 0$
for all
$y \neq x$
, where we set
$T_{A}(\omega) \;:\!=\; \inf \{t \geq 0 \,:\, A_{t}(\omega) > 0\}$
.
The metric-entropy condition (1.3) that is assumed for the spaces in
$\check{\mathbb{F}}$
implies that the associated Hunt process admits a jointly continuous local time.
Proposition 3.1. ([Reference Noda33, p. 18 and Corollary 4.16].) In the above setting, the Hunt process X admits a jointly measurable local time
$L=(L(x, t))_{x \in F,\, t \geq 0}$
satisfying the occupation density formula; that is, it holds that, for all
$x \in F$
,
$t \geq 0$
, and all non-negative measurable functions
$f \colon F \to \mathbb{R}_{\geq 0}$
,
Moreover, if the resistance metric space (F, R) is boundedly compact and satisfies (1.3) then the local time L can be chosen so that L is jointly continuous on
$F \times \mathbb{R}_{\geq 0}$
,
$\mathbb{P}_{x}$
almost surely for all
$x \in F$
.
The recurrence and transience of the Dirichlet form
$(\mathcal{E}, \mathcal{D})$
were studied in [Reference Croydon16], and we have the following characterization in terms of the resistance metric.
Lemma 3.3. ([Reference Croydon16, Lemma 2.3].) In the above setting, assume that (F, R) is boundedly compact. Then the associated regular Dirichlet form
$(\mathcal{E}, \mathcal{D})$
is recurrent in the sense of [Reference Fukushima, Oshima, Takeda and Studies21, p. 55] if and only if
for some (or, equivalently, any)
$\rho \in F$
.
By Lemma 3.3, the recurrence of the Dirichlet form
$(\mathcal{E}, \mathcal{D})$
is independent of the measure
$\mu$
and is characterized by the condition (3.4). Therefore, it is natural to introduce the notion of recurrent resistance forms and resistance metrics as follows.
Definition 3.8 (Recurrent resistance form and resistance metric.) Let
$(\mathcal{E}, \mathcal{F})$
be a resistance form on F and write R for the corresponding resistance metric. We say that
$(\mathcal{E}, \mathcal{F})$
and R are recurrent if and only if the following condition is satisfied.
-
(RRF) There exists an increasing sequence
$(U_n)_{n \geq 1}$
of relatively compact open subsets of F such that
$\bigcup_{n \geq 1} U_n = F$
and for some
\begin{align*} \lim_{n \to \infty} R(\rho, U_n^c) = \infty \end{align*}
$\rho \in F$
.
Remark 3.2. Since we do not assume that (F, R) is boundedly compact in Definition 3.8, we use the sequence
$(U_n)_{n \geq 1}$
instead of the balls
$B_R(\rho, r)$
. It is straightforward to see that the definition does not depend on the particular choice of
$(U_n)_{n \geq 1}$
or of
$\rho$
. Namely, if
$(\mathcal{E}, \mathcal{F})$
and R satisfy (RRF) then, for any increasing sequence
$(\,\tilde{\!U}_n)_{n \geq 1}$
of relatively compact open subsets of F, we have
for any
$\tilde{\rho} \in F$
.
Remark 3.3. By (RRF), the recurrence of a resistance metric R implies that the induced topology is separable and locally compact.
Using the notion of recurrent resistance forms and resistance metrics introduced in Definition 3.8, we establish in Corollary 3.1 in the next subsection an extension of Lemma 3.3 to resistance metric spaces that are not necessarily boundedly compact.
3.2. Extended Dirichlet spaces of resistance forms
Recall from Subsection 3.1 that a resistance form equipped with a measure determines a Dirichlet form and an extended Dirichlet space. In this subsection, we prove that the extended Dirichlet space is independent of the measure and that the extended Dirichlet space coincides with the domain of the resistance form if and only if the resistance form is recurrent (see Theorems 3.2 and 3.3). This coincidence of domains will be useful for studying traces of resistance forms in Subsection 3.3.
Throughout this subsection, we fix a resistance form
$(\mathcal{E}, \mathcal{F})$
on a non-empty set F, and write R for the associated resistance metric. Fix an element
$x_{0} \in F$
and define an inner product
$\mathcal{E}^{(1)}$
on
$\mathcal{F}$
by setting
Note that the inner product
$\mathcal{E}^{(1)}$
differs from
$\mathcal{E}_1$
defined in (3.2). It is easy to check the following result with the use of (RF2).
Lemma 3.4. The inner product space
$(\mathcal{F}, \mathcal{E}^{(1)})$
is a Hilbert space.
Definition 3.9.
(The space
$\mathcal{F}^{(1)}$
.) We define
$\mathcal{F}^{(1)}$
to be the closure of
$C_{\mathrm c}(F, \mathbb{R}) \cap \mathcal{F}$
in
$(\mathcal{F}, \mathcal{E}^{(1)})$
.
Remark 3.4. Using (3.1), we can check that the space
$\mathcal{F}^{(1)}$
is independent of the choice of
$x_{0}$
.
Below, we verify that the topology on
$\mathcal{F}^{(1)}$
induced by
$\mathcal{E}^{(1)}$
is stronger than the compact-convergence topology.
Proposition 3.2. If a sequence
$(u_{n})_{n \geq 1}$
in
$\mathcal{F}^{(1)}$
converges to
$u \in \mathcal{F}^{(1)}$
with respect to
$\mathcal{E}^{(1)}$
then
$u_{n} \to u$
uniformly on every compact subset of F.
Proof. Fix a non-empty compact subset
$K \subseteq F$
. Using (3.1), we deduce that, for any
$x \in K$
,
Since we have that
$\sup_{x \in K} R(x, x_{0}) < \infty$
, we obtain the desired result.
In Theorem 3.2, we assume that the resistance form
$(\mathcal{E}, \mathcal{F})$
is regular and that (F, R) is separable and locally compact. Let
$\mu$
be a Radon measure on (F, R) of full support. We write
$(\mathcal{E}, \mathcal{D})$
for the Dirichlet form associated with
$(F, R, \mu)$
and
$\mathcal{D}_{\mathrm{e}}$
for the extended Dirichlet space of
$(\mathcal{E}, \mathcal{D})$
. From [Reference Fukushima, Oshima, Takeda and Studies21, Theorem 2.1.7] and [Reference Kigami27, Proposition 9.13], every function
$u \in \mathcal{D}_{\mathrm{e}}$
has a continuous modification, and so we may regard
$\mathcal{D}_{\mathrm{e}}$
as a subspace of
$C(F, \mathbb{R})$
.
Theorem 3.2. In the above setting, it holds that
$\mathcal{D}_{\mathrm{e}} = \mathcal{F}^{(1)}$
.
Proof. We first show
$\mathcal{D}_{\mathrm{e}} \subseteq \mathcal{F}^{(1)}$
. Fix a continuous function
$u \in \mathcal{D}_{\mathrm{e}}$
and let
$(u_{n})_{n \geq 1}$
be an
$\mathcal{E}$
-Cauchy sequence in
$\mathcal{D}$
such that
$u_{n}(x) \to u(x),$
$\mu$
-a.e. x. By the definition of
$\mathcal{D}$
(see Definition 3.6), we may assume that
$u_{n} \in C_{\mathrm c}(F, \mathbb{R}) \cap \mathcal{F}$
. Choose
$x_{1} \in F$
such that
$u_{n}(x_{1}) \to u(x_{1})$
. By (RF2), we can find
$v \in \mathcal{F}$
such that
It is then the case that v is an element of
$\mathcal{F}^{(1)}$
. Since we have from (3.1) that
it follows that
$u_{n}(x) \to v(x)$
for all
$x \in F$
. Therefore,
$u = v$
,
$\mu$
-a.e. The continuity of u and v and the fact that
$\mu$
is of full support yield
$u=v \in \mathcal{F}^{(1)}$
. The other inclusion
$\mathcal{F}^{(1)} \subseteq \mathcal{D}_{\mathrm{e}}$
directly follows from Proposition 3.2.
By Theorem 3.2, the study of the extended Dirichlet space reduces to that of the resistance form. Henceforth, we return to the initial setting. In other words,
$(\mathcal{E}, \mathcal{F})$
is simply a resistance form, which is not necessarily regular, and the corresponding resistance metric is not necessarily separable or locally compact.
Theorem 3.3. The following statements are equivalent.
-
(i) The resistance form
$(\mathcal{E}, \mathcal{F})$
is recurrent in the sense of Definition 3.8. -
(ii) It holds that
$1_{F} \in \mathcal{F}^{(1)}$
. -
(iii) It holds that
$\mathcal{F} = \mathcal{F}^{(1)}$
.
Before proving the above theorem, we provide a corollary of this, which is an extension of Lemma 3.3 to the setting where the resistance metric space is not necessarily boundedly compact.
Corollary 3.1. Let
$\mu$
be a fully supported Radon measure on F and assume that (F, R) is separable and locally compact. Then the associated Dirichlet form is recurrent if and only if the resistance form is recurrent.
Proof. By Theorem 1.6.3 in [Reference Fukushima, Oshima, Takeda and Studies21] and (RF1), the recurrence of the Dirichlet form
$(\mathcal{E}, \mathcal{D})$
is equivalent to the condition that
$1_F \in \mathcal{F}^{(1)}$
. Thus, the desired result follows from Theorem 3.3.
To prove Theorem 3.3, we introduce the notion of a Cesàro mean sequence. Given a sequence
$(u_{n})_{n \geq 1}$
in
$C(F, \mathbb{R})$
, the Cesàro mean sequence
$(v_{n})_{n \geq 1}$
in
$C(F, \mathbb{R})$
is defined by setting
Proposition 3.3. If
$u_{n} \in \mathcal{F}$
converges to a function u on F pointwise and
$\sup_{n} \mathcal{E}(u_{n}, u_{n}) < \infty$
, then
$u \in \mathcal{F}$
and a Cesàro mean sequence of a suitable subsequence of
$(u_{n})_{n \geq 1}$
converges to u with respect to
$\mathcal{E}^{(1)}$
.
Proof. By Lemma 3.4 and the assumption
$\sup_{n} \mathcal{E}^{(1)}(u_{n}, u_{n}) < \infty$
, we may apply the Banach-Saks theorem (see [Reference Chen and Fukushima14, Theorem A.4.1]) to obtain a Cesàro mean sequence
$(w_{n(k)})_{k \geq 1}$
of a suitable subsequence
$(u_{n(k)})_{k \geq 1}$
that converges to some
$w \in \mathcal{F}$
with respect to
$\mathcal{E}^{(1)}$
. Using the pointwise convergence
$u_{n(k)} \to u$
, we deduce that
$w_{n(k)} \to u$
pointwise, which implies
$w=u$
. Now the desired result is obtained immediately.
As consequences of Proposition 3.3, we obtain two corollaries that are useful to approximate functions in
$\mathcal{F}^{(1)}$
by more tractable functions.
Corollary 3.2. Suppose that
$u \in \mathcal{F}^{(1)}$
. Then there exists a sequence
$(u_{n})_{n \geq 1}$
in
$C_{\mathrm c}(F, \mathbb{R}) \cap \mathcal{F}$
such that
$u_{n} \to u$
with respect to
$\mathcal{E}^{(1)}$
and
$|u_n(x)| \leq |u(x)|$
for all
$x \in F$
and
$n \geq 1$
.
Proof. Choose
$u_{n} \in C_{\mathrm c}(F, \mathbb{R}) \cap \mathcal{F}$
such that
$u_{n} \to u$
with respect to
$\mathcal{E}^{(1)}$
. Define
$\tilde{u}_{n} \in C_{\mathrm c}(F, \mathbb{R}) \cap \mathcal{F}$
by setting
Clearly,
$|\tilde{u}_n(x)| \leq |u(x)|$
for all
$x \in F$
and
$n \geq 1$
. We then have that
$\tilde{u}_{n} \to u$
pointwise, and Lemma 3.1 yields that
Therefore, the desired result follows from Proposition 3.3.
Corollary 3.3. For any
$u \in \mathcal{F}$
, there exists a sequence
$(u_{n})_{n \geq 1}$
in
$\mathcal{F}$
such that
$u_{n} \to u$
with respect to
$\mathcal{E}^{(1)}$
and
$|u_{n}(x)| \leq n \wedge |u(x)|$
for all
$x \in F$
.
Proof. Set
$u_{n} \;:\!=\; ((-n) \vee u) \wedge n$
. The result is proven by the same argument as for Corollary 3.2.
We are ready to prove Theorem 3.3.
Proof of Theorem
3.3. Assume (i). Then, by definition, we can find an increasing sequence
$(U_n)_{n \geq 1}$
of relatively compact open subsets and functions
$\varphi_n \in \mathcal{F}$
such that
$\bigcup_{n \geq 1} U_n = F$
,
$\varphi_n(x_{0}) = 1$
,
$\varphi_n|_{U_n^c} = 0$
, and
$\mathcal{E}(\varphi_n, \varphi_n) \to 0$
as
$n \to \infty$
. In particular,
$\varphi_n \in C_{\mathrm c}(F, \mathbb{R})$
for all n, and
$\mathcal{E}(1_{F} - \varphi_n, 1_{F} - \varphi_n) \to 0$
as
$n \to \infty$
, which implies (ii).
Next, assume (ii). Using Corollary 3.2, we can find functions
$\varphi_{n} \in C_{\mathrm c}(F, \mathbb{R}) \cap \mathcal{F}$
such that
$\varphi_{n} \to 1_{F}$
with respect to
$\mathcal{E}^{(1)}$
and
$\| \varphi_{n} \|_{\infty} \leq 1$
. Fix
$u \in \mathcal{F}$
. If u is bounded then Lemma 3.2 yields
The right-hand side of the above inequality is uniformly bounded; hence, we deduce that
$u \in \mathcal{F}^{(1)}$
by Proposition 3.3. When u is not bounded, we use Corollary 3.3 and choose functions
$u_{n} \in \mathcal{F}$
such that
$u_{n} \to u$
with respect to
$\mathcal{E}^{(1)}$
and
$\|u_{n}\|_{\infty} < \infty$
. Since we have that
$u_{n} \in \mathcal{F}^{(1)}$
and
$\mathcal{F}^{(1)}$
is closed with respect to
$\mathcal{E}^{(1)}$
(by its definition), we obtain
$u \in \mathcal{F}^{(1)}$
. Therefore, we deduce that
$\mathcal{F} \subseteq \mathcal{F}^{(1)}$
, which implies (iii).
Finally, assume (iii). It is then the case that
$1_{F} \in \mathcal{F}^{(1)}$
, and hence it follows from the definition of
$\mathcal{F}^{(1)}$
that there exists
$\varphi_{n} \in C_{\mathrm c}(F, \mathbb{R}) \cap \mathcal{F}$
such that
$\varphi_{n} \to 1_{F}$
with respect to
$\mathcal{E}^{(1)}$
. If necessary, by considering sufficiently large n with
$\varphi_n(x_0) > 0$
and replacing
$\varphi_{n}$
by
$\varphi_{n}/\varphi_{n}(x_{0})$
, we may assume that
$\varphi_{n}(x_{0}) = 1$
for all n. By Proposition 3.3, we can find a subsequence
$(\varphi_{n(k)})_{k \geq 1}$
whose Cesàro mean sequence
$(\psi_k)_{k \geq 1}$
converges to
$1_F$
with respect to
$\mathcal{E}^{(1)}$
. Note that
$\psi_k(x_0) = 1$
for all k. Write
$U_k$
for the interior of the support of
$\psi_k$
. Taking the Cesàro mean sequence ensures that the sequence
$(U_k)_{k \geq 1}$
is increasing. We have from Proposition 3.2 that
$\psi_k \to 1_F$
in the compact-convergence topology. This implies that
$\bigcup_{k \geq 1} U_k = F$
. Moreover, by Definition3.3, we have that
Since
$\psi_k \to 1_F$
with respect to
$\mathcal{E}$
and
$\mathcal{E}(1_F, 1_F) = 0$
, we deduce that
Therefore, we obtain (i).
As another corollary of Theorem 3.3 other than Corollary 3.1, we obtain the following.
Corollary 3.4. If the resistance form
$(\mathcal{E}, \mathcal{F})$
is recurrent then the resistance form is regular.
Proof. Fix
$u \in C_{\mathrm c}(F, \mathbb{R})$
and
$\varepsilon > 0$
. It suffices to find a function
$w \in C_{\mathrm c}(F, \mathbb{R}) \cap \mathcal{F}$
such that
$\|u - w\|_\infty < \varepsilon$
. By Theorem 3.3, there exists a sequence
$(\varphi_{n})_{n \geq 1}$
in
$C_{\mathrm c}(F, \mathbb{R}) \cap \mathcal{F}$
such that
$\varphi_{n} \to 1_{F}$
with respect to
$\mathcal{E}^{(1)}$
. It follows from Proposition 3.2 that
for all sufficiently large n, where
$\operatorname{supp}(\!\cdot\!)$
denotes the support of functions. Fix such an n and write
$K \;:\!=\; \operatorname{supp}(\varphi_{n})$
. Note that
$\operatorname{supp}(u) \subseteq K$
. Define
$\psi \in C_{\mathrm c}(F, \mathbb{R}) \cap \mathcal{F}$
by setting
$\psi(x) \;:\!=\; 0 \vee (c_{n}^{-1} \varphi_{n}(x) \wedge 1)$
. Note that
$\psi|_{\operatorname{supp}(u)} \equiv 1$
and
$\| \psi \|_{\infty} \leq 1$
. A general version of the Stone–Weierstrass theorem (see [Reference Dudley19, Theorem 2.4.11]) yields that
$\{v|_{K} \mid v \in C_{\mathrm c}(F, \mathbb{R}) \cap \mathcal{F} \}$
is dense in
$C_{\mathrm c}(K, \mathbb{R})$
(see the proof of Theorem 6.3 in [Reference Kigami27]). Thus, we can find
$v \in C_{\mathrm c}(F, \mathbb{R}) \cap \mathcal{F}$
satisfying
$\sup_{x \in K} |u(x) - v(x)| < \varepsilon$
. Define
$w \;:\!=\; v \cdot \psi$
, which belongs to
$C_{\mathrm c}(F, \mathbb{R}) \cap \mathcal{F}$
by Lemma 6.5 in [Reference Kigami27]. For
$x \in \operatorname{supp}(u)$
, we have that
$|u(x) - w(x)| = |u(x) - v(x)| < \varepsilon$
. For
$x \in K \setminus \operatorname{supp}(u)$
, since we have that
$u(x) = 0$
, it follows that
For
$x \notin K$
, we have that
$|u(x) - w(x)| = 0$
. Therefore, we deduce that
$\| u-w \|_{\infty} < \varepsilon$
, which completes the proof.
3.3. Traces of resistance forms
In this subsection, we study extended Dirichlet spaces associated with traces of resistance forms introduced in [Reference Kigami27, Chapter 8]. In particular, in Theorem 3.5 we establish that processes associated with traces of resistance forms coincide with trace processes. Throughout this subsection, we fix a resistance form
$(\mathcal{E}, \mathcal{F})$
on a non-empty set F, and write R for the corresponding resistance metric. Moreover, we fix a non-empty subset
$B \subseteq F$
.
Definition 3.10.
(The space
$\mathcal{F}^{(1)}|_{B}$
.) We define a subspace of
$C(B, \mathbb{R})$
by
The following two assertions are proved in the same way as in [Reference Kajino23, Theorem 2.29] and hence we omit the proofs. (Indeed, replacing
$\mathcal{F}$
by
$\mathcal{F}^{(1)}$
in the proof works. See also [Reference Kigami27, Lemmas 8.2 and 8.5], where the separability of (F, R) is additionally assumed.)
Proposition 3.4. For each
$\varphi \in \mathcal{F}^{(1)}|_{B}$
, there exists a unique function
$h_{B}^{(1)}(\varphi) \in \mathcal{F}^{(1)}$
such that
$h_{B}^{(1)}(\varphi)|_{B} = \varphi$
and
Proposition 3.5. Fix
$\varphi \in \mathcal{F}^{(1)}|_{B}$
and
$u \in \mathcal{F}^{(1)}$
. Then
$u=h_{B}^{(1)}(\varphi)$
if and only if
$u|_{B} = \varphi$
and
$\mathcal{E}(u,v)=0$
for all
$v \in \mathcal{F}^{(1)}$
such that
$v|_{B}=0$
. As a consequence, the map
$h_{B}^{(1)} \colon \mathcal{F}^{(1)}|_{B} \to \mathcal{F}^{(1)}$
is linear.
Remark 3.5. In [Reference Kigami27, Definition 8.3], the B-harmonic function
$h_{B}(\varphi)$
with boundary value
$\varphi$
is defined. The difference between
$h_{B}(\varphi)$
and
$h_{B}^{(1)}(\varphi)$
is that
$h_{B}(\varphi)$
is the minimizer of
$\mathcal{E}(u,u)$
over
$u \in \mathcal{F}$
, while
$h_{B}^{(1)}(\varphi)$
is the minimizer over
$u \in \mathcal{F}^{(1)}$
. Therefore, if the resistance form
$(\mathcal{E}, \mathcal{F})$
is recurrent then
$h_{B}(\varphi) = h_{B}^{(1)}(\varphi)$
by Theorem 3.3.
Henceforth, we assume that (F, R) is separable and locally compact, and
$(\mathcal{E}, \mathcal{F})$
is regular. Fix a fully supported Radon measure
$\mu$
on F, and write
$(\mathcal{E}, \mathcal{D})$
and
$\mathcal{D}_{\mathrm{e}}$
for the associated Dirichlet form and the extended Dirichlet space, respectively. Moreover, we suppose that we have another Radon measure
$\nu$
on F such that the (topological) support of
$\nu$
is B. Note that this implies that B is closed. Set
where we recall the space
$\mathcal{L}(B, \nu)$
from Definition 3.5.
Lemma 3.5. Every function
$\varphi \in \check{\mathcal{D}}_{\mathrm{e}}^{\nu}$
has a unique continuous modification, and so we can regard
$\check{\mathcal{D}}_{\mathrm e}^{\nu}$
as a subspace of
$C(B, \mathbb{R})$
. Then it holds that
$\check{\mathcal{D}}_{\mathrm e}^{\nu} = \mathcal{F}^{(1)}|_{B}$
.
