Semi-classical analysis of a random walk on a manifold

DOI10.1214/09-AOP483zbMath1187.58033arXiv0802.0644MaRDI QIDQ2268701

Gilles Lebeau, Laurent Michel

Publication date: 8 March 2010

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0802.0644

zbMATH Keywords

eigenvalues; Riemannian manifold; spectral theory; Markov chain; semi-classical analysis; random walk; Metropolis algorithm

Mathematics Subject Classification ID

35S05: Pseudodifferential operators as generalizations of partial differential operators

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

58J65: Diffusion processes and stochastic analysis on manifolds

Related Items

Randomized interior point methods for sampling and optimization, Random walks and approximate integration on compact homogeneous spaces, Gibbs/Metropolis algorithms on a convex polytope, Random walk on surfaces with hyperbolic cusps, Geometric analysis for the Metropolis algorithm on Lipschitz domains, Micro-local analysis for the Metropolis algorithm, Intrinsic random walks and sub-Laplacians in sub-Riemannian geometry, The Markov chain Monte Carlo revolution

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