Convergence of time-inhomogeneous geodesic random walks and its application to coupling methods

DOI10.1214/11-AOP676zbMATH Open1266.60060arXiv1210.3138OpenAlexW3105609728MaRDI QIDQ690868FDOQ690868

Authors: Kazumasa Kuwada 

Publication date: 29 November 2012

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

Abstract: We study an approximation by time-discretized geodesic random walks of a diffusion process associated with a family of time-dependent metrics on manifolds. The condition we assume on the metrics is a natural time-inhomogeneous extension of lower Ricci curvature bounds. In particular, it includes the case of backward Ricci flow, and no further a priori curvature bound is required. As an application, we construct a coupling by reflection which yields a nice estimate of coupling time, and hence a gradient estimate for the associated semigroups.

Full work available at URL: https://arxiv.org/abs/1210.3138

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zbMATH Keywords

couplingdiffusion processRicci flowgeodesic random walk

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Methods of global Riemannian geometry, including PDE methods; curvature restrictions (53C21) Heat and other parabolic equation methods for PDEs on manifolds (58J35) Diffusion processes and stochastic analysis on manifolds (58J65)

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Cited In (12)

• An entropy formula for the heat equation on manifolds with time-dependent metric, application to ancient solutions
• Couplings of the Brownian motion via discrete approximation under lower Ricci curvature bounds
• A stochastic target approach to Ricci flow on surfaces
• Semiclassical limits of quantum partition functions on infinite graphs
• A coupling of Brownian motions in the \(\mathcal{L}_0\)-geometry
• Transportation-cost inequalities on path spaces over manifolds carrying geometric flows
• Diffusion semigroup on manifolds with time-dependent metrics
• Space-time Wasserstein controls and Bakry-Ledoux type gradient estimates
• Reflecting diffusion processes on manifolds carrying geometric flow
• Homogenisation for anisotropic kinetic random motions
• Spectral gap on Riemannian path space over static and evolving manifolds
• Monotonicity of time-dependent transportation costs and coupling by reflection

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