Proof. Fix
$\varphi \in \check{\mathcal{D}}_{\mathrm{e}}^{\nu}$
and choose
$u \in \mathcal{D}_{\mathrm{e}}$
such that
$u|_{B}= \varphi,\, \nu$
-a.e. By Theorem 3.2,
$u|_{B}$
is a continuous modification of
$\varphi$
. Since B is the support of
$\nu$
, uniqueness follows. The last assertion is immediate from the definitions of
$\mathcal{F}^{(1)}|_{B}$
and
$\check{\mathcal{D}}_{\mathrm{e}}^{\nu}$
.
Write
$X = ((X_{t})_{t \geq 0}, (\mathbb{P}_{x})_{x \in F})$
for the Hunt process associated with
$(\mathcal{E}, \mathcal{D})$
. Let
$\sigma_{B}$
denote the hitting time of B, i.e.
For
$\varphi \in \check{\mathcal{D}}_{\mathrm{e}}^{\nu}$
, its harmonic extension via the process X is defined by
where we choose
$u \in \mathcal{D}_{\mathrm{e}}$
such that
$u|_{B}=\varphi,\, \nu$
-a.e. Note that
$\check{h}_{B}(\varphi)$
is independent of the choice of u (see [Reference Fukushima, Oshima, Takeda and Studies21, Lemma 6.2.1]). The following result says that the harmonic extension
$\check{h}_{B}(\varphi)$
via the associated process X coincides with the harmonic extension
$h_{B}^{(1)}(\varphi)$
as the energy minimizer over
$\mathcal{F}^{(1)}$
defined in Proposition 3.4.
Theorem 3.4. For any
$\varphi \in \mathcal{F}^{(1)}|_{B}$
, it holds that
$h_{B}^{(1)}(\varphi)(x) = \check{h}_{B}(\varphi)(x)$
for all
$x \in F$
.
Proof. By Theorem 3.4.8 in [Reference Chen and Fukushima14],
$\check{h}_{B}(\varphi)$
is a continuous function belonging to
$\mathcal{D}_{\mathrm{e}}$
such that
$\mathcal{E}(\check{h}_{B}(\varphi), v) = 0$
for any
$v \in \mathcal{D}_{\mathrm{e}}$
with
$v|_{B}=0$
. The desired result follows immediately from Theorem 3.2, Proposition 3.5, and Lemma 3.5.
For
$\varphi, \psi \in \check{\mathcal{D}}_{\mathrm{e}}^{\nu}$
, set
Note that
$(\check{\mathcal{E}}^{\nu}, \check{\mathcal{D}}^{\nu})$
is the trace of
$(\mathcal{E}, \mathcal{D})$
on B with respect to
$\nu$
(see [Reference Fukushima, Oshima, Takeda and Studies21, Subsection 6.2]). Define a PCAF
$A=(A_{t})_{t \geq 0}$
and its right-continuous inverse
$\tau=(\tau(t))_{t \geq 0}$
by setting
where
$(L(x,t))_{x \in F, t \geq 0}$
is the jointly measurable local time of X satisfying the occupation density formula (3.3). The trace
$\check{X}^{\nu}=(\check{X}^{\nu}_{t})_{t \geq 0}$
of X on B (with respect to
$\nu$
) is defined by setting
$\check{X}^{\nu}_{t} \;:\!=\; X_{\tau(t)}$
. Note that
$(\check{X}^{\nu}, (\mathbb{P}_{x})_{x \in B})$
is a strong Markov process (see [Reference Fukushima, Oshima, Takeda and Studies21, Theorem A.2.12]).
Lemma 3.6. ([Reference Chen and Fukushima14, Theorems 5.2.2 and 5.2.15].) The pair
$(\check{\mathcal{E}}^{\nu}, \check{\mathcal{D}}^{\nu})$
is a regular Dirichlet form on
$L^{2}(B, \nu)$
, and
$\check{X}^{\nu}$
is the associated process. The extended Dirichlet space is
$\check{\mathcal{D}}_{\mathrm e}^{\nu}$
.
The following is the main result of this section. The assertion is almost the same as in Theorem 2.5 and Lemma 2.6 in [Reference Croydon, Hambly and Kumagai18], but it is new that we do not assume that B is compact.
Theorem 3.5. Assume that the resistance form
$(\mathcal{E}, \mathcal{F})$
is recurrent. Set
Then
$(\mathcal{E}|_{B}, \mathcal{F}|_{B})$
is a recurrent resistance form, and the corresponding resistance metric is
$R|_{B \times B}$
. The process associated with
$(B, R|_{B \times B}, \nu)$
is
$\check{X}^{\nu}$
.
Proof. By Remark 3.5 and Theorem 8.4 in [Reference Kigami27], we have that
$(\mathcal{F}|_{B}, \mathcal{E}|_{B})$
is a regular resistance form and the corresponding resistance metric is
$R|_{B \times B}$
. Moreover, by use of the recurrence of
$(\mathcal{E}, \mathcal{F})$
, it is straightforward to verify the recurrence of
$(\mathcal{E}|_B, \mathcal{F}|_B)$
. This proves the first assertion.
For the second assertion, note that Theorem 3.3 yields that
$\mathcal{F}^{(1)} = \mathcal{F}$
. Combining this with Lemmas 3.5 and 3.6, we deduce that the extended Dirichlet space of
$\check{X}^{\nu}$
is
$\mathcal{F}|_{B}$
. Moreover, by Theorem 3.4, we have that
$\mathcal{E}|_{B}=\check{\mathcal{E}}^{\nu}$
on
$\mathcal{F}|_{B}$
. On the other hand, from Theorem 3.2, we have that
$(\mathcal{F}|_{B})^{(1)}$
is the extended Dirichlet space for the process associated with the tuple
$(B, R|_{B \times B}, \nu)$
. Therefore, the last assertion follows by proving that
$(\mathcal{F}|_{B})^{(1)} = \mathcal{F}|_{B}$
, as this implies the coincidence of the Dirichlet forms of the processes.
By definition, we have
$(\mathcal{F}|_{B})^{(1)} \subseteq \mathcal{F}|_{B}$
. Fix
$\varphi \in \mathcal{F}|_{B}$
and choose
$u \in \mathcal{F}$
such that
$u|_{B} = \varphi$
. By Theorem 3.3, there exists a sequence
$(u_{n})_{n \geq 1}$
in
$C_{\mathrm c}(F, \mathbb{R}) \cap \mathcal{F}$
such that
$u_{n} \to u$
with respect to
$\mathcal{E}^{(1)}$
. Set
$\varphi_{n} \;:\!=\; u_{n}|_{B}$
. It is then the case that
$\varphi_{n} \in C_{\mathrm c}(B, \mathbb{R}) \cap \mathcal{F}|_{B}$
. Obviously,
$\varphi_{n} \to \varphi$
pointwise (on B). Moreover, we deduce that
\begin{align*} \mathcal{E}|_{B}(\varphi_{n} - \varphi, \varphi_{n} - \varphi) &= \mathcal{E}\big(h_{B}^{(1)}(\varphi_{n} - \varphi), h_{B}^{(1)}(\varphi_{n} - \varphi)\big)\\ &= \inf\{ \mathcal{E}(w,w) \mid w \in \mathcal{F}\ \text{such that}\ w|_{B}=\varphi_{n} - \varphi \}\\ &\leq \mathcal{E}(u_{n}- u, u_{n}-u), \end{align*}
which implies that
$\varphi_{n} \to \varphi$
with respect to
$\mathcal{E}|_{B}$
. Therefore, it follows that
$\varphi \in (\mathcal{F}|_{B})^{(1)}$
and hence
$(\mathcal{F}|_{B})^{(1)} = \mathcal{F}|_{B}$
, which completes the proof.
The resistance form
$(\mathcal{E}|_B, \mathcal{F}|_B)$
defined above is called the trace of
$(\mathcal{E}, \mathcal{F})$
onto B.
4. Electrical networks
In this section, we study electrical networks from the point of view of resistance forms, using results obtained in the previous section. In particular, Subsection 4.1 presents some basic results about resistance forms associated with electrical networks, and in Subsection4.2 we study traces of electrical networks. Subsection 4.3 provides technical conclusions on measurability that are needed for Theorem 1.2.
4.1. Resistance forms of electrical networks
In this subsection, we study some basic properties of resistance forms associated with electrical networks. Recall the definition of electrical networks G and related bilinear forms
$(\mathcal{E}_G, \mathcal{F}_G)$
from Definitions 1.4 and 1.5.
Theorem 4.1. Fix an electrical network G. Then the pair
$(\mathcal{E}_{G}, \mathcal{F}_{G})$
is a regular resistance form. We denote the associated resistance metric by
$R_{G}$
. Then the topology on
$V_{G}$
induced from
$R_{G}$
is the discrete topology.
Proof. The conditions (RF1), (RF2), and (RF5) can be checked similarly to the proofs of Proposition 1.21 and Lemma 1.27 in [Reference Barlow8]. Since we have that
we deduce that
$1_{\{x\}} \in \mathcal{F}_{G}$
, which implies (RF3). Using Rayleigh’s monotonicity principle (see [Reference Levin and Peres29, Theorem 9.12]) and the fact that the electrical network is connected, we can verify that
$R_G(x,y) \leq d(x,y)$
, where d(x, y) is the shortest path distance on a weighted graph
$(V_{G}, E_{G}, (c_{G}(z,w)^{-1})_{\{z,w\} \in E_{G}})$
, which implies (RF4). By (4.1) and (RF4), we have that, for any
$x \neq y$
,
Therefore, the topology on
$V_G$
induced from
$R_{G}$
is the discrete topology. In particular, a subset K of
$V_{G}$
is compact if and only if
$|K| < \infty$
. Since
$1_{\{x\}} \in \mathcal{F}_{G}$
for each
$x \in V_{G}$
, it follows that
$1_{K} \in \mathcal{F}_{G}$
for any compact subset K of
$V_{G}$
. Therefore, using Theorem 6.3 in [Reference Kigami27], we deduce that
$(\mathcal{E}_{G}, \mathcal{F}_{G})$
is regular.
Below, we verify that processes associated with resistance forms on electrical networks coincide with naturally associated reversible Markov chains on them.
Theorem 4.2. Fix an electrical network G. Let
$\nu$
be a Radon measure on
$V_{G}$
of full support. Write
$((X_{t})_{t \geq 0}, (\mathbb{P}_{x})_{x \in V_{G}})$
for the Hunt process associated with
$(V_{G}, R_{G}, \nu)$
. Then
$(X_{t})_{t \geq 0}$
is the minimal continuous-time Markov chain on
$V_{G}$
with Q-matrix
$(q_{xy})_{x, y \in V_{G}}$
given by
$q_{xy} = c_{G}(x,y)/\nu(\{x\})$
for
$x \neq y$
and
$q_{xx} = -c_{G}(x)/\nu(\{x\})$
. (Recall that the minimality means that, after the explosion time, the process stays at the cemetery point forever.)
Proof. Note that it is assumed in the definition of Hunt processes that
$(X_{t})_{t \geq 0}$
is minimal. Let
$Q=(q_{xy})_{x,y \in V_{G}}$
be the Q-matrix of the Hunt process. By direct calculations, we deduce that
Let
$(\mathcal{E}_{G}, \mathcal{D}_{G})$
be the Dirichlet form determined by the resistance form
$(\mathcal{E}_{G}, \mathcal{F}_{G})$
and the measure
$\nu$
. We write
$(T_t)_{t > 0}$
for the associated semigroup, i.e.
$T_{t}f(x) \;:\!=\; \mathbb{E}_{x}\, f(X_{t})$
. Using the approximating forms of
$(\mathcal{E}_{G}, \mathcal{D}_{G})$
(see [Reference Fukushima, Oshima, Takeda and Studies21, Lemma 1.3.4]), we obtain
\begin{align*} \mathcal{E}_{G}(1_{\{x\}}, 1_{\{y\}}) &= \lim_{t \downarrow 0} \frac{1}{t} \sum_{z \in V_{G}} (1_{\{x\}}(z) - T_{t}1_{\{x\}}(z)) \cdot 1_{\{y\}}(z) \nu(\{z\})\\ &= \lim_{t \downarrow 0} \frac{1_{\{x\}}(y)-T_{t}1_{\{x\}}(y)}{t} \nu(\{y\})\\ &= \lim_{t \downarrow 0} \frac{T_{0}1_{\{x\}}(y)-T_{t}1_{\{x\}}(y)}{t} \nu(\{y\})\\ &= -q_{yx} \nu(\{y\}), \end{align*}
where we use the backward equation for X in the last equality (see [Reference Kallenberg24, Theorem 13.9]). The desired result is straightforward.
Let G be an electrical network. Define
$X_{G} = (X_{G}(t))_{t \geq 0}$
to be the Hunt process associated with
$(V_{G}, R_{G}, \mu_{G})$
, where we recall that
$\mu_G$
denotes the associated conductance measure. By Theorem 4.2,
$X_{G}$
is the constant-speed random walk on G. In this setting, we have an explicit formula for the local time
$L_{G} = (L_{G}(x,t))_{t \geq 0, x \in V_{G}}$
of
$X_{G}$
as follows:
Recall from Section 1 that
$Y_{G}=(Y_{G}(k))_{k \geq 0}$
denotes the discrete-time Markov chain on G. For convenience, in the following discussions, we always suppose that
$Y_{G}$
is defined on the same probability measure space as
$X_{G}$
via the following relation:
where
$(J_{G}^{(k)})_{k \geq 0}$
is the sequence of jump times of
$X_{G}$
with
$J_{G}^{(0)} \;:\!=\; 0$
.
4.2. Traces of electrical networks
In this subsection, we introduce the notion of traces of electrical networks, which will be used in the proof of the main results of this paper to approximate Markov chains on infinite electrical networks by Markov chains on finite electrical networks.
Throughout this subsection, we fix an electrical network G such that the associated resistance form
$(\mathcal{E}_{G}, \mathcal{F}_{G})$
is recurrent. We define the associated Laplacian
$\mathcal{L}_{G}$
by setting
for each function
$f \colon V_G \to \mathbb{R}$
satisfying
$\mathbb{E}_{x}^{G}|f(Y_{G}(1))| < \infty$
for all
$x \in V_{G}$
. In particular, for any bounded function f,
$\mathcal{L}_{G}f$
is defined.
Proposition 4.1. Fix
$u, v \in \mathcal{F}_{G}$
such that
$\mathbb{E}_{x}^{G}|u(Y_{G}(1))| < \infty$
for all
$x \in V_{G}$
.
If
$\int_{V_{G}} |\mathcal{L}_{G}u| |v|\, \mathrm{d}\mu_{G} < \infty$
then it holds that
Proof. Note that if v is compactly supported then the assertion follows from Theorem 1.24 in [Reference Barlow8]. Assume that
$\| v \|_{\infty} < \infty$
. Since the resistance form
$(\mathcal{E}_G, \mathcal{F}_G)$
is assumed to be recurrent, we have from Theorem 3.3 that
$\mathcal{F}_G^{(1)} = \mathcal{F}_G$
. Thus, we can use Corollary 3.2 to find a sequence
$v_{n}$
in
$C_{\mathrm c}(V_{G}, \mathbb{R}) \cap \mathcal{F}_{G}$
such that
$v_{n} \to v$
with respect to
$\mathcal{E}_{G}^{(1)}$
and
$|v_n(x) |\leq |v(x)|$
for all
$x \in V_G$
and
$n \geq 1$
. Since each
$v_n$
is compactly supported, we have that
Letting
$n \to \infty$
in the above equality and using the dominated convergence theorem, we deduce the desired result. In the case that
$\| v\|_{\infty}=\infty$
, by Corollary 3.3, the same result is verified.
Remark 4.1. Proposition 4.1 is an analogue of Theorem 1.24 in [Reference Barlow8]. The difference is that the conditions on u and v of Proposition 4.1 are weaker than those of Theorem 1.24 in [Reference Barlow8]. This is very important in the forthcoming results. However, it should be noted that the resistance form is assumed to be recurrent in our setting, while it is not in [Reference Barlow8].
Fix a non-empty subset
$B \subseteq V_{G}$
. We now introduce the notion of trace of electrical networks. Recall the definition of the resistance form
$(\mathcal{E}_{G}|_{B}, \mathcal{F}_{G}|_{B})$
from Theorem 3.5. Set
$V(G|_{B}) \;:\!=\; B$
and, for
$x,y \in V(G|_{B})$
,
\begin{align*} c_{G|_{B}}(x,y) \;:\!=\; \begin{cases} -\mathcal{E}_{G}|_{B}(1_{\{x\}}, 1_{\{y\}}), &x \neq y,\\ 0, &x = y. \end{cases}\end{align*}
Following the argument in the proof of Theorem A.33 in [Reference Barlow8], we can readily verify that
$c_{G|_B}(x,y)$
is non-negative. We define the edge set
$E(G|_{B})$
on
$V(G|_{B})$
by declaring
$\{x,y\}$
is an edge if and only if
$c_{G|_{B}}(x,y) > 0$
.
Theorem 4.3. The tuple
$(V(G|_{B}), E(G|_{B}), c_{G|_{B}})$
is an electrical network in the sense of Definition 1.4. Moreover, the associated resistance form
$(\mathcal{E}_{G|_B}, \mathcal{F}_{G|_B})$
coincides with the trace
$(\mathcal{E}_{G}|_{B}, \mathcal{F}_{G}|_{B})$
defined in Theorem 3.5. In particular, the associated resistance metric is given by
$R_{G}|_{B \times B}$
.
Definition 4.1. (Trace of electrical networks.) We write
$G|_{B} \;:\!=\; (V(G|_{B}), E(G|_{B}), c_{G|_{B}})$
and call it the trace of G onto B.
To prove Theorem 4.3, we first establish an explicit formula for the conductances on the trace. We define
$T_B$
and
$T_B^{+}$
to be the first hitting time and return time of
$Y_{G}$
to B, i.e.
Note that both are finite almost surely. Indeed, since we assume that the associated resistance form
$(\mathcal{E}_{G}, \mathcal{F}_{G})$
is recurrent, the Dirichlet form of
$X_G$
is recurrent by Lemma 3.3. Moreover, since the graph G is connected, the Dirichlet form is irreducible in the sense of [Reference Fukushima, Oshima, Takeda and Studies21, p. 55]. Consequently, by Theorem 4.7.1(iii) in [Reference Fukushima, Oshima, Takeda and Studies21], we deduce that the jump chain
$Y_G$
visits B infinitely often almost surely.
Theorem 4.4. For any
$x,y \in B$
,
\begin{align*} -\mathcal{E}_G|_B(1_{\{x\}}, 1_{\{y\}}) = \begin{cases} c_{G}(x) \mathbb{P}_{x}^{G} (Y_{G}(T_{B}^{+})=y), & x \neq y,\\ -c_G(x) \mathbb{P}_x^G(Y_G(T_B^+) \in B \setminus \{x\}), & x = y. \end{cases} \end{align*}
In particular, if
$x \neq y$
then
Proof. Fix
$x, y \in B$
. Recall that
$X_G$
denotes the constant-speed random walk on G and
$\sigma_B$
denotes the first hitting time of B by
$X_G$
. Since we have that
$X_{G}(\sigma_{B}) = Y_{G}(T_{B})$
, by using Theorem 3.4, we deduce that, for each
$z \in B$
,
\begin{align*} h_{B}^{(1)}(1_{\{x\}})(z) = \mathbb{P}_{z}^{G}( Y_{G}(T_{B}) = x ) = \begin{cases} 0, & z \in B\setminus \{x\}, \\ 1, & z =x. \end{cases} \end{align*}
The Markov property yields that, for any
$z \in V_{G}$
,
\begin{align*} \sum_{w \in V_{G}} P_{G}(z,w) h_{B}^{(1)}(1_{\{y\}})(w) &= \sum_{w \in V_{G}} P_{G}(z,w) \mathbb{P}_{w}^{G}(Y_{G}(T_{B}) = y) \\ &= \mathbb{P}_{z}^{G}(Y_{G}(T_{B}^{+}) = y), \end{align*}
which implies that
\begin{align*} \mathcal{L}_{G}(h_{B}^{(1)}(1_{\{y\}})) (z) = \begin{cases} 0, & z \notin B, \\ \mathbb{P}_{z}^{G}(Y_{G}(T_{B}^{+}) = y), & z \in B \setminus \{y\},\\ -\mathbb{P}_y^G(Y_G(T_B^+) \in B \setminus \{y\}), & z = y. \end{cases} \end{align*}
From Proposition 4.1, it follows that
Now, the result is immediate.
Remark 4.2. Theorem 4.4 is an extension of Proposition 2.48 in [Reference Barlow8] which assumes that the complement of B is a finite set. In that book, this assumption is needed to prove Proposition 2.47 in [Reference Barlow8], which is the same as Theorem 3.4. The proof of Proposition 2.47 in [Reference Barlow8] in that book roughly is as follows: if the complement of B is finite then
$h_{B}^{(1)}(\varphi)$
is bounded; since a bounded solution of a Dirichlet problem is unique (in the current setting), we obtain
$h_{B}^{(1)}(\varphi) = \check{h}_{B}(\varphi)$
. Therefore, in this approach, the assumption that the complement of B is finite is crucial, and our result that removes the assumption is non-trivial.
Corollary 4.1. For any
$x \in B$
, it holds that
Proof. By Theorem 4.4, we obtain
\begin{align*} 0 \leq c_{G}(x) - c_{G|_B}(x) &= c_{G}(x) \Bigg( 1 - \sum_{y \in B \setminus \{x\}} \mathbb{P}_{x}^{G} (Y_{G}(T_{B}^{+})=y) \Bigg) \\ &= c_{G}(x) \mathbb{P}_{x}^{G} (Y_{G}(T_{B}^{+})=x) \\ &\leq c_{G}(x) \sum_{y \notin B} P_{G}(x,y) \mathbb{P}_{y}^{G} (Y_{G}(T_{B})=x) \\ &\leq \sum_{y \notin B} c_{G}(x,y), \end{align*}
where we use the Markov property in the third line.
Proof of Theorem
4.3. By Theorem 4.4 and Corollary 4.1, we deduce that the graph
$(V(G|_B), E(G|_B))$
is connected and
$c_{G|_B}(x) < \infty$
for all
$x \in B$
. Thus,
$(V(G|_B), E(G|_B), c_{G|_B})$
is an electrical network. Write
$(\mathcal{E}_{G|_B}, \mathcal{F}_{G|_B})$
for the associated resistance form; that is, for any functions
$f, g \colon B \to \mathbb{R}$
,
(if the right-hand side exists), and
$\mathcal{F}_{G|_B} \;:\!=\; \{f \mid \mathcal{E}_{G|_B}(\,f,f) < \infty\}$
.
