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arXiv · 1304.6995

Spectral Analysis of hypoelliptic random walks

Gilles Lebeau·Laurent Michel
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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.

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Gilles Lebeau, Laurent Michel. 2013-04-25. Spectral Analysis of hypoelliptic random walks. https://doi.org/10.1017/s1474748014000073

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