In the present paper, as a continuation of our preceding paper (Ishiwata et al. 2018), we study another kind of central limit theorems (CLTs) for non-symmetric random walks on nilpotent covering graphs from a view point of discrete geometric analysis developed by Kotani and Sunada. We introduce a one-parameter family of random walks which interpolates between the original non-symmetric random walk and the symmetrized one. We first prove a semigroup CLT for the family of random walks by realizing the nilpotent covering graph into a nilpotent Lie group via discrete harmonic maps. The limiting diffusion semigroup is generated by the homogenized sub-Laplacian with a constant drift of the asymptotic direction on the nilpotent Lie group, which is equipped with the Albanese metric associated with the symmetrized random walk. We next prove a functional CLT (i.e., Donsker-type invariance principle) in a Hölder space over the nilpotent Lie group by combining the semigroup CLT, standard martingale techniques, and a novel pathwise argument inspired by rough path theory. Applying the corrector method, we finally extend these CLTs to the case where the realizations are not necessarily harmonic.
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