By Theorem 4.4, we have that
We deduce from the above identity that, for any function
$f \colon B \to \mathbb{R}$
supported on a finite subset
$B_0 \subseteq B$
,
\begin{align*} \mathcal{E}_G|_B(\,f, f) &= \sum_{x,y \in B_0} f(x)\, f(y)\, \mathcal{E}_G|_B(1_{\{x\}}, 1_{\{y\}})\\ &= \sum_{x,y \in B} f(x)\, f(y)\, \mathcal{E}_G|_B(1_{\{x\}}, 1_{\{y\}})\\ &= \sum_{x \in B} f(x)^2 \sum_{y \in B} c_{G|_B}(x,y) - \sum_{x,y \in B} f(x)\, f(y)\, c_{G|_B}(x, y) \\ &= \frac{1}{2} \sum_{x, y \in B} c_{G|_B}(x,y) (\,f(x) - f(y))^2\\ &= \mathcal{E}_{G|_B}(\,f, f). \end{align*}
Thus,
for all functions
$f \in C_{\mathrm c}(B, \mathbb{R})$
. (Note that the space B is equipped with the discrete topology, and so every
$f \in C_{\mathrm c}(B, \mathbb{R})$
is supported on a finite subset.) Combining this with the recurrence of
$(\mathcal{E}_G|_B, \mathcal{F}_G|_B)$
, we find that
$(\mathcal{E}_{G|_B}, \mathcal{F}_{G|_B})$
is also recurrent. Thus, by Theorem 3.3, the domains
$\mathcal{F}_G|_B$
and
$\mathcal{F}_{G|_B}$
are the closures of
$C_{\mathrm c}(B, \mathbb{R})$
with respect to
$\mathcal{E}_G|_B^{(1)}$
and
$\mathcal{E}_{G|_B}^{(1)}$
, respectively. However, the coincidence of the forms on
$C_{\mathrm c}(B, \mathbb{R})$
implies that
$(\mathcal{E}_G|_B, \mathcal{F}_G|_B) = (\mathcal{E}_{G|_B}, \mathcal{F}_G|_B)$
. This completes the proof.
We now provide a coupling of the discrete-time Markov chains
$Y_{G|_B}$
on
$G|_B$
and
$Y_{G}$
on G. Set
$\tilde{T}_{B}^{(0)} \;:\!=\; 0$
and inductively for each
$k \geq 0$
If the infimum is taken over the empty set then we set
$\tilde{T}_{B}^{(k+1)} \;:\!=\; \tilde{T}_{B}^{(k)}$
.
Definition 4.2. (Trace of discrete-time Markov chains.) Define
$\operatorname{tr}_{B}Y_{G} = (\!\operatorname{tr}_{B}Y_{G}(k))_{k \geq 0}$
by setting
$\operatorname{tr}_{B}Y_{G}(k) \;:\!=\; Y_{G} ( \tilde{T}_{B}^{(k)} )$
. As before, we set
$\operatorname{tr}_{B}Y_{G}(t) \;:\!=\; \operatorname{tr}_{B}Y_{G}( \lfloor t \rfloor)$
for
$t \in \mathbb{R}_{\geq 0}$
and regard
$\operatorname{tr}_{B}Y_{G}$
as a random element of
$D(\mathbb{R}_{\geq 0}, B)$
. We call
$\operatorname{tr}_{B}Y_{G}$
the trace of
$Y_{G}$
onto B.
Theorem 4.5. It holds that, for any
$\rho \in B$
,
as probability measures on
$D(\mathbb{R}_{\geq 0}, B)$
.
Proof. If
$|B| =1$
then the assertion is obvious. We assume that there are at least two vertices in B. The strong Markov property of
$Y_{G}$
yields that
$\left( \operatorname{tr}_{B} Y_{G}(k) \right)_{k \geq 0}$
is a Markov chain on B. Thus, it suffices to show that
Define
$T_{B}^{(0)} \;:\!=\; 0$
and inductively for each
$k \geq 0$
Fix
$x \in B \setminus \{\rho\}$
. By the strong Markov property, we deduce that
\begin{align*} \mathbb{P}_{\rho}^{G} \left( Y_{G}(\tilde{T}_{B}^{(1)}) = x \right) &= \sum_{k=1}^{\infty} \mathbb{P}_{\rho}^{G} \left( Y_{G}(T_{B}^{(1)}) = \rho, \ldots, Y_{G}(T_{B}^{(k-1)}) = \rho, Y_{G}(T_{B}^{(k)}) = x \right)\\ &= \sum_{k=1}^{\infty} \mathbb{P}_{\rho}^{G} \left( Y_{G}(T_{B}^{+}) = \rho \right)^{k-1} \mathbb{P}_{\rho}^{G} \left( Y_{G}(T_{B}^{+}) = x \right)\\ &= \frac{\mathbb{P}_{\rho}^{G} \left( Y_{G}(T_{B}^{+}) = x \right)} { 1 - \mathbb{P}_{\rho}^{G} \left( Y_{G}(T_{B}^{+}) = \rho \right)} \\ &= \frac{c_{G|_B}(\rho, x)}{c_{G|_B}(\rho)}, \end{align*}
where we use Theorem 4.4 to obtain the last equality.
4.3. Measurability
This subsection is devoted to a measurability problem that we face when dealing with random electrical networks. Recall the space
$\mathbb{F}$
from Definition 1.1. Define a subspace of
$\mathbb{F}$
consisting of rooted-and-measured resistance metric spaces associated with electrical networks by setting
Given
$(V_{G}, R_{G}, \rho_{G}, \mu_{G}) \in \mathbb{F}^{E}$
, we write
where we recall from (1.6) that
$\ell_G$
denotes the local time of
$Y_G$
. Note that
$\mathbb{P}_{G}$
is a probability measure on
$D(\mathbb{R}_{\geq 0}, V_{G}) \times C(V_{G} \times \mathbb{R}_{\geq 0}, \mathbb{R})$
and
$\mathcal{Y}_{G}$
is an element of
$\mathbb{M}_{\mathrm L}$
(recall the space
$\mathbb{M}_{\mathrm L}$
from Subsection 2.2). The aim of this subsection is to prove that
$\mathcal{Y}_G$
is measurable with respect to G. This is verified in Corollary 4.2, through approximation of
$\mathcal{Y}_G$
by traces.
We first recall that, on finite electrical networks, convergence of resistance metrics and conductances are equivalent.
Lemma 4.1. ([Reference Cao13, Lemma 2.8].) Fix a non-empty finite set V. Define
\begin{align*} \mathscr{R}\,(V) &\;:\!=\; \left\{ (R_{G}(x,y))_{x,y \in V} \in \mathbb{R}^{V \times V} \mid G\ \textit{is an electrical network with}\ V_{G} = V \right\}, \\ \mathscr{C}\,(V) &\;:\!=\; \left\{ (c_{G}(x, y))_{x,y \in V} \in \mathbb{R}^{V \times V} \mid G\ \textit{is an electrical network with}\ V_{G} = V \right\}. \end{align*}
We equip both
$\mathscr{R}\,(V)$
and
$\mathscr{C}\,(V)$
with the Euclidean topology induced from
$\mathbb{R}^{V \times V}$
. Then the map
$\mathscr{R}(V) \ni (R_{G}(x,y))_{x,y \in V} \mapsto (c_{G}(x,y))_{x, y \in V} \in \mathscr{C}(V)$
is a homeomorphism (note that the map is well defined by Theorem 3.1).
Using Lemma 4.1, we derive a simplified version of Theorem 1.1; that is, we show that convergence of finite electrical networks implies the convergence of the associated discrete-time Markov chains and their local times, under uniform finiteness of the conductances.
Proposition 4.2. For each
$n \in \mathbb{N}$
, let
$G_{n}$
be a rooted electrical network with a finite vertex set. Assume that
$(V_{G_{n}}, R_{G_{n}}, \rho_{G_{n}})$
converges to
$(V_{G}, R_{G}, \rho_{G})$
in the pointed Gromov–Hausdorff topology for some rooted electrical network G with
$|V_{G}| < \infty$
. Furthermore, assume that
Then it holds that
$\mathcal{Y}_{G_{n}} \to \mathcal{Y}_{G}$
in
$\mathbb{M}_{\mathrm L}$
.
Proof. We may assume that
$(V_{G_{n}}, R_{G_{n}}, \rho_{G_{n}})$
and
$(V_{G}, R_{G}, \rho_{G})$
are embedded into a common compact metric space
$(M, d^{M})$
in such a way that
$V_{G_{n}} \to V_{G}$
in the Hausdorff topology and
$\rho_{G_{n}} \to \rho_{G}$
(as objects embedded into M). Recall the metric entropy from Definition 1.2. By Theorem 4.15 in [Reference Noda34], for all but countably many
$\delta$
, we have that
We choose
$\delta$
sufficiently small so that
$N_{R_{G}}(V_{G}, \delta) = |V_{G}|$
, which is possible by the finiteness of
$V_G$
. From (4.4), it follows that
$N_{R_{G_{n}}}(V_{G_{n}}, \delta) = |V_{G}|$
for all sufficiently large n, which implies that
$\liminf_{n \to \infty} | V_{G_{n}} | \geq |V_{G}|$
. Assume that
Then, by the Hausdorff convergence
$V_{G_{n}} \to V_{G}$
, it is possible to find a subsequence
$(n_{k})_{k \geq 1}$
and
$x^{(n_{k})}, y^{(n_{k})} \in V_{G_{n_{k}}}$
such that
$x^{(n_k)} \neq y^{(n_k)}$
and both
$x^{(n_{k})}$
and
$y^{(n_{k})}$
converge to a common point
$x \in V_{G}$
. This implies that
$R_{G_{n_{k}}}(x^{(n_{k})}, y^{(n_{k})}) \to 0$
. However, we have that
\begin{align*} R_{G_{n_k}}(x^{(n_{k})}, y^{(n_{k})})^{-1} &= \inf \{ \mathcal{E}_{G_{n_{k}}}(\,f, f) \mid f(x^{(n_{k})}) = 1,\, f(y^{(n_{k})})=0 \} \\ &\leq \mathcal{E}_{G_{n_{k}}}\big(1_{\{x^{(n_{k})} \}}, 1_{\{ x^{(n_{k})} \}}\big) \\ &= c_{G_{n_{k}}}(x^{(n_{k})}) \\ &\leq \sup_{x \in V_{G_{n_{k}}}} c_{G_{n_{k}}}(x), \end{align*}
from which we deduce that
$\sup_{x \in V_{G_{n_{k}}}} c_{G_{n_{k}}}(x) \to \infty$
. This contradicts the assumption. Therefore, it holds that
$|V_{G_{n}}| = |V_{G}|$
for all sufficiently large n.
When
$|V_G| = 1$
, the result is trivial. We thus assume that
$|V_G| \geq 2$
. By the above result and the Hausdorff convergence
$V_{G_{n}} \to V_{G}$
, we can write
$V_{G_{n}} = (x_{i}^{(n)})_{i=1}^{N}$
and
$V_{G} = (x_{i})_{i=1}^{N}$
in such a way that
$x_{i}^{(n)} \to x_{i}$
in M for each i. This yields that
$R_{G_{n}}(x_{i}^{(n)}, x_{j}^{(n)}) \to R_{G}(x_{i}, x_{j})$
for all i, j. From Lemma 4.1, it follows that
$c_{G_{n}}(x_{i}^{(n)}, x_{j}^{(n)}) \to c_{G}(x_{i}, x_{j})$
, which implies the convergence of the associated measures
$\mu_{G_{n}} \to \mu_{G}$
in the weak topology, and the convergence of transition probabilities:
\begin{align*} P_{G_{n}} \big( x_{i}^{(n)}, x_{j}^{(n)} \big) = \frac{c_{G_{n}}\big(x_{i}^{(n)}, x_{j}^{(n)}\big)}{c_{G_{n}}\big(x_{i}^{(n)}\big)} \xrightarrow{n \to \infty} \frac{c_{G}{(x_{i}, x_{j})}}{c_{G}(x_{i})} = P_{G} ( x_{i}, x_{j} ) \quad \mbox{for all } i,j. \end{align*}
Thus, we deduce that the convergence of finite-dimensional distributions of
$Y_{G_{n}}$
to those of
$Y_{G}$
as processes in M. Since we consider the discrete-time processes, the tightness of
$(Y_{G_{n}})_{n \geq 1}$
is obvious (see [Reference Kallenberg24, Theorem 23.11]). Therefore,
$Y_{G_{n}}$
started at
$\rho_{G_{n}}$
converges weakly to
$Y_{G}$
started at
$\rho_{G}$
in the usual
$J_{1}$
-Skorohod topology as processes in M. By the Skorohod representation theorem, we may assume that
$Y_{G_{n}}$
started at
$\rho_{G_{n}}$
converges to
$Y_{G}$
started at
$\rho_{G}$
almost surely on some probability space. Fix
$T > 0$
arbitrarily. We can check that, with probability 1, it holds that
for all sufficiently large n. This yields that
which, combined with the convergence
$c_{G_{n}}(x_{i}^{(n)}) \to c_{G}(x_{i})$
, implies that
Therefore, we find that
$\ell_{G_{n}} \to \ell_{G}$
in
$\widehat{C}(M \times \mathbb{R}_{\geq 0}, \mathbb{R})$
almost surely, which completes the proof.
Remark 4.3. In Proposition 4.2, we cannot drop the condition
$\sup_{n}\sup_{x \in V_{G_{n}}} c_{G_{n}}(x) < \infty$
. For example, set
$V_{G_{n}} \;:\!=\; \{0, 1, 1+n^{-1}\} \subseteq \mathbb{R}$
,
$R_{G_{n}} \;:\!=\; d^{\mathbb{R}}|_{V_{G_{n}} \times V_{G_{n}}}$
, and
$\rho_{G_{n}} \;:\!=\; 0$
, where
$d^{\mathbb{R}}$
denotes the Euclidean metric. Then
$(V_{G_{n}}, R_{G_{n}}, \rho_{G_{n}})$
converges to
$\{0, 1\}$
equipped with the Euclidean metric and the root 0. However, the associated Markov chains
$Y_{G_{n}}$
do not converge to the Markov chain on
$\{0,1\}$
because
$Y_{G_{n}}$
is at 1 or
$1+n^{-1}$
with high probability.
Given a rooted electrical network G and
$r > 0$
, we define
$\tilde{G}^{(r)}$
to be the trace of G onto
$B_{R_{G}}(\rho_{G}, r)$
equipped with the root
$\rho_{\tilde{G}^{(r)}} \;:\!=\; \rho_{G}$
. In the following discussions, note that
$\mu_{\tilde{G}^{(r)}}$
, which is the conductance measure associated with
$\tilde{G}^{(r)}$
, is in general different from
$\mu_{G}^{(r)}$
defined in (1.1), which is the measure
$\mu_{G}$
restricted to
$B_{R_{G}}(\rho_{G}, r)$
. Using Proposition 4.2, we verify the measurability of
$\mathcal{Y}_{\tilde{G}^{(r)}}$
in Proposition 4.3.
Lemma 4.2. Fix a rooted electrical network
$G \in \mathbb{F}^E$
. Then the map
$(0, \infty) \ni r \mapsto \mathcal{Y}_{\tilde{G}^{(r)}} \in \mathbb{M}_{\mathrm L}$
is left-continuous.
Proof. Since
$V_{\tilde{G}^{(r)}} = B_{R_{G}}(\rho_{G}, r)$
is a finite set, we can find
$\delta>0$
such that
$V_{\tilde{G}^{(r-\delta)}} = V_{\tilde{G}^{(r)}}$
. Hence, we obtain the desired result.
Proposition 4.3. The map
$(0, \infty) \times \mathbb{F}^{E} \ni (r, (V_{G}, R_{G}, \rho_{G}, \mu_{G})) \mapsto \mathcal{Y}_{\tilde{G}^{(r)}} \in \mathbb{M}_{\mathrm L}$
is measurable.
Proof. Fix a measurable function
$f \colon \mathbb{M}_{\mathrm L} \to \mathbb{R}$
assumed to be bounded and continuous. Given
$\varepsilon > 0$
, define a map
$F_{\varepsilon} \colon (0, \infty) \times \mathbb{F}^E \to \mathbb{R}$
by setting
Note that the integral on the right-hand side of the above equation is well defined by Lemma4.2. Suppose that
$r_{n} \to r$
and
$(V_{G_{n}}, R_{G_{n}}, \rho_{G_{n}}, \mu_{G_{n}}) \to (V_{G}, R_{G}, \rho_{G}, \mu_{G})$
. Then, for Lebesgue almost-every
$s \in (0, r/2)$
, it holds that
in the Gromov–Hausdorff–Prohorov topology (see [Reference Noda33, Lemma 2.15]). We then have that
where we use Corollary 4.1 to obtain the first inequality. From Proposition 4.2, it follows that
$\mathcal{Y}_{\tilde{G}_{n}^{(r_{n} - s)}} \to \mathcal{Y}_{\tilde{G}^{(r - s)}}$
for Lebesgue almost-every
$s \in (0, r/2)$
. This yields that the map
$F_{\varepsilon}$
is continuous. Moreover, by Lemma 4.2,
$F_{\varepsilon}$
converges to the map
$(r, (V_{G}, R_{G}, \rho_{G}, \mu_{G})) \mapsto f(\mathcal{Y}_{\tilde{G}^{(r)}})$
as
$\varepsilon \to 0$
pointwise, which completes the proof.
Thanks to Proposition 4.3, the measurability of
$\mathcal{Y}_G$
with respect to G is deduced by showing the convergence of
$\mathcal{Y}_{\tilde{G}^{(r)}}$
to
$\mathcal{Y}_G$
as
$r \to \infty$
. The key result to verify this is the following, which is a version of Lemma 4.2 in [Reference Croydon16] modified for discrete-time Markov chains on electrical networks.
Lemma 4.3. Fix
$(V_{G}, R_{G}, \rho_{G}, \mu_{G}) \in \mathbb{F}^{E}$
and
$r > 0$
. For every
$\delta \in (0, R_{G}(\rho_{G}, B_{R_{G}}(\rho_{G}, r)^{c}))$
,
$t \geq 0$
, and
$\lambda >0$
, it holds that
\begin{align*} \begin{aligned} \mathbb{P}_{\rho_{G}}^{G} (T_{B_{R_{G}}(\rho_{G},r)^{c}} \leq t) &\leq \frac{1}{\lambda} + \frac{4\delta}{R_{G}(\rho_{G},B_{R_{G}}(\rho_{G}, r)^{c})} \\ &\quad + \frac{4t \lambda} {\mu_{G}(B_{R_{G}}(\rho_{G},\delta))(R_{G}(\rho_{G}, B_{R_{G}}(\rho_{G}, r)^{c})-\delta)}, \end{aligned} \end{align*}
where we recall from (4.3) that
$T_{B_{R_G}(\rho_G, r)^c}$
denotes the first hitting time of
$B_{R_G}(\rho_G, r)^c$
by
$Y_G$
.
Proof. Write
$\sigma_{r}^{X}$
and
$\sigma_{r}^{Y}$
for the first hitting times of
$X_{G}$
and
$Y_{G}$
, respectively, to
$B_{R_{G}}(\rho_{G}, r)^{c}$
. We then have that
$\sigma_{r}^{X} = \sum_{k =1}^{\sigma_{r}^{Y}} S_{k}$
, where
$(S_{k})_{k \geq 1}$
denotes the sequence of the holding times of
$X_{G}$
. Note that
$(S_k)_{k \geq 1}$
is independent and identically distributed (i.i.d.) and each
$S_k$
has an exponential distribution with rate 1. Since
$\sigma_r^Y$
is independent of
$(S_k)_{k \geq 1}$
, the Markov inequality yields that
\begin{align*} \mathbb{P}_{\rho_G}^{G} (\sigma_{r}^{X} > \lambda \sigma_{r}^{Y}) \leq \frac{1}{\lambda} \mathbb{E}_{\rho_G}^{G}\!\left[ \frac{\sum_{k=1}^{\sigma_r^Y} S_k}{\sigma_r^Y} \right] = \frac{1}{\lambda}. \end{align*}
Thus, we deduce that
Now, Lemma 4.2 in [Reference Croydon16] yields the desired result.
Using the above exit time estimate, we verify that
$\mathcal{Y}_{\tilde{G}^{(r)}}$
approximates
$\mathcal{Y}_G$
as
$r \to \infty$
.
Proposition 4.4. Fix
$(V_{G}, R_{G}, \rho_{G}, \mu_{G}) \in \mathbb{F}^{E}$
. It holds that
$\mathcal{Y}_{\tilde{G}^{(r)}} \to \mathcal{Y}_{G}$
in
$\mathbb{M}_{\mathrm L}$
as
$r \to \infty$
.
Proof. Since
$(V_{G}, R_{G})$
is boundedly compact and has the discrete topology,
$B_{R_{G}}(\rho_{G}, r_{0})$
is a finite set for each
$r_{0} > 0$
. This fact, combined with Lemmas 3.3 and 4.3, yields that
We regard
$(V_{\tilde{G}^{(r)}}, R_{\tilde{G}^{(r)}})$
as a subspace of
$(V_{G}, R_{G})$
. To prove the desired result, it is enough to show that
$\mu_{\tilde{G}^{(r)}} \to \mu_{G}$
and
$\mathbb{P}_{\tilde{G}^{(r)}} \to \mathbb{P}_{G}$
as
$r \to \infty$
.
