A convergence to Brownian motion on sub-Riemannian manifolds

DOI10.1090/TRAN/6831zbMATH Open1372.60119arXiv1403.0142OpenAlexW2964076333WikidataQ115280629 ScholiaQ115280629MaRDI QIDQ5267971FDOQ5267971

Authors: Maria Gordina, Thomas Laetsch 

Publication date: 14 June 2017

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Abstract: This paper considers a classical question of approximation of Brownian motion by a random walk in the setting of a sub-Riemannian manifold $M$. 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 $M$ 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 $M$ 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.

Full work available at URL: https://arxiv.org/abs/1403.0142

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zbMATH Keywords

random walkBrownian motionhypoelliptic operatorsub-Riemannian manifold

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Diffusion processes and stochastic analysis on manifolds (58J65)

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Cited In (13)

• Radial processes for sub-Riemannian Brownian motions and applications
• Convergence of Brownian motions on metric measure spaces under Riemannian curvature-dimension conditions
• Riemannian submersions of brownian motions
• Sub-Laplacians on sub-Riemannian manifolds
• Beyond Haar and Cameron-Martin: the Steinhaus support
• Hypoelliptic heat kernels on nilpotent Lie groups
• Title not available (Why is that?)
• Intrinsic random walks and sub-Laplacians in sub-Riemannian geometry
• Cartan connections for stochastic developments on sub-Riemannian manifolds
• Chernoff approximations of Feller semigroups in Riemannian manifolds
• On the Conservativeness of the Brownian Motion on a Riemannian Manifold
• Gradient bounds for Kolmogorov type diffusions
• Finite energy coordinates and vector analysis on fractals

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