Spectral Analysis of hypoelliptic random walks
Analysis of PDEs
2015-06-10 v1 Probability
Abstract
We study the spectral theory of a reversible Markov chain associated to a hypoelliptic random walk on a manifold M. This random walk depends on a parameter h which is roughly the size of each step of the walk. We prove uniform bounds with respect to h on the rate of convergence to equilibrium, and the convergence when h goes to zero to the associated hypoelliptic diffusion.
Cite
@article{arxiv.1304.6995,
title = {Spectral Analysis of hypoelliptic random walks},
author = {Gilles Lebeau and Laurent Michel},
journal= {arXiv preprint arXiv:1304.6995},
year = {2015}
}