We first prove the former convergence. It is easy to check that
$\mu_{G}^{(r)} \to \mu_{G}$
in the vague topology. Therefore, it suffices to show that
$d_{\mathrm{V}, \rho_{G}}(\mu_{\tilde{G}^{(r)}}, \mu_{G}^{(r)}) \to 0$
, where
$d_{\mathrm{V}, \rho_{G}}$
denotes the vague metric, as recalled from Definition 2.4. Fix
$\varepsilon > 0$
and choose
$r_{0}>0$
satisfying
$\mathrm{e}^{-r_{0}} < \varepsilon$
. For all
$r>r_{0}$
, we have that
where
$d_{\mathrm{P}}$
denotes the Prohorov metric on
$\mathcal{M}_{\mathrm{fin}}(V_{G})$
. For
$s < r_{0} < r$
and
$A \subseteq B_{R_{G}}(\rho_{G}, s)$
, by using Corollary 4.1, we deduce that
\begin{align*} \mu_{G}^{(s)}(A) &= \sum_{x \in A} c_{G}(x) \\ &\leq \sum_{x \in A} c_{\tilde{G}^{(r)}}(x) + \sum_{x \in A} c_{G}(x) \mathbb{P}_{x}^{G}\!\left( Y_{G}(T^+_{B_{R_{G}}(\rho_{G}, r)}) = x \right) \\ &\leq \mu_{\tilde{G}^{(r)}}^{(s)}(A) + \mu_{G}(B_{R_{G}}(\rho_{G}, r_{0})) \sup\nolimits_{x \in B_{R_{G}}(\rho_{G}, r_{0})} \mathbb{P}_{x}^{G}\!\left( T_{B_{R_{G}}(\rho_{G}, r)^{c}} \leq 1 \right), \end{align*}
and
$\mu_{\tilde{G}^{(r)}}^{(s)}(A) \leq \mu_G^{(s)}(A)$
. It follows that
This yields that
For any
$r > 2r_{0}$
and
$x \in B_{R_{G}}(\rho_{G}, r_{0})$
, we have that
$B_{R_{G}}(x, r/2) \subseteq B_{R_{G}}(\rho_{G}, r)$
, which implies that
Hence, using (4.7), we obtain
$\mu_{\tilde{G}^{(r)}} \to \mu_{G}$
vaguely as measures on
$V_{G}$
.
We next show that
$\mathbb{P}_{\tilde{G}^{(r)}} \to \mathbb{P}_{G}$
as probability measures on
$D(\mathbb{R}_{\geq 0}, V_{G}) \times \widehat{C}(V_{G} \times \mathbb{R}_{\geq 0}, \mathbb{R})$
. We write
$\operatorname{tr}_{r} Y_{G} \;:\!=\; \operatorname{tr}_{B_{R_{G}}(\rho_{G}, r)} Y_{G}$
, where we recall this notation from Definition 4.2. We then define a random element
$\operatorname{tr}_{r} \ell_{G}$
of
$C(V_{\tilde{G}^{(r)}} \times \mathbb{R}_{\geq 0}, \mathbb{R})$
by setting
By Theorem 4.5, we have that
$(Y_{\tilde{G}^{(r)}}, \ell_{\tilde{G}^{(r)}}) \stackrel{\mathrm{d}}{=} (\!\operatorname{tr}_{r}Y_{G}, \operatorname{tr}_{r}\ell_{G})$
. Since
$\operatorname{tr}_{r}Y_{G}(s) = Y_{G}(s)$
for all
$0 \leq s \leq t$
on the event
$\{T_{B_{R_{G}}(\rho_{G}, r)^{c}} > t\}$
, it holds that, for all
$\varepsilon > 0$
,
From (4.7), we deduce that
$\operatorname{tr}_{r}Y_{G}$
converges to
$Y_{G}$
in probability as random elements of
$D(\mathbb{R}_{\geq 0}, V_{G})$
. Since
$\operatorname{tr}_{r} \ell_{G}(x, s) = \frac{c_{G}(x)}{c_{\tilde{G}^{(r)}}(x)} \ell_{G}(x, s)$
for all
$0 \leq s \leq t$
on the event
$\{T_{B_{R_{G}}(\rho_{G}, r)^{c}} > t\}$
, we find that, for all
$r> r_{0}$
and
$t >0$
,
\begin{align} &\mathbb{P}_{\rho_{G}}^{G} \Big( \sup\nolimits_{x \in V_{G}^{(r_{0})}} \sup\nolimits_{0 \leq s \leq t} \left| \operatorname{tr}_{r}\ell_{G}(x, s) - \ell_{G}(x, s) \right| > \varepsilon \Big)\nonumber \\ &\quad \leq \mathbb{P}_{\rho_{G}}^{G} \big( T_{B_{R_{G}}(\rho_{G}, r)^{c}} \leq t \big) + \mathbb{P}_{\rho_{G}}^{G} \left( \sup\nolimits_{x \in V_{G}^{(r_{0})}} \left| 1 - \frac{c_{G}(x)}{c_{\tilde{G}^{(r)}}(x)} \right| \ell_{G}(x, t) > \varepsilon/2 \right). \end{align}
By Corollary 4.1, we deduce that
\begin{align} \sup\nolimits_{x \in V_{G}^{(r_{0})}} \left| 1 - \frac{c_{G}(x)}{c_{\tilde{G}^{(r)}}(x)} \right| = \sup\nolimits_{x \in V_{G}^{(r_{0})}} \left| \frac{ \mathbb{P}_{x}^{G}\bigl( Y_{G}(T^+_{V_{G}^{(r)}}) = x \bigr) }{1 - \mathbb{P}_{x}^{G}\bigl( Y_{G}(T^+_{V_{G}^{(r)}}) = x \bigr) } \right|. \end{align}
By the same argument as before, since it holds that
we obtain
This and the tightness of
$(\ell_{G}(x, t))_{x \in V_{G}^{(r_{0})}}$
implies that
From (4.7), (4.8), (4.9), (4.10), (4.11), and (4.12), we deduce that
which implies that
$\operatorname{tr}_{r} \ell_{G} \to \ell_{G}$
in probability as random elements of
$\widehat{C}(V_{G} \times \mathbb{R}_{\geq 0}, \mathbb{R})$
. Therefore, we deduce that
$(Y_{\tilde{G}^{(r)}}, \ell_{\tilde{G}^{(r)}})$
converges to
$(Y_{G}, \ell_{G})$
in probability as random elements of
$D(\mathbb{R}_{\geq 0}, V_{G}) \times \widehat{C}(V_{G} \times \mathbb{R}_{\geq 0}, \mathbb{R})$
, which completes the proof.
Combining Proposition 4.3 with Proposition 4.4, we obtain the measurability of
$\mathcal{Y}_{G}$
with respect to G.
Corollary 4.2. The map
$\mathbb{F}^{E} \ni (V_{G}, R_{G}, \rho_{G}, \mu_{G}) \mapsto \mathcal{Y}_{G} \in \mathbb{M}_{\mathrm L}$
is measurable.
5. Proof of Theorem 1.1
In this section, we prove Theorem 1.1. The first part of the assertion of Theorem 1.1 follows from Proposition 5.1 in [Reference Noda33] and Theorem 5.1. Recall from Subsection 2.1 the space
$\mathbb{D}$
consisting of (equivalence classes of) rooted boundedly compact metric spaces equipped with the local Gromov–Hausdorff topology.
Theorem 5.1. For each
$n \geq 1$
, let
$(F_{n}, R_{n}, \rho_{n})$
be an element of
$\mathbb{D}$
such that
$R_{n}$
is a resistance metric. Suppose that
$(F_{n}, R_{n}, \rho_{n})$
converges to some
$(F, R, \rho) \in \mathbb{D}$
in the local Gromov–Hausdorff topology. Then R is a resistance metric, and it holds that, for all but countably many
$r > 0$
,
In particular, if it holds that
then the resistance form associated with (F, R) is recurrent.
Proof. By Theorem 4.9 in [Reference Noda34], we may assume that
$(F_{n}, R_{n})$
and (F, R) are isometrically embedded into some rooted boundedly compact metric space
$(M, d^{M}, \rho_{M})$
in such a way that
$\rho_{n} = \rho = \rho_{M}$
as elements in M and
$F_{n} \to F$
in the Fell topology in M. Fix a finite subset
$S = \{x_{i}\}_{i = 1}^{N} \subseteq F$
. Using the convergence
$F_{n} \to F$
, we can find
$\{y_{i}^{(n)}\}_{i=1}^{N} \subseteq F_{n}$
such that
$y_{i}^{(n)} \to x_{i}$
in M for each i. We then have from Lemma 2.8 in [Reference Cao13] that
$R|_{S \times S}$
is a resistance metric on S; hence, R is a resistance metric.
Write
$(\mathcal{E}_{n}, \mathcal{F}_{n})$
and
$(\mathcal{E}, \mathcal{F})$
for the resistance forms associated with
$(F_{n}, R_{n})$
and (F, R), respectively. Let
$r > 0$
be such that
(Since (F, R) is boundedly compact, all but countably many r satisfy the above.) If the right-hand side of (5.1) is equal to 0 then (5.1) is obvious. We consider the other case:
Choose a subsequence
$(n_{k})_{k \geq 1}$
satisfying
Let
$f_{n_k}$
be the unique function in
$\mathcal{F}_{n_k}$
such that
$f_{n_k}(\rho_{n_{k}}) = 1$
,
$f_{n_k}|_{B_{R_{n_{k}}}(\rho_{n_{k}}, r)^{c}} \equiv 0$
, and
$\mathcal{E}_{n_{k}}(\,f_{n_k}, f_{n_k})^{-1} = R_{n_{k}}(\rho_{n_{k}}, B_{R_{n_{k}}}(\rho_{n_{k}}, r)^{c})$
(see [Reference Kigami27, Section 4]). Note that
$0 \leq f_{n_k} \leq 1$
. Using (3.1), we find that, for all
$r_{0}, \delta >0$
,
\begin{align*} \begin{aligned} &\limsup_{k \to \infty} \sup\nolimits_{\substack{x, y \in F_{n_k}^{(r_{0})},\\ R_{n_{k}}(x, y) < \delta}} |f_{n_k}(x) - f_{n_k}(y)| \\ &\quad\leq \limsup_{k \to \infty} \sup\nolimits_{\substack{x, y \in F_{n_k}^{(r_{0})},\\ R_{n_{k}}(x, y) < \delta}} \sqrt{\mathcal{E}_{n_{k}}(\,f_{n_k}, f_{n_k}) R_{n_{k}}(x, y)} \\ &\quad\leq \sqrt{C_r^{-1} \delta}. \end{aligned} \end{align*}
Hence, by Theorem 3.31 in [Reference Noda34], there exist a further subsequence
$(n_{k(l)})_{l \geq 1}$
and a function
$f \in C(F, \mathbb{R})$
such that
To simplify the index, from now on we assume that the above convergence holds for the original sequence
$(\,f_n)_{n \geq 1}$
. This immediately yields that
$f(\rho) = 1$
. Moreover, it holds that
$f|_{B_{R}(\rho, r)^{c}} \equiv 0$
. To check this, fix
$x \in D_R(\rho, r)^c$
. From the convergence of
$F_n$
to F, we can choose elements
$x_n \in F_n$
,
$n \geq 1$
, so that
$x_n \to x$
in M. Since
$R(\rho, x) > r$
, we have that
$R_n(\rho_n, x_n) > r$
for all sufficiently large n. Recalling that
$f_n|_{B_{R_n}(\rho_n, r)^c} \equiv 0$
, we obtain
$f(x) = 0$
. This proves that
$f|_{D_R(\rho, r)^c} \equiv 0$
. The continuity of f and (5.2) then yield that
$f|_{B_{R}(\rho, r)^{c}} \equiv 0$
. We now let
$F^{*} = \{x_{i}\}_{i=1}^{\infty}$
be a countable dense subset of F. We then define
$\{c^{(N)}(x_{i}, x_{j}) \mid 1 \leq i, j \leq N\}$
to be the conductances on
$F^{(N)} \;:\!=\; \{x_{i}\}_{i=1}^{N}$
such that the associated effective resistance coincides with
$R|_{F^{(N)} \times F^{(N)}}$
. For each N, let
$F_{n}^{(N)} \;:\!=\; \{x_{n, i}^{(N)} \mid 1 \leq i \leq N\}$
be a subset of
$F_{n}$
such that
$x_{n, i}^{(N)} \to x_{i}$
as
$n \to \infty$
in M for each i. Define
$\{c_{n}^{(N)}(x_{n, i}^{(N)}, x_{n, j}^{(N)}) \mid 1 \leq i, j \leq N \}$
to be the conductances on
$F_{n}^{(N)}$
such that the associated effective resistance coincides with
$R_{n}|_{F_{n}^{(N)} \times F_{n}^{(N)}}$
. By Lemma 4.1, we have that
$c_{n}^{(N)}(x_{n, i}^{(N)}, x_{n, j}^{(N)}) \to c^{(N)}(x_{i}, x_{j})$
, and by (5.3), we have that
$f_n(x_{n, i}^{(N)}) \to f(x_{i})$
as
$n \to \infty$
. This yields that
\begin{align*} \mathcal{E}_n|_{F_n^{(N)}} \Big(\,f_n|_{F_n^{(N)}}, f_n|_{F_n^{(N)}}\Big) &= \frac{1}{2} \sum_{1 \leq i, j \leq N} c_n^{(N)}\Big(x_{n, i}^{(N)}, x_{n, j}^{(N)}\Big) \Big(\,f_n\big(x_{n, i}^{(N)}\big) - f_n\big(x_{n, j}^{(N)}\big)\Big)^{2} \\ &\xrightarrow{n \to \infty} \frac{1}{2} \sum_{1 \leq i, j \leq N} c^{(N)}(x_{i}, x_{j}) (\,f(x_{i}) - f(x_{j}))^{2}, \end{align*}
where we recall the trace of resistance forms from Theorem 3.5. Therefore, we deduce that
\begin{align*} \limsup_{N \to \infty} \frac{1}{2} \sum_{1 \leq i, j \leq N} c^{(N)}(x_{i}, x_{j}) \big(\,f(x_{i}) - f(x_{j})\big)^{2} &= \limsup_{N \to \infty} \lim_{n \to \infty} \mathcal{E}_n|_{F_n^{(N)}} \big(\,f_n|_{F_n^{(N)}}, f_n|_{F_n^{(N)}}\big)\\ &\leq \lim_{n \to \infty} \mathcal{E}_n(\,f_n, f_n)\\ &= C_{r}^{-1}. \end{align*}
This implies that
$f \in \mathcal{F}$
and
$\mathcal{E}(\,f, f) \leq C_{r}^{-1}$
(see [Reference Kigami27, Theorem 3.13]). Recalling that
$f(\rho) = 1$
and
$f|_{B_{R}(\rho, r)^{c}} \equiv 0$
, we obtain
$R(\rho, B_{R}(\rho, r)^{c}) \geq C_{r}$
, which completes the proof.
The most important ingredient for showing convergence of local times is a quantitative estimate of the equicontinuity of local times, which was proved by Croydon [Reference Croydon15]. For an electrical network G, set
Lemma 5.1. ([Reference Croydon15, Theorem 1.1].) Let G be a rooted electrical network with a finite vertex set such that
$r(G) > 0$
. Fix
$T > 0$
. There exist a constant
$c_{1}(T)$
depending only on T and a universal constant
$c_{2} > 0$
such that, for any
$\lambda > 0$
,
Following the proof of Theorem 4.19 in [Reference Noda33], we obtain a quantitative estimate of equicontinuity of the local time of a discrete-time Markov chain on an electrical network.
Theorem 5.2. Fix
$\alpha \in (0,1/2)$
and
$T>0$
. There exist a constant
$c_{3}(\alpha) \in (0, \infty)$
depending only on
$\alpha$
and a constant
$c_{4}(T) > 0$
depending only on T such that, for any rooted electrical network G with finite vertex set such that
$r(G) > 0$
and
$N \in \mathbb{N}$
,
\begin{align*} &\mathbb{P}_{\rho_{G}}^G\! \bigg( \mathop{\sup}\nolimits_{\substack{ x,y \in V_{G} \\ r(G)^{-1} R_{G}(x,y) < 2^{-N+1}}}\! \sup\nolimits_{0 \leq t \leq T r(G) m(G)}\! r(G)^{-1} | \ell_{G}(x, t)- \ell_{G}(y, t)| > c_{3}(\alpha) \, 2^{-(\frac{1}{2}-\alpha)N} \bigg)\\ &\quad \leq c_{4}(T) \sum_{k \geq N} (k+1)^{2} N_{r(G)^{-1} R_{G}}(V_{G},2^{-k})^{2} \exp \big(\!-2^{\alpha(k-3)}\big). \end{align*}
We will also use the following result regarding the upper bound of local times, which is established in the proof of Theorem 1.1 in [Reference Croydon15].
Lemma 5.2. (Proof of Theorem 1.1 in [Reference Croydon15].) Let G be a rooted electrical network with a finite vertex set such that
$r(G) > 0$
. Fix
$T > 0$
. There exist constants
$c_{1}(T)$
and
$c_{2}$
such that, for any
$\lambda > 0$
,
The constants
$c_{1}$
and
$c_{2}$
are the same as the constants in Lemma 5.1.
Using the metric entropy introduced in Definition 1.2 and the continuity estimate established in Theorem 5.2, we extend the estimate in Lemma 5.2 to a uniform estimate, as follows.
Proposition 5.1. Fix
$\alpha \in (0,1/2)$
and
$T>0$
. There exist constants
$c_{5}(\alpha) > 0$
depending only on
$\alpha$
and
$c_{6}(T) > 0$
depending only on T such that, for any rooted electrical network G with finite vertex set such that
$r(G) > 0$
and
$N \in \mathbb{N}$
,
\begin{align*} &\mathbb{P}^G_{\rho_{G}} \left( \mathop{\sup}\nolimits_{x \in V_{G}} r(G)^{-1} \ell_{G}(x, Tm(G)r(G)) > 2^{c_{5}(\alpha)N} \right)\\ &\quad \leq c_{6}(T) \sum_{k \geq N-1} (k+1)^{2} N_{r(G)^{-1} R_{G}}(V_{G},2^{-k})^{2} \exp \big(\!-2^{\alpha(k-3)}\big). \end{align*}
Proof. Set
$\lambda_{N} \;:\!=\; c_{2}^{-1}2^{\alpha (N-4)} + c_{3}(\alpha) 2^{-(\frac{1}{2} - \alpha)N}$
. Assume that
Let
$\{x_{i}\}_{i=1}^{K}$
be a minimal
$2^{-N+1}$
-covering of the metric space
$(V_{G}, r(G)^{-1}R_{G})$
. Note that by definition
$K = N_{r(G)^{-1}R_{G}}(V_{G}, 2^{-N+1})$
. If we have that, for all i,
then it follows that, for all
$x \in V_{G}$
,
Hence, by Theorem 5.2 and Lemma 5.2 together with a union bound applied across the points
$\{x_{i}\}_{i=1}^{K}$
, we deduce that
\begin{align*} \mathbb{P}^G_{\rho_{G}} & \left( \mathop{\sup}\nolimits_{x \in V_{G}} r(G)^{-1} \ell_{G}(x, Tm(G)r(G)) > \lambda_{N} \right)\\ & \leq c_{4}(T) \sum_{k \geq N} (k+1)^{2} N_{r(G)^{-1} R_{G}}(V_{G},2^{-k})^{2} \exp \big(\!-2^{\alpha(k-3)}\big) \\ &\quad + c_{1}(T) N_{r(G)^{-1}R_{G}}(V_{G}, 2^{-N+1}) \exp(\!-2^{\alpha (N -4)})\\ & \leq \left(c_{4}(T) \vee c_{1}(T) \right) \sum_{k \geq N-1} (k+1)^{2} N_{r(G)^{-1} R_{G}}(V_{G},2^{-k})^{2} \exp \big(\!-2^{\alpha(k-3)}\big). \end{align*}
Choosing
$c_{5}(\alpha)$
large enough so that
$\lambda_{N} \leq 2^{c_{5}(\alpha) N}$
for all N, we obtain the desired result.
We are now ready to start proving Theorem 1.1. First, we provide a result regarding the exit times of the Markov chains, which roughly asserts that, up to each fixed time, the chains are contained in a common large ball (with high probability). This is an analogue of Lemma 5.3 in [Reference Noda33] in the discrete setting.
Lemma 5.3. Under conditions (i) and (ii) of Assumption 1.1, it holds that
which is equivalent to
where we recall from (3.5) and (4.3) that, given an electrical network G,
$\sigma_{B}$
denotes the hitting time of B by the associated constant-speed random walk
$X_{G}$
and
$T_{B}$
denotes the first hitting time of B by the associated discrete-time Markov chain
$Y_{G}$
.
Proof. By Lemma 4.3, we obtain (5.5). Write
$(S_n^{(k)})_{k \geq 1}$
for the holding times of
$X_{G_{n}}$
. Note that
$(S_n^{(k)})_{k \geq 1}$
is a sequence of i.i.d. random variables from the exponential distribution with mean 1. Set
$C_{n}(r) \;:\!=\; B_{\hat{R}_{n}}(\hat{\rho}_{n}, r)^{c}$
. It is then the case that
$\sigma_{C_{n}(r)} = \sum_{k=1}^{T_{C_{n}(r)}} S_{n}^{(k)}$
. Suppose that (5.5) holds. Since we have that
\begin{align*} \mathbb{P}_{\rho_{n}}^{G_{n}}\! \left( \sigma_{C_{n}(r)} \leq a_{n}b_{n}t \right) \leq \mathbb{P}_{\rho_{n}}^{G_{n}}\! \Bigg( a_{n}^{-1} b_{n}^{-1} \sum_{k=1}^{\lfloor 2a_{n}b_{n}t \rfloor} S_{n}^{(k)} \leq t \Bigg) + \mathbb{P}_{\rho_{n}}^{G_{n}}\! \left( T_{C_{n}(r)} \leq 2a_{n}b_{n}t \right), \end{align*}
the weak law of large numbers and (5.5) yield (5.6). Using (4.6), it can be checked that (5.6) implies (5.5).
In [Reference Noda33, Proposition 5.4], it is proven that convergence of (scaled) electrical networks and the exit time estimate as in Lemma 4.3 imply the convergence of (scaled) continuous-time Markov chains. Using this and the time-change relation given in (4.2), we establish convergence of (scaled) discrete-time Markov chains, as follows.
Proposition 5.2. If Assumption 1.1(i) and (5.5) are satisfied then it holds that
as elements in
$\mathbb{M}$
(recall this space from Subsection 2.2).
Proof. Set
$\hat{X}_{n}(t) \;:\!=\; X_{G_{n}}(a_{n} b_{n} t)$
. Using Theorem 4.2, we can check that
$\hat{X}_{n}$
is the process associated with
$(\hat{V}_{n}, \hat{R}_{n}, \hat{\mu}_{n})$
. By Proposition 5.4 in [Reference Noda33] and Lemma 5.3, we have that
as elements in
$\mathbb{M}$
. From Theorem 2.8, we may assume that
$(\hat{V}_{n}, \hat{R}_{n}, \hat{\rho}_{n})$
and
$(F, R, \rho)$
are embedded into a rooted boundedly compact metric space
$(M, d^{M}, \rho_{M})$
in such a way that
$\hat{\rho}_{n} = \rho = \rho_{M}$
as elements of M,
$\hat{V}_{n} \to F$
in the Fell topology in M,
$\hat{\mu}_{n} \to \mu$
vaguely as measures on M, and
$\mathbb{P}_{\rho_{n}}^{G_{n}}(\hat{X}_{n} \in \cdot) \to \mathbb{P}_{\rho}^{G}(X_{G} \in \cdot)$
as probability measures on
$D(\mathbb{R}_{\geq 0}, M)$
. Using the Skorohod representation theorem, we may further assume that
$\hat{X}_{n}$
started at
$\rho_{n}$
and
$X_{G}$
started at
$\rho$
are coupled in such a way that
$\hat{X}_{n}$
converges to
$X_{G}$
almost surely in
$D(\mathbb{R}_{\geq 0}, M)$
. We denote the underlying probability measure by
$\mathbb{P}$
.
