Published July 2015
| Version v1
Journal article
SPECTRAL ANALYSIS OF HYPOELLIPTIC RANDOM WALKS
Creators
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