Published July 2015 | Version v1
Journal article

SPECTRAL ANALYSIS OF HYPOELLIPTIC RANDOM WALKS

Description

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.

Additional details

Identifiers

URL
https://hal.archives-ouvertes.fr/hal-00817908
URN
urn:oai:HAL:hal-00817908v1

Origin repository

Origin repository
UNICA