Let
$(S_{n}^{(k)})_{k \geq 1}$
be the sequence of the holding times of
$X_{G_{n}}$
and let
$(J_{n}^{(k)})_{k \geq 0}$
be the sequence of the jump times of
$X_{G_{n}}$
with
$J_{n}^{(0)} \;:\!=\; 0$
. Note that
$J_{n}^{(k)} = \sum_{i=1}^{k} S_{n}^{(i)}$
. Recall from (4.2) that we have that
$\hat{Y}_{n}(t) = X_{G_{n}}(J_{n}^{( \lfloor a_{n}b_{n}t \rfloor )})$
. Define a non-decreasing càdlàg function
$\lambda_n\,:\,\mathbb{R}_{\geq 0} \to \mathbb{R}_{\geq 0}$
by setting
It is then the case that
Since
$(S_{n}^{(k)})_{k \geq 1}$
is i.i.d. of the exponential distribution with mean 1, using the strong law of large numbers for triangular arrays (see [Reference Taylor and Hu35]), we deduce that, for each
$t>0$
,
In particular,
$\lambda_{n} \to \mathrm{id}_{\mathbb{R}_{\geq 0}}$
in
$D(\mathbb{R}_{\geq 0}, \mathbb{R}_{\geq 0})$
. Combining this with
$\hat{X}_{n} \to X_{G}$
in
$D(\mathbb{R}_{\geq 0}, M)$
and (5.7), we obtain
$\hat{Y}_{n} \to X_{G}$
almost surely in
$D(\mathbb{R}_{\geq 0}, M)$
(see [Reference Whitt36, Theorem 13.2.2]). By Theorem2.8, we obtain the desired result.
To establish convergence of (scaled) local times, we approximate electrical networks by their traces introduced in Subsection 4.2. Let
$(G_{n})_{n \geq 1}$
be the rooted electrical networks, and let
$(a_{n})_{n \geq 1}, (b_{n})_{n \geq 1}$
be the scaling factors, appearing in Assumption 1.1. We introduce notation for scaled traces of electrical networks. For each
$r > 0$
, we let
$\tilde{G}_n^{(a_nr)}$
be the trace of
$G_n$
onto
$B_{R_n}(\rho_n, a_n r)$
. Write
and
where we recall the local time
$\ell_{\tilde{G}_n^{(a_n r)}}$
from (1.6). Recall the scaled space
$(\hat{V}_{n}, \hat{R}_{n}, \hat{\rho}_{n}, \hat{\mu}_{n})$
from (1.8) and the restriction operator
$\cdot^{(r)}$
from (1.1). We note that
but
$\tilde{\mu}_{n}^{(r)} \neq \hat{\mu}_{n}^{(r)}$
in general. Below, we prove some technical results.
Lemma 5.4. If conditions (i) and (ii) of Assumption 1.1 are satisfied then it holds that
Proof. For
$x \in \hat{V}_{n}^{(r_{0})}$
and
$r > 2 r_{0}$
, we have that
$B_{\hat{R}_{n}}(x, r)^{c} \subseteq B_{\hat{R}_{n}}(\hat{\rho}_{n}, r/2)^{c}$
, which implies that
Write
$C_{n}(r) \;:\!=\; B_{\hat{R}_{n}}(\hat{\rho}_{n}, r/2)^{c}$
. Let
$\hat{R}_{n}^{\,f}$
be the resistance metric obtained by fusing
$C_{n}(r)$
into a single vertex (see [Reference Kigami27, Theorem 4.3]). In particular, it is a metric on
$(\hat{V}_{n} \setminus C_{n}(r)) \cup \{C_{n}(r)\}$
such that
$\hat{R}_{n}^{f}(y, C_{n}(r)) = \hat{R}_{n}(y, C_{n}(r))$
and
$\hat{R}_{n}^{f}(y, z) \leq \hat{R}_{n}(y, z)$
for
$y,z \in \hat{V}_{n} \setminus C_{n}(r)$
. Using this metric and (5.11), we deduce that
\begin{align} \hat{R}_{n}(x, B_{\hat{R}_{n}}(x, r)^{c}) &\geq \hat{R}_{n}(x, C_{n}(r)) \nonumber \\ &\geq \hat{R}_{n}^{f}(\rho_{n}, C_{n}(r)) - \hat{R}_{n}^{f}(\rho_{n}, x) \nonumber \\ &\geq \hat{R}_{n}(\rho_{n}, B_{\hat{R}_{n}}(\hat{\rho}_{n}, r/2)^{c}) - r_{0}. \end{align}
This, combined with Assumption 1.1(ii), yields that
By (5.12), we can check that, for each n, it holds that
Hence, it is possible to replace
$\liminf_{n \to \infty}$
in (5.13) by
$\inf_{n \geq 1}$
, and we obtain (5.8). By Lemma4.3 and (5.8), we establish (5.9). From Theorem 4.4, we deduce that, for
$r > 1$
,
\begin{align} \tilde{\mu}_{n}^{(r)}(\tilde{V}_{n}^{(r)}) &\geq b_{n}^{-1} \mu_{\tilde{G}_{n}^{(a_{n}r)}}(\hat{V}_{n}^{(1)}) \nonumber \\ &\geq b_{n}^{-1} \mu_{n}(\hat{V}_{n}^{(1)}) - \sum_{x \in \hat{V}_{n}^{(1)}} b_{n}^{-1} \mu_{n}(\{x\}) \mathbb{P}_{x}^{G_{n}} \left( Y_{n}(T^+_{B_{\hat{R}_{n}}(\hat{\rho}_{n}, r)}) = x \right) \nonumber \\ &\geq \hat{\mu}_{n}^{(1)}(\hat{V}_{n}^{(1)}) - \hat{\mu}_{n}^{(1)}( \hat{V}_{n}^{(1)}) \sup_{x \in \hat{V}_{n}^{(1)}} \mathbb{P}_{x}^{G_{n}} \left( T_{B_{\hat{R}_{n}}(\hat{\rho}_{n}, r)^{c}} \leq 1 \right). \end{align}
Since Assumption 1.1(i) implies that
$0 < \inf_{n \geq 1} \hat{\mu}_{n}^{(1)}(\hat{V}_{n}^{(1)}) \leq \sup_{n \geq 1} \hat{\mu}_{n}^{(1)}(\hat{V}_{n}^{(1)}) < \infty$
, we obtain (5.10) by using (5.9) and that
$a_{n} \wedge b_{n} \to \infty$
.
Recall from (1.5) that
$c_{\tilde{G}_{n}^{(a_{n}r)}}(x)$
denotes the total conductance at x in the trace
$\tilde{G}_n^{(a_n r)}$
. Below, we prove that it converges to the total conductance
$c_G(x)$
in the original network as
$r \to \infty$
(locally uniformly).
Lemma 5.5. If conditions (i) and (ii) of Assumption 1.1 are satisfied then it holds that
\begin{align*} \lim_{r \to \infty} \limsup_{n \to \infty} \mathop{\sup}\nolimits_{x \in \hat{V}_{n}^{(r_{0})}} \left| \frac{c_{\tilde{G}_{n}^{(a_{n}r)}}(x)}{c_{G_{n}}(x)} - 1 \right| =0 \quad {for\, all\, } r_{0}>0. \end{align*}
Proof. By Corollary 4.1, we have that
\begin{align*} \left| \frac{c_{\tilde{G}_{n}^{(a_{n}r)}}(x)}{c_{G_{n}}(x)} - 1 \right| = \mathbb{P}_{x}^{G_{n}} \left( Y_{n}(T^+_{B_{\hat{R}_{n}}(\rho_{n}, r)}) = x \right) \leq \mathbb{P}_{x}^{G_{n}} \left( T_{B_{\hat{R}_{n}}(\rho_{n}, r)^{c}} \leq 1 \right). \end{align*}
For all
$r > 2r_{0}$
and
$x \in \hat{V}_{n}^{(r_{0})}$
, it holds that
$B_{\hat{R}_{n}}(x, r/2) \subseteq B_{\hat{R}_{n}}(\rho_{n}, r)$
. Hence, we deduce that, for all
$r > 2r_{0}$
,
\begin{align} \mathop{\sup}\nolimits_{x \in \hat{V}_{n}^{(r_{0})}} \left| \frac{c_{\tilde{G}_{n}^{(a_{n}r)}}(x)}{c_{G_{n}}(x)} - 1 \right| \leq \sup\nolimits_{x \in \hat{V}_{n}^{(r_{0})}} \mathbb{P}_{x}^{G_{n}} \left( T_{B_{\hat{R}_{n}}(x, r/2)^{c}} \leq 1 \right). \end{align}
Now, (5.9) immediately yields the desired result.
Since the traces
$\tilde{G}_n^{(a_n r)}$
have finite vertex sets, we can apply Theorem 5.2 and Proposition5.1 to obtain the following.
Lemma 5.6. Under Assumption 1.1, for all
$\varepsilon, T>0$
,
\begin{align} \lim_{r \to \infty} \limsup_{\delta \to 0} \limsup_{n \to \infty} \mathbb{P}_{\tilde{\rho}_{n}^{(r)}}^{\tilde{G}_{n}^{(a_{n}r)}} \Bigg( \mathop{\sup}\nolimits_{ \stackrel{x, y \in \tilde{V}_{n}^{(r)}}{\tilde{R}_{n}^{(r)}(x,y) < \delta}} \sup\nolimits_{0 \leq t \leq T} \left| \tilde{\ell}_{n}^{(r)} (x, t) - \tilde{\ell}_{n}^{(r)} (y, t) \right| > \varepsilon \Bigg) =0, \end{align}
Proof. Under Assumption 1.1(i), it is an immediate consequence of the convergence in the local Gromov–Hausdorff-vague topology that, for all but countably many
$r>0$
,
This, combined with (5.10), Corollary 4.1, and the condition that F consists of more than one point, yields that, for all sufficiently large r, there exists a positive constant
$L = L(r)$
such that
\begin{align*} \begin{split} L^{-1} < \liminf_{n \to \infty} \frac{r(\tilde{G}_{n}^{(a_{n}r)})}{a_{n}} \leq \limsup_{n \to \infty} \frac{r(\tilde{G}_{n}^{(a_{n}r)})}{a_{n}} < L, \\ \quad L^{-1} < \liminf_{n \to \infty} \frac{m(\tilde{G}_{n}^{(a_{n}r)})}{b_{n}} \leq \limsup_{n \to \infty} \frac{m(\tilde{G}_{n}^{(a_{n}r)})}{b_{n}} < L, \end{split} \end{align*}
where we recall the notation
$r(\!\cdot\!)$
and
$m(\!\cdot\!)$
from (5.4). We fix such a radius r, and write
$m_{n} \;:\!=\; m (\tilde{G}_{n}^{(a_{n}r)})$
and
$r_{n} \;:\!=\; r (\tilde{G}_{n}^{(a_{n}r)})$
. By applying Theorem 5.2 to the electrical networks
$\tilde{G}_{n}^{(a_{n}r)}$
, we find that, for all sufficiently large n,
\begin{align*} &\mathbb{P}_{\tilde{\rho}_{n}^{(r)}}^{\tilde{G}_{n}^{(a_{n}r)}} \Bigg( \mathop{\sup}\nolimits_{ \stackrel{x, y \in \tilde{V}_{n}^{(r)}}{\tilde{R}_{n}^{(r)}(x,y) < \delta}} \mathop{\sup}\nolimits_{0 \leq t \leq T} \left| \tilde{\ell}_{n}^{(r)} (x, t) - \tilde{\ell}_{n}^{(r)} (y, t) \right| > \varepsilon \Bigg) \\ &\quad \leq \mathbb{P}_{\tilde{\rho}_{n}^{(r)}}^{\tilde{G}_{n}^{(a_{n}r)}} \Bigg( \mathop{\sup}\nolimits_{ \stackrel{x, y \in \hat{V}_{n}^{(r)}}{R_{n}(x,y) < L r_{n} \delta}} \mathop{\sup}\nolimits_{0 \leq t \leq L^{2}T m_{n} r_{n} } L\,r_{n}^{-1} \left| \ell_{\tilde{G}_{n}^{(a_{n}r)}} (x, t) - \ell_{\tilde{G}_{n}^{(a_{n}r)}} (y, t) \right| > \varepsilon \Bigg) \\ & \quad \leq c_{4}(L^{2}T) \!\! \sum_{k \geq N(L, \delta)} \!\! (k+1)^{2} N_{\hat{R}_{n}^{(r)}}(\hat{V}_{n}^{(r)}, L^{-1} 2^{-k})^{2} \exp \big(\!-2^{\alpha(k-3)}\big) + 1_{[\varepsilon, \infty)} (c_{3}(\alpha) 2^{-(\frac{1}{2} - \alpha) N(L,\delta)}), \end{align*}
where we set
$N(L, \delta)$
to be the maximum N satisfying
$2^{-N+1} > L \delta$
. Then, Assumption 1.1(iii) yields (5.16). Similarly, using Proposition 5.1, we obtain (5.17).
In the following two lemmas, we transfer the results in Lemma 5.6 to the local times of the original Markov chains (rather than the traces).
Lemma 5.7. Under Assumption 1.1, it holds that
Proof. Fix
$r' > r$
arbitrarily. By Theorem 4.5, we may assume that
$Y_{\tilde{G}_{n}^{(a_{n}r')}}$
is defined on the same probability space as
$Y_{G_{n}}$
by setting
$Y_{\tilde{G}_{n}^{(a_{n}r')}} \;:\!=\; \operatorname{tr}_{B_{\hat{R}_{n}}(\hat{\rho}_{n}, r')} Y_{n}$
. Since we have that
$Y_{n}(s) = \operatorname{tr}_{B_{\hat{R}_{n}}(\hat{\rho}_{n}, r')} Y_{n}(s)$
for all
$0 \leq s \leq a_{n}b_{n}T$
on the event
$\{T_{B_{\hat{R}_{n}}(\hat{\rho}_{n}, r')^{c}} > a_{n}b_{n}T\}$
, we deduce that
\begin{align*} \hat{\ell}_{n}(x, t) &= \frac{1}{a_{n}c_{G_{n}}(x)} \int_{0}^{a_{n}b_{n}t} 1_{\{x\}}(Y_{n}(s))\, \mathrm{d}s\\ &= \frac{1}{a_{n}c_{G_{n}}(x)} \int_{0}^{a_{n}b_{n}t} 1_{\{x\}}( \operatorname{tr}_{B_{\hat{R}_{n}}(\hat{\rho}_{n}, r')} Y_{n}(s))\, \mathrm{d}s\\ &= \frac{1}{a_{n}c_{G_{n}}(x)} \int_{0}^{a_{n}b_{n}t} 1_{\{x\}}( Y_{\tilde{G}_{n}^{(a_{n}r')}}(s))\, \mathrm{d}s\\ &= \frac{c_{\tilde{G}_{n}^{(a_{n}r')}}(x)}{c_{G_{n}}(x)} \tilde{\ell}_{n}^{(r')}(x, t). \end{align*}
This yields
\begin{align} &\mathbb{P}_{\rho_{n}}^{G_{n}} \left( \mathop{\sup}\nolimits_{x \in \hat{V}_{n}^{(r)}} \hat{\ell}_{n} (x, T) > M \right) \nonumber \\ &\quad \leq \mathbb{P}_{\rho_{n}}^{G_{n}} \left( T_{B_{\hat{R}_{n}}(\hat{\rho}_{n}, r')^{c}} \leq a_{n}b_{n}T \right) + \mathbb{P}_{\rho_{n}}^{G_{n}} \left( \mathop{\sup}\nolimits_{x \in \hat{V}_{n}^{(r)}} \frac{c_{\tilde{G}_{n}^{(a_{n}r')}}(x)}{c_{G_{n}}(x)} \tilde{\ell}_{n}^{(r')} (x, T) > M \right) \nonumber \\ &\quad \leq \mathbb{P}_{\rho_{n}}^{G_{n}} \left( T_{B_{\hat{R}_{n}}(\hat{\rho}_{n}, r')^{c}} \leq a_{n}b_{n}T \right) + \mathbb{P}_{\rho_{n}}^{G_{n}} \left( 2 \mathop{\sup}\nolimits_{x \in \hat{V}_{n}^{(r)}} \tilde{\ell}_{n}^{(r')} (x, T) > M \right) \nonumber\\ &\qquad + 1_{[2, \infty)} \left( \mathop{\sup}\nolimits_{x \in \hat{V}_{n}^{(r)}} \frac{c_{\tilde{G}_{n}^{(a_{n}r')}}(x)}{c_{G_{n}}(x)} \right). \end{align}
Therefore, from Lemmas 5.3, 5.5, and 5.6, we obtain the desired result.
Lemma 5.8. Under Assumption 1.1, it holds that
\begin{align*} \lim_{\delta \to 0} \limsup_{n \to \infty} \mathbb{P}_{\rho_{n}}^{G_{n}} \left( \mathop{\sup}\nolimits_{ \stackrel{x, y \in \hat{V}_{n}^{(r)}}{\hat{R}_{n}(x,y) < \delta}} \mathop{\sup}\nolimits_{0 \leq t \leq T} \big| \hat{\ell}_{n}(x, t) - \hat{\ell}_{n} (y, t) \big| > \varepsilon \right) =0 \quad {for\, all\, } r, \varepsilon, T >0. \end{align*}
Proof. By the same argument as in the proof of Lemma 5.7, we deduce that
\begin{align*} &\mathbb{P}_{\rho_{n}}^{G_{n}} \left( \mathop{\sup}\nolimits_{\substack{x, y \in \hat{V}_{n}^{(r)},\\ \hat{R}_{n}(x,y) < \delta}} \mathop{\sup}\nolimits_{0 \leq t \leq T} |\hat{\ell}_{n}(x,t) - \hat{\ell}_{n}(y,t)| > \varepsilon \right)\\ & \quad \leq \mathbb{P}_{\rho_{n}}^{G_{n}} \left( \mathop{\sup}\nolimits_{\substack{x, y \in \hat{V}_{n}^{(r)},\\ \hat{R}_{n}(x,y) < \delta}} \mathop{\sup}\nolimits_{0 \leq t \leq T} \left| \begin{aligned} &\hat{\ell}_{n}(x,t) \wedge \left( \frac{c_{\tilde{G}_{n}^{(a_{n}r')}}(x)}{c_{G_{n}}(x)} M\right) \\[-2pt] &\qquad- \hat{\ell}_{n}(y,t) \wedge \left( \frac{c_{\tilde{G}_{n}^{(a_{n}r')}}(y)}{c_{G_{n}}(y)} M\right) \end{aligned} \right| > \varepsilon \right) \\ &\qquad + \mathbb{P}_{\rho_{n}}^{G_{n}} \left( \mathop{\sup}\nolimits_{x \in \hat{V}_{n}^{(r)}} \frac{c_{G_{n}}(x)}{c_{\tilde{G}_{n}^{(a_{n}r')}}(x)} \hat{\ell}_{n}(x, T) > M \right)\\ & \quad \leq \mathbb{P}_{\rho_{n}}^{G_{n}} \left( T_{B_{\hat{R}_{n}}(\hat{\rho}_{n}, r')^{c}} \leq a_{n} b_{n} T \right) + \mathbb{P}_{\rho_{n}}^{G_{n}} \left( \mathop{\sup}\nolimits_{x \in \hat{V}_{n}^{(r)}} \frac{c_{G_{n}}(x)}{c_{\tilde{G}_{n}^{(a_{n}r')}}(x)} \hat{\ell}_{n}(x, T) > M \right)\\ &\qquad + \mathbb{P}_{\tilde{\rho}_{n}^{(r')}}^{\tilde{G}_{n}^{(a_{n}r')}} \left( \mathop{\sup}\nolimits_{\substack{x, y \in \hat{V}_{n}^{(r)},\\ \hat{R}_{n}(x,y) < \delta}} \mathop{\sup}\nolimits_{0 \leq t \leq T} \left| \begin{aligned} &\frac{c_{\tilde{G}_{n}^{(a_{n}r')}}(x)}{c_{G_{n}}(x)} \bigl( \tilde{\ell}_{n}^{(r')}(x, t) \wedge M \bigr) \\[-2pt] &\qquad- \frac{c_{\tilde{G}_{n}^{(a_{n}r')}}(y)}{c_{G_{n}}(y)} \bigl( \tilde{\ell}_{n}^{(r')}(y, t) \wedge M \bigr) \end{aligned} \right| > \varepsilon \right). \end{align*}
We have that
\begin{align*} &\mathop{\sup}\nolimits_{\substack{x, y \in \hat{V}_{n}^{(r)},\\ \hat{R}_{n}(x,y) < \delta}} \mathop{\sup}\nolimits_{0 \leq t \leq T} \left| \frac{c_{\tilde{G}_{n}^{(a_{n}r')}}(x)}{c_{G_{n}}(x)} \bigl( \tilde{\ell}_{n}^{(r')}(x, t) \wedge M \bigr) - \frac{c_{\tilde{G}_{n}^{(a_{n}r')}}(y)}{c_{G_{n}}(y)} \bigl( \tilde{\ell}_{n}^{(r')}(y, t) \wedge M \bigr) \right|\\ &\quad \leq 2 M \mathop{\sup}\nolimits_{x \in \hat{V}_{n}^{(r)}} \left| \frac{c_{\tilde{G}_{n}^{(a_{n}r')}}(x)}{c_{G_{n}}(x)} - 1 \right| + \mathop{\sup}\nolimits_{\substack{x, y \in \hat{V}_{n}^{(r)},\\ \hat{R}_{n}(x,y) < \delta}} \mathop{\sup}\nolimits_{0 \leq t \leq T} \left| \tilde{\ell}_{n}^{(r')}(x, t) - \tilde{\ell}_{n}^{(r')}(y, t) \right| \end{align*}
and
\begin{align*} &\mathbb{P}_{\rho_{n}}^{G_{n}} \left( \mathop{\sup}\nolimits_{x \in \hat{V}_{n}^{(r)}} \frac{c_{G_{n}}(x)}{c_{\tilde{G}_{n}^{(a_{n}r')}}(x)} \hat{\ell}_{n}(x, T) > M \right) \\ &\quad \leq \mathbb{P}_{\rho_{n}}^{G_{n}} \left( 2 \mathop{\sup}\nolimits_{x \in \hat{V}_{n}^{(r)}} \hat{\ell}_{n}(x, T) > M \right) + 1_{[2, \infty)} \left( \mathop{\sup}\nolimits_{x \in \hat{V}_{n}^{(r)}} \frac{c_{G_{n}}(x)}{c_{\tilde{G}_{n}^{(a_{n}r')}}(x)} \right). \end{align*}
Hence, it follows that
\begin{align} &\mathbb{P}_{\rho_{n}}^{G_{n}} \left( \mathop{\sup}\nolimits_{\substack{x, y \in \hat{V}_{n}^{(r)},\\ \hat{R}_{n}(x,y) < \delta}} \mathop{\sup}\nolimits_{0 \leq t \leq T} |\hat{\ell}_{n}(x,t) - \hat{\ell}_{n}(y,t)| > \varepsilon \right) \nonumber \\ &\quad \leq \mathbb{P}_{\rho_{n}}^{G_{n}} \left( T_{B_{\hat{R}_{n}}(\hat{\rho}_{n}, r')^{c}} \leq a_{n} b_{n} T \right) + \mathbb{P}_{\rho_{n}}^{G_{n}} \left( 2 \mathop{\sup}\nolimits_{x \in \hat{V}_{n}^{(r)}} \hat{\ell}_{n}(x, T) > M \right) \nonumber \\ &\qquad + 1_{[2, \infty)} \left( \mathop{\sup}\nolimits_{x \in \hat{V}_{n}^{(r)}} \frac{c_{G_{n}}(x)}{c_{\tilde{G}_{n}^{(a_{n}r')}}(x)} \right) + 1_{[\varepsilon/2, \infty)} \left( 2 M \mathop{\sup}\nolimits_{x \in \hat{V}_{n}^{(r)}} \left| \frac{c_{\tilde{G}_{n}^{(a_{n}r')}}(x)}{c_{G_{n}}(x)} - 1 \right| \right) \nonumber \\ &\qquad + \mathbb{P}_{\tilde{\rho}_{n}^{(r')}}^{\tilde{G}_{n}^{(a_{n}r')}} \left( \mathop{\sup}\nolimits_{\substack{x, y \in \hat{V}_{n}^{(r)},\\ \hat{R}_{n}(x,y) < \delta}} \mathop{\sup}\nolimits_{0 \leq t \leq T} \left| \tilde{\ell}_{n}^{(r')}(x, t) - \tilde{\ell}_{n}^{(r')}(y, t) \right| > \frac{\varepsilon}{2} \right). \end{align}
By Lemmas 5.3, 5.5, 5.6, and 5.7, we obtain the desired result.
