Uniform approximation of the heat kernel on a manifold
Probability
2020-03-03 v4 Differential Geometry
Abstract
We approximate the heat kernel on a compact connected Riemannian manifold without boundary uniformly in , , by -fold integrals over of the densities of Brownian bridges. Moreover, we provide an estimate for the uniform convergence rate. As an immediate corollary, we get a uniform approximation of solutions of the Cauchy problem for the heat equation on .
Cite
@article{arxiv.math/0701281,
title = {Uniform approximation of the heat kernel on a manifold},
author = {Evelina Shamarova and Alexandre B. Simas},
journal= {arXiv preprint arXiv:math/0701281},
year = {2020}
}
Comments
Minor corrections