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

DOI10.1214/11-AOP676MaRDI QIDQ690868zbMATHOpenAlexFDO

Authors Kazumasa Kuwada

Publication date 29 November 2012

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

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

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)

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.

Recommendations

• Diffusion semigroup on manifolds with time-dependent metrics
• Couplings of the Brownian motion via discrete approximation under lower Ricci curvature bounds
• Reflecting diffusion processes on manifolds carrying geometric flow
• Geodesic random walks, diffusion processes and Brownian motion on Finsler manifolds
• Metric measure spaces with variable Ricci bounds and couplings of Brownian motions

Cites work

• scientific article; zbMATH DE number 5595246 (Why is no real title available?)
• scientific article; zbMATH DE number 3951715 (Why is no real title available?)
• scientific article; zbMATH DE number 3664138 (Why is no real title available?)
• scientific article; zbMATH DE number 43057 (Why is no real title available?)
• scientific article; zbMATH DE number 1262762 (Why is no real title available?)
• scientific article; zbMATH DE number 1354815 (Why is no real title available?)
• scientific article; zbMATH DE number 550770 (Why is no real title available?)
• scientific article; zbMATH DE number 558930 (Why is no real title available?)
• scientific article; zbMATH DE number 1053716 (Why is no real title available?)
• A note on the central limit theorem for geodesic random walks
• Brownian motion with respect to time-changing Riemannian metrics, applications to Ricci flow
• Coupling of Brownian motions and Perelman's \(\mathcal L\)-functional
• Couplings of the Brownian motion via discrete approximation under lower Ricci curvature bounds
• Gradient estimates on manifolds using coupling
• Horizontal diffusion in \(C^1\) path space
• Intrinsic coupling on Riemannian manifolds and polyhedra
• Isotropic Transport Process on a Riemannian Manifold
• Non-explosion of diffusion processes on manifolds with time-dependent metric
• On estimation of the logarithmic Sobolev constant and gradient estimates of heat semigroups
• On tail probabilities for martingales
• On the discrete analogues of some generalizations of Gronwall's inequality
• Ricci flow, entropy and optimal transportation
• Sobolev inequalities and Myers's diameter theorem for an abstract Markov generator
• Sobolev inequalities, heat kernels under Ricci flow, and the Poincaré conjecture
• Stochastic analysis on manifolds
• TIME-DEPENDENT DIRICHLET FORMS AND RELATED STOCHASTIC CALCULUS
• The central limit problem for geodesic random walks
• The theory of generalized Dirichlet forms and its applications in analysis and stochastics
• \(\mathcal L\)-optimal transportation for Ricci flow

Cited in

(12)

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

This page was built for publication: Convergence of time-inhomogeneous geodesic random walks and its application to coupling methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q690868)