Note that Lemma 5.8 focuses on the continuity of local times at the same times. Our next task is to extend the result to different (but close) times. To this end, we approximate the local times by mollified ones defined as follows. Set, for each
$\eta > 0$
,
We then define
\begin{align*} \hat{\ell}_{n}^{\eta} (x, t) \;:\!=\; \frac{ \int_{0}^{t} f_{\eta}^{\hat{V}_{n}}(x, \hat{Y}_{n}(s))\, \mathrm{d}s} {\int_{\hat{V}_{n}} f_{\eta}^{\hat{V}_n} (x,y)\, \hat{\mu}_{n}(\mathrm{d}y)}, \quad x \in \hat{V}_{n},\end{align*}
which approximates
$\hat{\ell}_{n}$
. The convergence of the processes given in Proposition 5.2 implies the tightness of
$(\hat{\ell}_{n}^{\eta})_{n \geq 1}$
as follows (moreover, one can prove that it is a convergent sequence).
Lemma 5.9. If Assumption 1.1(i) is satisfied then it holds that
\begin{align*} \lim_{\delta \to 0} \limsup_{n \to \infty} \mathbb{P}_{\rho_{n}}^{G_{n}} \left( \mathop{\sup}\nolimits_{\substack{x, y \in \hat{V}_{n}^{(r)}, \\ \hat{R}_{n}(x,y) < \delta}} \mathop{\sup}\nolimits_{\substack{0 \leq s, t \leq T,\\ |t -s| < \delta}} \left| \hat{\ell}_{n}^{\eta}(x,t) - \hat{\ell}_{n}^{\eta}(y,s) \right| > \varepsilon \right) = 0 \quad {for\, all\, } r, \eta, \varepsilon, T>0. \end{align*}
Proof. Assume that, for some positive m and M, it holds that
Then, for
$x,y \in \hat{V}_{n}$
with
$\hat{R}_{n}(x, y) < \delta\ (< 1)$
and
$0 \leq s \leq t \leq T$
with
$|t -s| < \delta$
, we have that
\begin{align*} | \hat{\ell}_{n}^{\eta}(x, t) - \hat{\ell}_{n}^{\eta}(y,s)| &\leq m^{-1} \left| \int_{0}^{t} f_{\eta}^{\hat{V}_{n}}(x, \hat{Y}_{n}(u))\, \mathrm{d}u - \int_{0}^{s} f_{\eta}^{\hat{V}_{n}}(y, \hat{Y}_{n}(u))\, \mathrm{d}u \right|\\ &\quad + T \eta \left| \frac{1}{\int_{\hat{V}_{n}} f_{\eta}^{\hat{V}_{n}}(x, z)\, \hat{\mu}_{n}(\mathrm{d}z)} - \frac{1}{\int_{\hat{V}_{n}} f_{\eta}^{\hat{V}_{n}}(y, z)\, \hat{\mu}_{n}(\mathrm{d}z)} \right| \\ &\leq m^{-1} (\delta T + \delta \eta) + T \delta m^{-2} \eta M \\ &\,=\!:\, c(m, M) \delta. \end{align*}
Hence, we deduce that
\begin{align} &\mathbb{P}_{\rho_{n}}^{G_{n}} \left( \mathop{\sup}\nolimits_{\substack{x, y \in \hat{V}_{n}^{(r)}, \\ \hat{R}_{n}(x,y) < \delta}} \mathop{\sup}\nolimits_{\substack{0 \leq s, t \leq T,\\ |t -s| < \delta}} \left| \hat{\ell}_{n}^{\eta}(x,t) - \hat{\ell}_{n}^{\eta}(y,s) \right| > \varepsilon \right) \nonumber \\ & \quad \leq 1_{(\varepsilon, \infty)} ( c(m, M) \delta ) + 1_{[0, m]} \left( \inf_{x \in \hat{V}_{n}^{(r)}} \int_{\hat{V}_{n}} f_{\eta}^{\hat{V}_{n}}(x, y) \, \hat{\mu}_{n}(\mathrm{d}y) \right) + 1_{[M, \infty)} \left( \hat{\mu}_{n}(\hat{V}_{n}^{(r+\eta)}) \right). \end{align}
Since the convergence of measures
$\hat{\mu}_n$
in Assumption 1.1(i) and the fact that the limiting measure
$\mu$
is of full support imply that
\begin{align*} \liminf_{n \to \infty}& \inf_{x \in \hat{V}_{n}^{(r)}} \int_{\hat{V}_{n}} f_{\eta}^{\hat{V}_{n}}(x, y) \, \hat{\mu}_{n}(\mathrm{d}y) > 0, \\ & \limsup_{n \to \infty} \hat{\mu}_{n}(\hat{V}_{n}^{(r+\eta)}) < \infty, \end{align*}
we obtain the desired result.
Using the results above, we show the tightness of the local times. Note that in Lemma 5.10 we consider the equicontinuity of
$(\tilde{\ell}_{n}(x, t))_{n \geq 1}$
with respect to (x, t), while in Lemma 5.8 we consider the equicontinuity with respect to x at the same time t.
Lemma 5.10. Under Assumption 1.1, it holds that, for all
$\varepsilon, r, T>0$
,
\begin{align*} \lim_{\delta \to 0} \limsup_{n \to \infty} \mathbb{P}_{\rho_{n}}^{G_{n}} \left( \mathop{\sup}\nolimits_{\substack{x, y \in \hat{V}_{n}^{(r)}, \\ \hat{R}_{n}(x,y) < \delta}} \mathop{\sup}\nolimits_{\substack{0 \leq s, t \leq T,\\ |t -s| < \delta}} \left| \hat{\ell}_{n}(x,t) - \hat{\ell}_{n}(y,s) \right| > \varepsilon \right) = 0. \end{align*}
Proof. Fix
$\eta \in (0,1)$
arbitrarily. By the occupation density formula (see (1.7)), we have that
Using this, we obtain
We have that
\begin{align*} &\mathbb{P}_{\rho_{n}}^{G_{n}} \left( \mathop{\sup}\nolimits_{\substack{x, y \in \hat{V}_{n}^{(r)}, \\ \hat{R}_{n}(x,y) < \delta}} \mathop{\sup}\nolimits_{\substack{0 \leq s, t \leq T,\\ |t -s| < \delta}} \big| \hat{\ell}_{n}(x,t) - \hat{\ell}_{n}(y,s) \big| > \varepsilon \right) \nonumber \\ &\quad \leq \mathbb{P}_{\rho_{n}}^{G_{n}} \left( \mathop{\sup}\nolimits_{\substack{x, y \in \hat{V}_{n}^{(r)}, \\ \hat{R}_{n}(x,y) < \delta}} \mathop{\sup}\nolimits_{\substack{0 \leq s, t \leq T,\\ |t -s| < \delta}} \big| \hat{\ell}_{n}^{\eta}(x,t) - \hat{\ell}_{n}^{\eta}(y,s) \big| > \varepsilon/2 \right) \nonumber \\ &\qquad + \mathbb{P}_{\rho_{n}}^{G_{n}} \left( 2 \mathop{\sup}\nolimits_{x \in \hat{V}_{n}^{(r)}} \mathop{\sup}\nolimits_{0 \leq t \leq T} \big| \hat{\ell}_{n}^{\eta}(x,t) - \hat{\ell}_{n}(x,t) \big| > \varepsilon/2 \right) \nonumber \\\end{align*}
\begin{align} &\quad \leq \mathbb{P}_{\rho_{n}}^{G_{n}} \left( \mathop{\sup}\nolimits_{\substack{x, y \in \hat{V}_{n}^{(r)}, \\ \hat{R}_{n}(x,y) < \delta}} \mathop{\sup}\nolimits_{\substack{0 \leq s, t \leq T,\\ |t -s| < \delta}} \big| \hat{\ell}_{n}^{\eta}(x,t) - \hat{\ell}_{n}^{\eta}(y,s) \big| > \varepsilon/2 \right) \nonumber \\ &\qquad + \mathbb{P}_{\rho_{n}}^{G_{n}} \left( 2 \mathop{\sup}\nolimits_{\substack{x, y \in \hat{V}_{n}^{(r + 1)}, \\ \hat{R}_{n}(x, y) < \eta}} \sup_{0 \leq t \leq T} \big| \hat{\ell}_{n}(x, t) - \hat{\ell}_{n}(y, t) \big| > \varepsilon/2 \right). \end{align}
Hence, by (5.21) and Lemmas 5.8 and 5.9, we obtain the desired result.
It is now straightforward to complete the proof of Theorem 1.1. Indeed, since Lemma 5.10 implies the tightness of the local times, it remains to show the uniqueness of the limit of any convergent subsequence. This can be done exactly along the same lines as the proof of Theorem 1.9 in [Reference Noda33].
Proof of the second part of Theorem
1.1. Since we can now follow the proof of Theorem 1.9 in [Reference Noda33], we give only a sketch. We first check that
$(\mathcal{Y}_{n})_{n \geq 1}$
satisfies all the conditions (i)–(v) of Theorem 2.6. By Theorem 2.9 and Proposition 5.2, we obtain (i), (ii), and (iii). Condition (v) follows from Lemma 5.10. Since we have
$\hat{\ell}_{n}(x,0)=0$
for all
$x \in \hat{V}_{n}$
, we obtain (iv). Hence, the sequence
$(\mathcal{Y}_{n})_{n \geq 1}$
is precompact in
$\mathbb{M}_{\mathrm L}$
. Suppose that a subsequence
$(\mathcal{Y}_{n_{k}})_{k \geq 1}$
converges to some
$\mathcal{X}$
in
$\mathbb{M}_{\mathrm L}$
. Then, by Assumption 1.1(i), we can write
$\mathcal{X} = (F, R, \rho, \mu, \pi)$
. Let (X, L) be a random element of
$D(\mathbb{R}_{\geq 0}, F) \times \widehat{C}(F \times \mathbb{R}_{\geq 0}, \mathbb{R})$
whose law coincides with
$\pi$
. Proposition 5.2 implies that
$X \stackrel{\mathrm{d}}{=} X_{G}$
. Since the discrete local times satisfy the occupation density formula (1.7), we deduce that L also satisfies the occupation density formula (3.3), which implies that
$(X, L) \stackrel{\mathrm{d}}{=} (X_{G}, L_{G})$
, as shown in the proof of Theorem 1.9 in [Reference Noda33]. This completes the proof.
6. Proof of Theorem 1.2
In this section, we prove Theorem 1.2, which is a version of Theorem 1.1 for random electrical networks. The first part of Theorem 1.2 is immediately obtained from the following result, which is an analogue of Theorem 5.1 for random resistance metric spaces.
Proposition 6.1. For each
$n \geq 1$
, let
$(F_{n}, R_{n}, \rho_{n})$
be a random element of
$\mathbb{D}$
with underlying complete probability measure
$\mathbb{P}_{n}$
such that
$R_{n}$
is a resistance metric with probability 1. Assume that there exists a random element
$(F, R, \rho)$
of
$\mathbb{D}$
with underlying complete probability measure
$\mathbb{P}$
such that
$(F_{n}, R_{n}, \rho_{n})$
converges to
$(F, R, \rho)$
in distribution in the local Gromov–Hausdorff topology. Then R is a resistance metric with probability 1. Moreover, if it holds that
then (F, R) is recurrent with probability 1.
Proof. Since the space
$\mathbb{D}$
is separable, we can use the Skorohod representation theorem and assume that
$(F_{n}, R_{n}, \rho_{n}) \to (F, R, \rho)$
almost surely on some complete probability space. We denote the underlying probability measure by
$\mathbb{Q}$
. It follows from Theorem 5.1 that R is a resistance metric almost surely. Moreover, by the theorem and (reverse) Fatou’s lemma, we deduce that
\begin{align*} \mathbb{P} \left( \lim_{r \to \infty} R(\rho, B_{R}(\rho, r)^{c}) = \infty \right) &= \lim_{\lambda \to \infty} \mathbb{P} \left( \lim_{r \to \infty} R(\rho, B_{R}(\rho, r)^{c}) > \lambda \right) \\ &\geq \lim_{\lambda \to \infty} \mathbb{Q} \left( \lim_{r \to \infty} \limsup_{n \to \infty} R_{n}(\rho_{n}, B_{R_{n}}(\rho_{n}, r)^{c}) > \lambda \right) \end{align*}
\begin{align*} &\qquad \geq \lim_{\lambda \to \infty} \limsup_{r \to \infty} \limsup_{n \to \infty} \mathbb{P}_n \left( R_{n}(\rho_{n}, B_{R_{n}}(\rho_{n}, r)^{c}) > \lambda \right) \\ &\qquad = 1. \end{align*}
The convergence of (scaled) discrete-time Markov chains and their local times on random electrical networks is proven in a similar way to that in the deterministic setting. Henceforth, we use the same notation introduced in Section 5, and verify analogues of several results in that section for random electrical networks. The following proposition corresponds to Proposition5.2.
Proposition 6.2. Under conditions (i) and (ii) of Assumption 1.2, it holds that
as random elements of
$\mathbb{M}$
.
Proof. Set
$\hat{X}_{n}(t) \;:\!=\; X_{G_{n}}(a_{n}b_{n}t)$
, which is the continuous-time Markov chain associated with
$(\hat{V}_{n}, \hat{R}_{n}, \hat{\mu}_{n})$
. By Proposition 6.7 in [Reference Noda33], we have that
as random elements of
$\mathbb{M}$
. Using the Skorohod representation theorem, we may assume that the above convergence holds almost surely on some probability space. Then, by the same argument as in the proof of Proposition 5.2, we deduce that it holds that, with probability 1,
which completes the proof.
Below, we prove a version of Lemma 5.4 for random electrical networks.
Lemma 6.1. Under conditions (i) and (ii) of Assumption 1.2, it holds that
Proof. By (5.12), we have that, for all
$r > 2r_{0}$
,
This, combined with Assumption 1.2(ii), immediately yields (6.1). From Lemma 4.3 and (6.1), we deduce (6.2). Using (5.14), we deduce that, for all
$r>1$
,
\begin{align} \mathbb{P}_{n}\! \left( \tilde{\mu}_{n}^{(r)}(\tilde{V}_{n}^{(r)}) < \varepsilon \right) &\leq \mathbb{P}_{n}\! \left( \hat{\mu}_{n}^{(1)}(\hat{V}_{n}^{(1)}) - \hat{\mu}_{n}^{(1)}(\hat{V}_{n}^{(1)}) \mathop{\sup}\nolimits_{x \in \hat{V}_{n}^{(1)}} \mathbb{P}_{x}^{G_{n}} \left( T_{B_{\hat{R}_{n}}(\hat{\rho}_{n}, r)^{c}} \leq 1 \right) < \varepsilon \right) \nonumber \\ &\leq \mathbb{P}_{n}\! \left( \frac{1}{2} < \mathop{\sup}\nolimits_{x \in \hat{V}_{n}^{(1)}} \mathbb{P}_{x}^{G_{n}} \left( T_{B_{\hat{R}_{n}}(\hat{\rho}_{n}, r)^{c}} \leq 1 \right) \right) + \mathbb{P}_{n}\! \left( \hat{\mu}_{n}^{(1)}(\hat{V}_{n}^{(1)}) < 2 \varepsilon \right). \end{align}
Since Assumption 1.2(i) implies that
The following two lemmas correspond to Lemmas 5.5 and 5.6.
Lemma 6.2. If conditions (i) and (ii) of Assumption 1.2 are satisfied then it holds that
Lemma 6.3. Under Assumption 1.2, for all
$\varepsilon, \varepsilon_{1}, \varepsilon_{2}, T, \eta>0$
,
where the supremum is taken over all
$x,y \in \tilde{V}_{n}^{(r)}$
with
$\tilde{R}_{n}^{(r)}(x,y) < \delta$
and all
$t \in [0,T]$
, and
Proof. By (6.3), Corollary 4.1, and Assumption 1.2(i), we have that
\begin{align*} \lim_{r \to \infty} \liminf_{L \to \infty} \liminf_{n \to \infty} \mathbb{P}_{n} \bigg( L^{-1} < \frac{r(\tilde{G}_{n}^{(a_{n}r)})}{a_{n}} < L \bigg) =1, \\ \lim_{r \to \infty} \liminf_{L \to \infty} \liminf_{n \to \infty} \mathbb{P}_{n} \bigg( L^{-1} < \frac{m(\tilde{G}_{n}^{(a_{n}r)})}{b_{n}} < L \bigg) =1. \end{align*}
Therefore, by using Assumption 1.2(iii) and following the proof of Lemma 5.6, we obtain the desired result.
From the above results, we establish an analogue of Lemmas 5.7 and 5.8.
Lemma 6.4. Under Assumption 1.2, it holds that, for all
$T, r, \varepsilon, \varepsilon_{1}, \varepsilon_{2} >0$
,
\begin{align} \lim_{\delta \to 0} \limsup_{n \to \infty} \mathbb{P}_{n} \Bigg( \mathbb{P}_{\rho_{n}}^{G_{n}} \Bigg( \mathop{\sup}\nolimits_{\substack{x, y \in \hat{V}_{n}^{(r)}, \\ \hat{R}_{n}(x,y) < \delta}} \mathop{\sup}\nolimits_{\substack{0 \leq t \leq T}} \big| \hat{\ell}_{n}(x,t) - \hat{\ell}_{n}(y,t) \big| > \varepsilon_{1} \Bigg) > \varepsilon_{2} \Bigg) = 0. \end{align}
Proof. It is easy to establish (6.8) by using (5.18), (6.2), (6.7) and Lemma 6.2. We then obtain (6.9) from (5.19), (6.2), (6.6), (6.8), and Lemma 6.2.
The following two lemmas correspond to Lemmas 5.9 and 5.10.
Lemma 6.5. If Assumption 1.2(i) is satisfied then it holds that, for all
$T, r, \varepsilon_{1}, \varepsilon_{2}, \eta >0$
,
\begin{align*} \lim_{\delta \to 0} \limsup_{n \to \infty} \mathbb{P}_{n} \Bigg( \mathbb{P}_{\rho_{n}}^{G_{n}} \Bigg( \mathop{\sup}\nolimits_{\substack{x, y \in \hat{V}_{n}^{(r)}, \\ \hat{R}_{n}(x,y) < \delta}} \mathop{\sup}\nolimits_{\substack{0 \leq s, t \leq T,\\ |t -s| < \delta}} \big| \hat{\ell}_{n}^{\eta}(x,t) - \hat{\ell}_{n}^{\eta}(y,s) \big| > \varepsilon_{1} \Bigg) > \varepsilon_{2} \Bigg) = 0. \end{align*}
Proof. Assumption 1.2(i) implies that
\begin{align*} \lim_{m \to 0} \liminf_{n \to \infty} \mathbb{P}_{n}\! \left( \inf_{x \in \hat{V}_{n}^{(r)}} \int_{\hat{V}_{n}^{(r)}} f_{\eta}^{\hat{V}_{n}}(x, y)\, \hat{\mu}_{n}(\mathrm{d}y) > m \right) = 1,\\ \lim_{M \to \infty} \limsup_{n \to \infty} \mathbb{P}_{n}\! \left( \hat{\mu}_{n}(\hat{V}_{n}^{(r+1)}) > M \right) = 0. \end{align*}
These expressions, combined with (5.20), yield the desired result.
