English

Weak Convergence to Brownian Motion on Sub-Riemannian Manifolds

Probability 2014-10-07 v2 Differential Geometry

Abstract

This paper considers a classical question of approximation of Brownian motion by a random walk in the setting of a sub-Riemannian manifold MM. To construct such a random walk we first address several issues related to the degeneracy of such a manifold. In particular, we define a family of sub-Laplacian operators naturally connected to the geometry of the underlining manifold. In the case when MM is a Riemannian (non-degenerate) manifold, we recover the Laplace-Beltrami operator. We then construct the corresponding random walk, and under standard assumptions on the sub-Laplacian and MM we show that this random walk weakly converges to a process, horizontal Brownian motion, whose infinitesimal generator is the sub-Laplacian. An example of the Heisenberg group equipped with a standard sub-Riemannian metric is considered in detail, in which case the sub-Laplacian we introduced is shown to be the sum of squares (H\"{o}rmander's) operator.

Keywords

Cite

@article{arxiv.1403.0142,
  title  = {Weak Convergence to Brownian Motion on Sub-Riemannian Manifolds},
  author = {Maria Gordina and Thomas Laetsch},
  journal= {arXiv preprint arXiv:1403.0142},
  year   = {2014}
}

Comments

minor changes including title change