Weak Convergence to Brownian Motion on Sub-Riemannian Manifolds
Abstract
This paper considers a classical question of approximation of Brownian motion by a random walk in the setting of a sub-Riemannian manifold . 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 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 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