Lemma 6.6. Under Assumption 1.2, it holds that, for all
$\varepsilon_{1}, \varepsilon_{2}, r, T>0$
,
\begin{align*} \lim_{\delta \to 0} \limsup_{n \to \infty} \mathbb{P}_{n} \Bigg( \mathbb{P}_{\rho_{n}}^{G_{n}} \Bigg( \mathop{\sup}\nolimits_{\substack{x, y \in \hat{V}_{n}^{(r)}, \\ \hat{R}_{n}(x,y) < \delta}} \mathop{\sup}\nolimits_{\substack{0 \leq s, t \leq T,\\ |t -s| < \delta}} \big| \hat{\ell}_{n}(x,t) - \hat{\ell}_{n}(y,s) \big| > \varepsilon_{1} \Bigg) > \varepsilon_{2} \Bigg) = 0. \end{align*}
It is now possible to complete the proof of Theorem 1.2.
Proof of the second part of Theorem
1.2. Since we can now follow the proof of Theorem 1.11 in [Reference Noda33], we give only a sketch. By Theorems 2.7, 6.2, and 6.6, we deduce that the sequence of the random elements
$(\hat{\mathcal{Y}}_{n} )_{n \geq 1}$
of
$\mathbb{M}_{\mathrm L}$
is tight. Thus, it remains to show that the limit of any weakly convergent subsequence of
$(\hat{\mathcal{Y}}_{n})_{n \geq 1}$
is
$\mathcal{X}_{G}$
. To simplify subscripts, we suppose that
$\hat{\mathcal{Y}}_{n}$
converges to
$\mathcal{X}$
as random elements of
$\mathbb{M}_{\mathrm L}$
, and show that
$\mathcal{X} \stackrel{\mathrm{d}}{=} \mathcal{X}_{G}$
. Write
$\mathcal{X} = (F', R', \rho', \mu', \pi')$
. Note that
$G' \;:\!=\; (F', R', \rho', \mu') \stackrel{\mathrm{d}}{=} G$
. By the Skorohod representation theorem, we may assume that
$\hat{\mathcal{Y}}_{n}$
converges to
$\mathcal{X}$
almost surely on some probability space. By the same argument as in the proof of Theorem 1.1, we find that
$\pi' = \mathbb{P}_{G'}$
almost surely, which completes the proof.
Appendix A. Applications
A.1. Examples in [Reference Noda33]
In this subsection, we explain why we can apply our main results (Theorems 1.1 and 1.2) to the examples in [Reference Noda33]. For details of those examples, see [Reference Noda33, Section 8].
We assume convergence of conductance measures for our main results (Assumptions 1.1(i) and 1.2(i)). However, in [Reference Noda33, Section 8], it is convergence of counting measures that is proven for critical Galton–Watson trees conditioned on size, uniform spanning trees on
$\mathbb{Z}^d$
with
$d = 2, 3$
and on high-dimensional tori, the critical Erdős–Rényi random graph, and the configuration model. To deduce the convergence of conductance measures for these examples from that of counting measures, we use the following result regarding the Prohorov distance between counting measures and conductance measures on trees.
Proposition A.1. Fix a tree (V, E). Regard this as an electrical network by placing conductance 1 on each edge. Equip V with the associated resistance metric d. (Note that d coincides with the graph metric.) Write
$\mu^{\#}$
for the counting measure and
$\mu$
for the conductance measure. Then it holds that
where
$d_{P}$
denotes the Prohorov metric.
Proof. Choose a vertex
$\rho \in V$
and regard the tree (V, E) as a rooted tree with the root
$\rho$
. For each vertex v, we write
$d_{v}$
for the degree of v and
$\mathsf{C}(v)$
for the set of children of v. Fix a subset A of V and define
$A^{(1)}$
to be the subset of V consisting of w such that
$d(v, w) \leq 1$
for some
$v \in A$
. Noting that any non-root vertex has a unique parent, we deduce that
\begin{align*} \mu(A) &= \sum_{v \in A} d_{v} \\ &\leq \sum_{v \in A} \left( 1 + \sum_{w \in \mathsf{C}(v)} 1 \right) \\ &= \sum_{v \in A} 1 + \sum_{v \in A} \sum_{w \in \mathsf{C}(v)} 1 \\ &\leq \sum_{v \in A} 1 + \sum_{w \in A^{(1)}} 1 \\ &\leq 2 \mu^{\#}(A^{(1)}) \end{align*}
and
\begin{align*} 2 \mu^{\#}(A) &= \sum_{v \in A} 2 \\ &= \sum_{v \in A \setminus \{\rho\}} 1 + \sum_{w \in V} \sum_{v \in \mathsf{C}(w) \cap A} 1 + 2 \cdot 1_{\{\rho \in A\}} \\ &\leq \sum_{v \in A \setminus \{\rho\}} 1 + \sum_{w \in A^{(1)} \setminus \{\rho\}} (d_{w} - 1) + d_{\rho} \cdot 1_{\{\rho \in A^{(1)}\}} + 2 \cdot 1_{\{\rho \in A\}} \\ &\leq \mu(A^{(1)}) + 2. \end{align*}
Hence, the desired result follows.
By Proposition A.1, when scaled counting measures of trees converge to a measure
$\mu$
, conductance measures scaled by the same scaling factors converge to
$2\mu$
(assuming the relevant scaling factors diverge). Hence, we can apply our results to the critical Galton–Watson trees and uniform spanning trees considered in [Reference Noda33, Subsections 8.2, 8.3, and 8.4]. In particular, the convergence results in [Reference Noda33, Corollaries 8.11, 8.16, 8.21, and 8.28] still hold if we replace the scaled continuous-time Markov chains and their local times appearing there with the discrete-time Markov chains and their local times.
For the Erdős–Rényi random graph and the configuration model, although they are not trees, it is known that sequences of these graphs have the same asymptotic behavior (in terms of measured metric spaces) as certain sequences of random graphs obtained by fusing random vertices in random tilted trees. Indeed, such an observation was used in [Reference Addario-Berry, Broutin and Goldschmidt2, Reference Bhamidi and Sen10] to establish the convergence of Erdős–Rényi random graphs and configuration models equipped with the graph metrics. See also [Reference Noda34], in which the convergence with respect to the resistance metrics was proved. By Proposition A.1 and the convergence of the counting measures of the tilted trees (see [Reference Noda33, proofs of Lemma 8.42 and Proposition 8.69]), the convergence of the conductance measures of the tilted trees can be obtained. Thus, a slight modification of the proofs of Theorems 8.41 and 8.51 in [Reference Noda33] enables us to deduce the convergence of the conductance measures for the critical Erdős–Rényi random graph and the configuration model. Namely, the convergence results in [Reference Noda33, Corollary 8.48 and Theorem 8.51] still hold if we replace the scaled continuous-time Markov chains and their local times appearing there with the discrete-time Markov chains and their local times.
In [Reference Noda33, Subsection 8.5], a random recursive Sierpiński gasket G was also considered, and it was proved that if
$G_{n}$
is the n-level electrical network approximating G then
$G_{n}$
converges to G as measured resistance metric spaces. There, the conductance measures were normalized so that the total mass is equal to 1, and the existence of deterministic scaling factors for the (non-normalized) conductance measures (i.e. the sequence
$(b_{n})_{n \geq 1}$
satisfying Assumption1.1(i)) was not proved. However, in [Reference Hambly22], where a random recursive Sierpiński gasket was first constructed, the existence of such scaling factors was implicitly proved; alternatively, it can be deduced as a consequence of standard limit theorems for general branching processes (see [Reference Nerman32, Theorem 5.4], for example). In [Reference Hambly22, Sections 2 and 3], the random recursive Sierpiński gasket G and approximating graphs
$G_n$
are associated with a certain general branching process. With use of the Malthusian parameter
$\kappa$
for this branching process (see [Reference Nerman32, Equation (1.4)] and [Reference Hambly22, Section 3]), the scaling factor for the conductance measure of
$G_{n}$
is given by
$b_{n} \;:\!=\; \mathrm{e}^{(\kappa+1)n}$
. A brief heuristic explanation of
$b_{n}$
is as follows. At time n, there are of order
$\mathrm{e}^{\kappa n}$
individuals alive in the branching process, which means that
$G_{n}$
consists of order
$\mathrm{e}^{\kappa n}$
triangles. Since the order of the conductances on each triangle on
$G_{n}$
is
$\mathrm{e}^{n}$
, the order of the total mass given by the conductance measure on
$G_{n}$
is
$\mathrm{e}^{(\kappa+1)n}$
.
A.2. The random conductance model
In this subsection, we apply our main results to the random conductance model on unbounded fractals. In the study of scaling limits of random graphs, graph metrics are often used. In our assumptions, we consider convergence with respect to resistance metrics, which is harder to check in general. (If a graph is a tree, then the graph metric and the resistance metric coincide, but otherwise, the resistance metric is smaller than the graph metric.) Before going into applications, we first establish a general method for obtaining the local Gromov–Hausdorff convergence for a sequence of graphs approximating a non-compact fractal (Theorem A.1). We then briefly describe an application of it to the random conductance model on the unbounded Sierpiński gasket.
We first clarify the setting for the main result. For a specific example, see Example A.1. Fix a set W and an element
$\rho \in W$
, which serves as the root. Let
$(V_{n})_{n \geq 1}$
and
$(K^{(N)})_{N \geq 1}$
be increasing sequences of subsets of W such that each
$V_{n}$
is finite or countable,
$\rho \in V_{n}$
and
$\rho \in K^{(N)}$
for each n and N, and
$V \;:\!=\; \bigcup_{n \geq 1} V_{n} \subseteq \bigcup_{N \geq 1} K^{(N)}$
. The set
$V_{n}$
will be the vertex set of a level n graph and
$(K^{(N)})_{N \geq 1}$
will be an alternative for closed balls with radius N in the resistance metric spaces we will consider. Write
$V_{n}^{(N)} \;:\!=\; V_{n} \cap K^{(N)}$
. We assume that
$V_{n}^{(N)}$
is a finite set for each n and N. Suppose that we have an electrical network
$G_{n} = (V_{n}, E_{n}, c_{n})$
with root
$\rho_{n} \;:\!=\; \rho$
. Let
$R_{n}$
and
$(\mathcal{E}_{n}, \mathcal{F}_{n})$
be the associated resistance metric and resistance form, respectively. For
$n \geq m$
, we simply write
$R_{n}|_{m} \;:\!=\; R_{n}|_{V_{m} \times V_{m}}$
, which is the resistance metric associated with the trace
$G_{n}|_{V_{m}}$
(recall the trace from Subsection 4.2). Let
$\{c_{n}|_{m}(x, y) \mid x, y \in V_{m}\}$
be the conductance set of
$G_{n}|_{V_{m}}$
. In particular,
$R_{n}|_{m}$
is the resistance metric on
$V_{m}$
determined by the conductance
$c_{n}|_{m}$
. We then define
which is the fused resistance metric on
$V_{m}^{(N)} \cup \{V_{m} \setminus K^{(N)}\}$
(here,
$V_{m} \setminus K^{(N)}$
is regarded as a single vertex). See [Reference Kigami27, Theorem 4.3] for details on fused resistance metrics. Note that we first take a trace onto
$V_{m}$
and then fuse the outside of
$K^{(N)}$
, which is different from fusing first and then taking a trace. It is easy to check that if we define conductance
$c_{n}|_{m}^{(N)}$
on
$V_{m}^{(N)} \cup \{V_{m} \setminus K^{(N)}\}$
by setting
\begin{align*} c_{n}|_{m}^{(N)}(x, y) &\;:\!=\; c_{n}(x,y), \quad x, y \in V_{m}^{(N)},\\ c_{n}|_{m}^{(N)}(x, V_{m} \setminus K^{(N)}) &\;:\!=\; \sum_{y \in V_{m} \setminus K^{(N)}} c_{n}|_{m}(x, y), \quad x \in V_{m}^{(N)},\end{align*}
then
$R_{n}|_{m}^{(N)}$
is the resistance metric determined by the conductance
$c_{n}|_{m}^{(N)}$
.
Let
$G|_{n} = (V_{n}, E|_{n}, c|_{n})$
be another electrical network, which does not necessarily coincide with
$G_{n}$
introduced above, and
$R|_{n}$
be the associated resistance metric on
$V_{n}$
. If the sequence
$(G|_{n})_{n \geq 1}$
is compatible, i.e.
$R|_{m} = R|_{n}|_{V_{m} \times V_{m}}$
for any
$n \geq m$
, then we obtain a resistance metric R on
$V = \bigcup_{n \geq 1} V_{n}$
by setting
$R|_{V_{m} \times V_{m}} = R|_{m}$
. We then define (F, R) to be the completion of (V,R). We note that (F, R) is also a resistance metric space (see [Reference Kigami27, Theorem 3.13]). Let
$(\mathcal{E}, \mathcal{F})$
be the resistance form on F corresponding to R. Set
Again, we note that the conductance
$c|_{m}^{(N)}$
on
$V_{m}^{(N)} \cup \{V_{m} \setminus K^{(N)}\}$
given by
\begin{align*} c|_{m}^{(N)}(x, y) &\;:\!=\; c|_{m}(x,y), \quad x, y \in V_{m}^{(N)},\\ c|_{m}^{(N)}(x, V_{m} \setminus K^{(N)}) &\;:\!=\; \sum_{y \in V_{m} \setminus K^{(N)}} c|_{m}(x, y), \quad x \in V_{m}^{(N)},\end{align*}
yields the resistance metric
$R|_{m}^{(N)}$
on
$V_{m}^{(N)} \cup \{V_{m} \setminus K^{(N)}\}$
. We then consider the following conditions. Note that we define
$V^{(N)} \;:\!=\; V \cap K^{(N)}$
, similarly to
$V_{n}^{(N)}$
.
Assumption A.1.
-
(i) For each
$m \geq 1$
, there exists a map
$g_{m} \colon V \to V_{m}$
satisfying
\begin{align*} g_{m}(V^{(N)})& \subseteq V_{m}^{(N)}, \quad g_{m}(V \setminus K^{(N)}) \subseteq V_{m} \setminus K^{(N)},\\ \lim_{m \to \infty} \limsup_{n \to \infty} \mathop{\sup}\nolimits_{x \in V_{n}} & R_{n}(x, g_{m}(x)) =0, \quad \lim_{m \to \infty} \mathop{\sup}\nolimits_{x \in V} R(x, g_{m}(x)) =0. \end{align*}
-
(ii) For each
$m \geq 1$
and
$N \geq 1$
,
$\displaystyle \limsup_{n \to \infty} \mathop{\sup}\nolimits_{x \in V_{m}^{(N)}} R_{n}(\rho_{n}, x) < \infty$
. -
(iii) It holds that
$\displaystyle \lim_{N \to \infty} \liminf_{n \to \infty} R_{n}(\rho_{n}, V_{n} \setminus K^{(N)}) = \infty$
. -
(iv) For each
$x, y \in V_{m}^{(N)} \cup \{V_{m} \setminus K^{(N)}\}$
,
$c_{n}|_{m}^{(N)}(x,y) \to c|_{m}^{(N)}(x, y)$
as
$n \to \infty$
.
In Assumption A.1, condition (i) means that the sequence
$(V_{m})_{m \geq 1}$
converges to V uniformly in a suitable sense, condition (ii), combined with condition (i), implies that the diameters of
$(V_{n}^{(N)})_{n \geq 1}$
are uniformly bounded for each N (see Lemma A.1), condition (iii) is the non-explosion condition with respect to increasing subsets
$K^{(N)}$
rather than balls, and condition (iv) is equivalent to the condition that the fused resistance metric
$R_{n}|_{m}^{(N)}$
on
$V_{m}^{(N)} \cup \{V_{m} \setminus K^{(N)}\}$
converges to
$R|_{m}^{(N)}$
(by Lemma 4.1). This assumption leads to the convergence of
$(V_{n}, R_{n}, \rho_{n})$
to
$(F, R, \rho)$
in the local Gromov–Hausdorff topology.
Theorem A.1. Under Assumption A.1, (F, R) is a boundedly compact metric space and the resistance metric R is recurrent. Moreover, it holds that
in the local Gromov–Hausdorff topology and the non-explosion condition is satisfied:
Example A.1. Since it is better to have an example in mind before moving to the proof of Theorem A.1, we describe how the above-mentioned setting is applied to the unbounded Sierpiński gasket. Set
$W \;:\!=\; \mathbb{R}^{2}$
and
$\rho \;:\!=\; (0, 0)$
. For convergence, we count indices from 0. Let
$\hat{V}_{0} \;:\!=\; \{x_{1}, x_{2}, x_{3} \} \subseteq \mathbb{R}^{2}$
consist of the vertices of an equilateral triangle of side length 1 with
$x_{1} = \rho$
. Define
$K^{(0)} \subseteq \mathbb{R}^{2}$
to be the compact subset consisting of the boundary and interior of the triangle. Write
$\psi_{i}(x) \;:\!=\; (x + x_{i})/2$
for
$i = 1, 2, 3$
. We then set
$\hat{V}_{n} \;:\!=\; \bigcup_{i=1}^{3} \psi_{i}(\hat{V}_{n-1})$
. Set
$V_{0} \;:\!=\; \bigcup_{k = 0}^{\infty} 2^{k} \hat{V}_{k}$
,
$V_{n} \;:\!=\; 2^{-n} V_{0}$
for
$n \geq 1$
, and
$K^{(N)} \;:\!=\; 2^{N} K^{(0)}$
for
$N \geq 1$
. The edge set
$E_{n} = E|_{n}$
on
$V_{n}$
is the set of pairs of elements of
$V_{n}$
at a Euclidean distance
$2^{-n}$
apart. Set
$c|_{n}(x,y) \;:\!=\; (5/3)^{n}$
if
$\{x,y\} \in E_{n}$
. Then we obtain a sequence of compatible electrical networks
$G|_{n} = (V_{n}, E|_{n}, c|_{n})$
; see Figure A.1. The resulting resistance metric space (F, R) is the unbounded Sierpiński gasket. If we set
$G_{n} = G|_{n}$
then it is easy to check that AssumptionA.1 is satisfied for this example. (For each
$x \in V$
, by choosing appropriately a vertex of a triangle on
$V_{m}$
that contains x inside or on the boundary, we can construct the map
$g_{m}$
in AssumptionA.1(i); see Figure A.1.)
Towards proving Theorem A.1, we start by proving the recurrence of R and that (F, R) is boundedly compact. Henceforth, we suppose that Assumption A.1 is satisfied.
From left to right, the unbounded Sierpiński gasket graphs
$G_{0}$
and
$G_{1}$
and the associated map
$g_{m}$
.

Figure A.1 Long description
Panel A: A diagram of a Sierpinski gasket graph with a fractal pattern. Panel B: A more detailed diagram of a Sierpinski gasket graph with a finer fractal pattern. Panel C: A diagram of a Sierpinski gasket graph with an associated map, showing a larger structure with smaller fractal patterns within it. The map includes labels such as g_m(x) and x, indicating specific points or functions within the graph.
Lemma A.1. For each
$N \geq 1$
, it holds that
Proof. The triangle inequality yields that
From conditions (i) and (ii) in Assumption A.1, we obtain the first inequality of (A.3). Since
$V_{m}^{(N)}$
is assumed to be a finite set, we have that
$\mathop{\sup}\nolimits_{x \in V_{m}^{(N)}} R(\rho, x) < \infty$
. Therefore, following a similar argument, we obtain the second inequality of (A.3).
Lemma A.2. The resistance metric R is recurrent.
Proof. Assumption A.1(iv) implies that
$R_{n}(\rho_{n}, V_{m} \setminus K^{(N)}) \to R(\rho, V_{m} \setminus K^{(N)})$
as
$n \to \infty$
. If
$n \geq m$
then
$R_{n}(\rho_{n}, V_{n} \setminus K^{(N)}) \leq R_{n}(\rho_{n}, V_{m} \setminus K^{(N)})$
. Thus, we obtain
This, combined with Assumption A.1(iii), yields that
Fix
$M > 0$
. By (A.4) and Assumption A.1(i), there exist
$N \geq 1$
and
$m \geq 1$
such that
$R(\rho, V_{m} \setminus K^{(N)}) > M$
and
$\mathop{\sup}\nolimits_{x \in V} R(x, g_{m}(x)) < M/4$
. Let
$u \in \mathcal{F}$
be the unique function satisfying
$u(\rho) = 1$
,
$u|_{V_{m} \setminus K^{(N)}} \equiv 0$
and
$R(\rho, V_{m} \setminus K^{(N)}) = \mathcal{E}(u, u)^{-1}$
. For
$x \in V \setminus K^{(N)}$
, since we have that
$g_{m}(x) \in V_{m} \setminus K^{(N)}$
, it follows that
$u(g_{m}(x)) = 0$
. Hence, (3.1) yields that
for all
$x \in V \setminus K^{(N)}$
. Define
$v \;:\!=\; 2 \{(u - 2^{-1}) \vee 0 \}$
. Then
$v \in \mathcal{F}$
,
$v(\rho) = 1$
and
$v|_{V \setminus K^{(N)}} \equiv 0$
. Moreover, (RF5) yields that
$\mathcal{E}(v, v) \leq 4 \mathcal{E}(u, u)$
. By the continuity of v, we have that
$v|_{\operatorname{cl}\!(V \setminus K^{(N)})} \equiv 0$
, where we recall that, for a set
$A \subseteq F$
,
$\operatorname{cl}\!(A)$
denotes the closure of a set A in (F, R). Hence, it follows that
By Lemma A.1, there exists
$r>0$
such that
$\mathop{\sup}\nolimits_{x \in V^{(N)}} R(\rho, x) < r/2$
. It is then the case that
$B_{R}(\rho, r)^{c} \subseteq \operatorname{cl}\!(V \setminus K^{(N)})$
. Thus, we deduce that
which completes the proof.
Lemma A.3. The resistance metric space (F, R) is boundedly compact.
Proof. Fix
$r>0$
. By Lemma A.2, we can find
$N \geq 1$
such that
$R(\rho, \operatorname{cl}\!(V \setminus K^{(N)})) > r$
, which implies that
$D_{R}(\rho, r) \subseteq F \setminus \operatorname{cl}\!(V \setminus K^{(N)})$
. For
$x \in F \setminus \operatorname{cl}\!(V \setminus K^{(N)})$
, let
$(x_{n})_{n \geq 1}$
be a sequence in V converging to x (recall that
$\operatorname{cl}\!(V) = F$
). If there exists a subsequence
$(x_{n_{k}})_{k \geq 1}$
such that
$x_{n_{k}} \in V \setminus K^{(N)}$
, then
$x \in \operatorname{cl}\!(V \setminus K^{(N)})$
, which is a contradiction. Hence, it follows that
$F \setminus \operatorname{cl}\!(V \setminus K^{(N)}) \subseteq \operatorname{cl}\!(V^{(N)})$
and
$D_{R}(\rho, r) \subseteq \operatorname{cl}\!(V^{(N)})$
. Fix
$\varepsilon > 0$
. By Assumption A.1(i), there exists
$m \geq 1$
such that
$\mathop{\sup}\nolimits_{x \in V} R(x, g_{m}(x)) < \varepsilon$
. Since
$g_{m}(V^{(N)}) \subseteq V_{m}^{(N)}$
, we deduce that
Recalling that
$V_{m}^{(N)}$
is assumed to be a finite set, we find that
$D_{R}(\rho, r)$
is totally bounded, which implies that
$D_{R}(\rho, r)$
is compact.
The key to obtaining the desired convergence is that the non-explosion condition ensures that the restricted metric
$R_{n}|_{m}$
is approximated by the fused metric
$R_{n}|_{m}^{(N)}$
(see Lemma A.4). More precisely, we obtain a quantitative estimate on the difference between a resistance metric and a fused one as follows.
Proposition A.2. Let
$(\mathcal{E}, \mathcal{F})$
be a resistance form on F. We equip F with the topology induced from the corresponding resistance metric. Fix a non-empty open set
$B \subseteq F$
and define, for
$x, y \in B$
,
i.e.
$R^{(B)}$
is the resistance metric obtained by fusing
$B^c$
into a single point. It then holds that, for all
$x, y \in B$
,
Proof. Let
$u, v \in \mathcal{F}$
be the functions such that
Noting that
$\|u\|_{\infty} \vee \|v\|_{\infty} \leq 1$
, we obtain from Lemma 3.2
Since
$(u \cdot v)(x) = 1$
,
$(u \cdot v) (y) = 0$
and
$(u \cdot v) |_{B^{c}} \equiv 0$
, we deduce that
This yields that
\begin{align*} R(x, y) - R^{(B)}(x,y) \leq \frac{2 R(x, B^{c})^{-\frac{1}{2}} R(x,y)} {R(x,y)^{-\frac{1}{2}} + R(x, B^{c})^{-\frac{1}{2}}} \leq 2 R(x, B^{c})^{-\frac{1}{2}} R(x,y)^{\frac{3}{2}}. \end{align*}
From the above inequality and the fact that
$R^{(B)}(x,y) \leq R(x,y)$
, we obtain the desired result.
We deduce from Proposition A.2 that the fused resistance metric
$R_n|_m^{(N)}$
approximates the original resistance metric, as follows.
Lemma A.4. For each
$m, N_{0} \geq 1$
, it holds that
\begin{align*} \lim_{N \to \infty}& \limsup_{n \to \infty} \mathop{\sup}\nolimits_{x, y \in V_{m}^{(N_{0})}} \left| R_{n}|_{m}^{(N)}(x,y) - R_{n}(x,y) \right| =0, \\ &\lim_{N \to \infty} \mathop{\sup}\nolimits_{x, y \in V_{m}^{(N_{0})}} \left| R|_{m}^{(N)}(x,y) - R(x,y) \right| =0. \end{align*}
Proof. By Lemma A.1, we can follow the argument in the proof of Lemma 5.4 to obtain, for each
$N_{0} \geq 1$
,
By (A.5), Lemma A.1, and Proposition A.2, we deduce the desired result.
The above approximation enables us to obtain the convergence of resistance metrics.
Proposition A.3. For each
$N_{0} \geq 1$
, it holds that
Proof. By the triangle inequality, we deduce that
\begin{align*} \mathop{\sup}\nolimits_{x, y \in V_{n}^{(N_{0})}} |R_{n}(x,y) - R(x,y)| &\leq 2 \mathop{\sup}\nolimits_{z \in V_{n}^{(N_{0})}} R_{n}(z, g_{m}(z)) + 2 \mathop{\sup}\nolimits_{z \in V^{(N_{0})}} R(z, g_{m}(z)) \\ &\quad + \mathop{\sup}\nolimits_{x, y \in V_{n}^{(N_{0})}} |R_{n}(g_{m}(x), g_{m}(y)) - R(g_{m}(x), g_{m}(y))|. \end{align*}
Since we have Assumption A.1(i), it is enough to show that
Again, the triangle inequality yields that, for each
$x, y \in V_{m}^{(N_{0})}$
,
Since
$V_{m}^{(N_{0})}$
is a finite set, we obtain the desired result by using Assumption A.1(iv) and LemmaA.4.
The above convergence yields convergence of restricted spaces in the pointed Gromov–Hausdorff topology. This topology is a version of the pointed Gromov–Hausdorff–Prohorov topology induced by a metric defined by dropping measures from
$d_{\mathrm{GHP}}$
in (2.3); see [Reference Khezeli25, Subsection 4.1] for examples.
Proposition A.4. For each
$N_{0} \geq 1$
, it holds that
in the pointed Gromov–Hausdorff topology, where the metrics
$R_{n}$
and R are restricted to
$V_{n}^{(N_{0})}$
and
$\operatorname{cl}\!(V^{(N_{0})})$
, respectively.
Proof. Conditions (i) and (ii) in Assumption A.1, combined with Theorem 2.6 in [Reference Abraham, Delmas and Hoscheit1], imply that
$\{(V_{n}^{(N_{0})}, R_{n}, \rho_{n}) \mid n \geq 1\}$
is precompact in the pointed Gromov–Hausdorff topology. So it suffices to show that the limit of any convergent subsequence is
$(\!\operatorname{cl}\!(V^{(N_{0})}), R, \rho)$
. To simplify the subscripts, we suppose that
$(V_{n}^{(N_{0})}, R_{n}, \rho_{n})$
converges to a rooted compact metric space
$(S, d^{S}, \rho_{S})$
, and we will prove that there exists a root-preserving isometry from
$(S, d^{S}, \rho_{S})$
to
$(\!\operatorname{cl}\!(V^{(N_{0})}), R, \rho)$
. We may assume that
$(V_{n}^{(N_{0})}, R_{n})$
and
$(S, d^{S})$
are isometrically embedded into a common rooted compact metric space
$(M, d^{M}, \rho_{M})$
in such a way that
$V_{n}^{(N_{0})} \to S$
in the Hausdorff topology in M and
$\rho_{n} = \rho_{S} = \rho_{M}$
as elements in M. Let
$S_{0}$
be a countable dense subset of S containing
$\rho_{S}$
. For
$x \in S_{0}$
, we can find
$h_{n}(x) \in V_{n}^{(N_{0})}$
such that
$h_{n}(x) \to x$
in M. Since
$h_{n}(x) \in V^{(N_{0})}$
and
$(\!\operatorname{cl}\!(V^{(N_{0})}), R)$
is compact, there exist a subsequence
$(n_{k}^{x})_{k \geq 1}$
and an element
$f(x) \in \operatorname{cl}\!(V^{(N_{0})})$
such that
$h_{n_{k}^x}(x) \to f(x)$
in
$(\!\operatorname{cl}\!(V^{(N_{0})}), R)$
. By a diagonal argument, we may assume the subsequence
$(n_{k}^{x})_{k \geq 1}$
is independent of x and write
$(n_{k})_{k \geq 1}$
for it. Note that we may further assume that
$f(\rho_{S}) = \rho$
. For
$x, y \in S_{0}$
, we have that
\begin{align*} |d^{S}(x,y) - R(\,f(x), f(y))| &\leq d^{M}(x, h_{n_{k}}(x)) + d^{M}(y, h_{n_{k}}(y)) \\ &\quad + |R_{n_{k}}(h_{n_{k}}(x), h_{n_{k}}(y)) - R(h_{n_{k}}(x), h_{n_{k}}(y))| \\ &\quad + |R(h_{n_{k}}(x), h_{n_{k}}(y)) - R(\,f(x), f(y))|. \end{align*}
This, combined with Proposition A.3, implies that
$f \colon S_{0} \to \operatorname{cl}\!(V^{(N_{0})})$
is root-and-distance-preserving. By a standard argument, the domain of f is extended to S so that
$f \colon S \to \operatorname{cl}\!(V^{(N_{0})})$
is still root-and-distance-preserving. For
$x \in V^{(N_{0})}$
, we have that
$\tilde{h}_{n}(x) \;:\!=\; x \in V_{n}^{(N_{0})}$
for all sufficiently large n. By the convergence
$V_{n}^{(N_{0})} \to S$
in M, there exist a subsequence
$(\tilde{n}_{k}^{x})_{k \geq 1}$
and
$\tilde{f}(x) \in S$
such that
$\tilde{h}_{\tilde{n}_{k}^{x}}(x) \to \tilde{f}(x)$
in M. By the same argument as before, we may assume that
$(\tilde{n}_{k}^{x})_{k \geq 1}$
is independent of x and write
$(\tilde{n}_{k})_{k \geq 1}$
for it. For
$x, y \in V^{(N_{0})}$
, we have that
Again, Proposition A.3 yields that
$\tilde{f} \colon V^{(N_{0})} \to S$
is distance-preserving, and it is extended to a distance-preserving map
$\tilde{f} \colon \operatorname{cl}\!(V^{(N_{0})}) \to S$
. By Theorem 1.6.14 in [Reference Burago, Burago and Ivanov12], we deduce that
$f \colon S \to \operatorname{cl}\!(V^{(N_{0})})$
is a root-preserving isometry, which completes the proof.
Finally, we prove Theorem A.1.
Proof of Theorem
A.1. For
$r>0$
, by Assumption A.1(iii) and the proof of Lemma A.2, we can find
$N \geq 1$
such that
These imply that
$D_{R_{n}}(\rho_{n}, r) \subseteq V_{n}^{(N)}$
for all sufficiently large n and
$D_{R}(\rho, r) \subseteq \operatorname{cl}\!(V^{(N)})$
. From Proposition A.4, we deduce that, for all but countably many
$r>0$
,
in the pointed Gromov–Hausdorff topology, where the metrics are restricted appropriately. Hence, we obtain the convergence (A.1). For
$N \geq 1$
, by Lemma A.1, we can find
$r>0$
such that
for all sufficiently large n, which implies that
$B_{R_{n}}(\rho_{n}, r)^{c} \subseteq V_{n} \setminus K^{(N)}$
. This, combined with Assumption A.1(iii), implies the non-explosion condition (A.2).
Now we apply Theorem A.1 to the random conductance model on the unbounded Sierpiński gasket. Recall the setting of Example A.1. Here, we put random conductances on
$(V_{n}, E_{n})$
as follows. Let
$c_{n} = \{c_{n}(e) \mid e \in E_{n}\}$
be a collection of i.i.d. strictly positive random variables built on a probability space
$(\Omega, \mathcal{G}, \mathbb{P})$
. We assume that there exist constants
$C_{1}, C_{2} > 0$
satisfying
$C_{1} < c_{n}(e) < C_{2}$
with probability 1 for all
$e \in E_{n}$
and n. We regard
$c_{n}$
as a random conductance set on
$V_{n}$
to obtain a random electrical network
$G_{n} = (V_{n}, E_{n}, c_{n})$
with root
$\rho_{n} \;:\!=\; (0,0)$
. Set
$a_{n} = (5/3)^{n}$
. The homogenization result in [Reference Kumagai28] implies that there exists a sequence of deterministic, compatible electrical networks
$G|_{n} = (V_{n}, E|_{n}, c|_{n})$
such that
$a_{n} c_{n}|_{m}^{(N)} \to c|_{m}^{(N)}$
in
$L^{1}(\Omega, \mathbb{P})$
, which corresponds to Assumption A.1(iv). Since the random conductances are uniformly bounded, the other conditions of Assumption A.1 are satisfied with probability 1. Therefore, we obtain the convergence (A.1) in probability. Let
$K_{0}$
be the Sierpiński gasket, i.e. the unique non-empty compact subset of
$\mathbb{R}^{2}$
satisfying
$K_{0} = \bigcup_{i=1}^{3} \psi_{i}(K_{0})$
. We then define
$K_{\infty} \;:\!=\; \bigcup_{n \geq 0} 2^{n} K_{0}$
equipped with the induced topology from
$\mathbb{R}^{2}$
. We note that there exists a homeomorphism
$H \colon K_{\infty} \to F$
such that
$H(x) = x$
for all
$x \in V$
, and hence we may identify F with
$K_{\infty}$
. We write
$\mu_{K_0}$
for a self-similar measure on
$K_0$
corresponding to the
$\log_2 3$
Hausdorff measure in the Euclidean metric, which is unique up to a constant multiple. We then define
$\mu$
to be a measure on the unbounded Sierpiński gasket F characterized by
$\mu|_{K_0} = \mu_{K_0}$
and
$3 \mu = \mu \circ \psi_{1}^{-1}$
. As mentioned in [Reference Croydon, Hambly and Kumagai18, Remark 6.19], there exists a deterministic constant
$c_{0} > 0$
such that the random measures
$b_{n}^{-1} \mu_{G_{n}}$
, where we set
$b_{n} = c_{0}3^{n}$
, converge to
$\mu$
on F in probability with respect to the vague topology for Radon measures on
$\mathbb{R}^{2}$
. (Note that in [Reference Croydon, Hambly and Kumagai18, Remark 6.19], the compact Sierpiński gasket
$K_{0}$
is considered, but it is easy to extend the result to the unbounded Sierpiński gasket.) As a consequence, it holds that
in the local Gromov–Hausdorff-vague topology. The assumption of the lower bound on the random conductances and Proposition A.2 in [Reference Noda33] imply that the metric-entropy condition is satisfied. Theorem 1.2 yields the convergence of the random walks and local times on
$G_{n}$
. The same result holds for random conductances with finite expectation without assuming boundedness from above, and for homogenization on fractals in a more general setting, see [Reference Croydon17] and [Reference Croydon, Hambly and Kumagai18, Section 6].
Appendix B. Convergence of traces
Under Assumption 1.1(i), it is an immediate consequence of the convergence with respect to the local Gromov–Hausdorff-vague topology that, for all but countably many
$r>0$
,
in the Gromov–Hausdorff–Prohorov topology, where we recall the restriction operator
$\cdot^{(r)}$
from (1.1). However, this does not necessarily imply the convergence of traces
$(\tilde{V}_{n}^{(r)}, \tilde{R}_{n}^{(r)}, \tilde{\rho}_{n}^{(r)}, \tilde{\mu}_{n}^{(r)})$
because
$\hat{\mu}_{n}^{(r)} \neq \tilde{\mu}_{n}^{(r)}$
in general (recall the notation for traces from Section 5). As implied in Corollary 4.1, there is a difference between
$\hat{\mu}_{n}^{(r)}$
and
$\tilde{\mu}_{n}^{(r)}$
due to the effect of jumps of the Markov chain to the outside of the trace. In this appendix, we provide a sufficient condition for the convergence of the traces (Theorems B.1 and B.2).
Assume that we are in the setting of Theorem 1.1. We define the total scaled conductance on edges crossing over a set A (with respect to the scaled metric
$\hat{R}_{n}$
) by
\begin{align*} \mathsf{CC}_{n}(A) \;:\!=\; \sum_{\substack{x \in A \\ y \notin A}} b_{n}^{-1} c_{G_{n}}(x,y).\end{align*}
We now suppose that, for each n, we have a compact subset
$K_{n}$
of
$(\hat{V}_{n}, \hat{R}_{n})$
containing
$\rho_{n}$
. We write
Similarly, given a compact subset K of (F, R), we define restrictions
$R^{(K)},\, \rho^{(K)}$
, and
$\mu^{(K)}$
. We consider the following conditions: convergence of restricted spaces and decay of
$\mathsf{CC}_n(K_n)$
.
Assumption B.1.
-
(i) It holds that
in the Gromov–Hausdorff–Prohorov topology for some compact subset K of (F, R).
\begin{align*} (K_{n}, \hat{R}_{n}^{(K_{n})}, \hat{\rho}_{n}^{(K_{n})}, \hat{\mu}_{n}^{(K_{n})}) \to (K, R^{(K)}, \rho^{(K)}, \mu^{(K)}) \end{align*}
-
(ii) It holds that
$\lim_{n \to \infty} \mathsf{CC}_{n}(K_{n}) = 0$
.
Recall from Subsection 4.2 that
$G_{n}|_{K_{n}}$
denotes the trace of the electrical network
$G_{n}$
onto
$K_{n}$
. We equip
$G_{n}|_{K_{n}}$
with the root
$\rho_{n}$
. We then write
As before, we note that
$\tilde{R}_{n}^{(K_{n})} = \hat{R}_{n}^{(K_{n})}$
and
$\tilde{\rho}_n^{(K_{n})} = \hat{\rho}_{n}^{(K_{n})}$
, but
$\tilde{\mu}_{n}^{(K_{n})} \neq \hat{\mu}_{n}^{(K_{n})}$
in general.
Theorem B.1. Under Assumption B.1, it holds that
in the Gromov–Hausdorff–Prohorov topology.
Proof. Fix a subset
$A \subseteq K_{n}$
. By Corollary 4.1, we deduce that
\begin{align*} \tilde{\mu}_n^{(K_n)}(A) \leq \hat{\mu}_{n}^{(K_{n})}(A) &\leq \sum_{x \in A} b_{n}^{-1} c_{G_{n}|_{K_{n}}}(x) + \sum_{x \in A} \sum_{y \notin K_{n}} b_{n}^{-1} c_{G_{n}}(x, y) \\ &\leq \tilde{\mu}_{n}^{(K_{n})}(A) + \mathsf{CC}_{n}(K_{n}), \end{align*}
which implies that
where
$d_{\mathrm{P}}^{K_{n}}$
denotes the Prohorov metric on
$\mathcal{M}_{\mathrm{fin}}(K_{n})$
. By Assumption B.1(i), we can embed all the metric spaces
$(K_n, \tilde{R}_n^{(K_n)})$
and
$(K, R^{(K)})$
isometrically into a common rooted compact metric space
$(M, d^M, \rho_M)$
in such a way that
$\tilde{\rho}_n^{(K_n)} = \rho^{(K)} = \rho_M$
as elements of M, and
$\hat{\mu}_n^{(K_n)} \to \mu^{(K)}$
weakly as measures on M. From Assumption B.1(ii) and (B.1), it follows that
$\tilde{\mu}_n^{(K_n)} \to \mu^{{(K)}}$
weakly. Since we have that
$\hat{R}_{n}^{(K_{n})} = \tilde{R}_{n}^{(K_{n})}$
and
$\hat{\rho}_{n}^{(K_{n})} = \tilde{\rho}_{n}^{(K_{n})}$
(by definition), we obtain the desired result.
We next consider random electrical networks. We proceed in the setting of Theorem 1.2 and suppose that
$(K_{n}, \hat{R}_{n}^{(K_{n})}, \hat{\rho}_{n}^{(K_{n})}, \hat{\mu}_{n}^{(K_{n})})$
is a random element of
$\mathbb{F}_{\mathrm c}$
, where
$K_{n}$
is a subset of the random set
$\hat{V}_{n}$
and the space
$\mathbb{F}_{\mathrm c}$
is recalled from Definition 1.1. The following is a version of Assumption B.1 for random electrical networks.
Assumption B.2.
-
(i) It holds that
in the Gromov–Hausdorff–Prohorov topology for some random element
\begin{align*} (K_{n}, \hat{R}_{n}^{(K_{n})}, \hat{\rho}_{n}^{(K_{n})}, \hat{\mu}_{n}^{(K_{n})}) \xrightarrow{\mathrm{d}} (K, R^{(K)}, \rho^{(K)}, \mu^{(K)}) \end{align*}
$(K, R^{(K)}, \rho^{(K)}, \mu^{(K)})$
of
$\mathbb{F}_{\mathrm c}$
, where K is a compact subset of (F, R).
-
(ii) It holds that
$\mathsf{CC}_{n}(K_{n}) \xrightarrow{\mathrm{p}} 0$
.
Theorem B.2. Under Assumption B.2, it holds that
in the Gromov–Hausdorff–Prohorov topology.
Proof. From (B.1) and Assumption B.2(ii), it follows that
$d_{\mathrm{P}}^{K_{n}}( \hat{\mu}_{n}^{(K_{n})}, \tilde{\mu}_{n}^{(K_{ n})}) \xrightarrow{\mathrm{p}} 0$
. Similarly to the proof of Theorem B.1, we obtain the desired result.
Remark B.1. Assumption B.1 implies that if we take r sufficiently large then
$K_{n} \subseteq \hat{V}_{n}^{(r)}$
holds for all n. It then follows that the sequence of which the convergence is considered in TheoremB.1 satisfies the non-explosion condition. Hence, if the sequence satisfies the metric-entropy condition then we obtain the convergence of the associated processes and local times. The same is true for Theorem B.2.
Example B.1. Recall the random conductance model on the unbounded Sierpiński gasket we considered at the end of Appendix A. Fix
$N \geq 1$
. Since
$\mu \left( \partial (\!\operatorname{cl}\!(V^{(N)})) \right) = 0$
, where
$\partial \cdot$
denotes the boundary with respect to (F, R), it is elementary to check that
$b_{n}^{-1} \mu_{G_{n}}|_{V_{n}^{(N)}}$
converges to
$\mu|_{\operatorname{cl}\!(V^{(N)})}$
in probability with respect to the weak topology for finite measures on
$\mathbb{R}^{2}$
. This, combined with Proposition A.4, yields that
in the Gromov–Hausdorff–Prohorov topology. Moreover, the boundedness of the random conductances and the fact that the cardinality of
$\{x \in V_{n}^{(N)} \mid \mbox{ there exists } y \in V_{n} \setminus V_{n}^{(N)} \text{such that}\ \{x, y\} \in E_{n} \}$
is 4 imply Assumption B.2(ii). Hence, we obtain the convergence of traces
$G_{n}|_{V_{n}^{(N)}}$
. As we mentioned in Remark B.1, we also obtain the convergence of the random walks and local times on
$G_{n}|_{V_{n}^{(N)}}$
.
Use of artificial intelligence
During the revision of the manuscript, the author used OpenAI Codex (GPT-5.6 Sol) for assistance with English-language editing and for identifying and correcting evident computational errors and inconsistencies in notation. All resulting suggestions and revisions were independently reviewed and verified by the author, who takes full responsibility for the content of the article.
Acknowledgements
I thank my supervisor Dr David Croydon for his support and fruitful discussions. I also thank the anonymous referee for careful reading and valuable comments, which helped improve the presentation of this paper.
Funding information
This work was supported by JSPS KAKENHI grant number JP 24KJ1447 and the Research Institute for Mathematical Sciences, an International Joint Usage/Research Center located in Kyoto University.
Competing interests
There were no competing interests to declare which arose during the preparation or publication process for this article.

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