Spectral analysis of hypoelliptic random walks
From MaRDI portal
Hypoelliptic equations (35H10) Estimates of eigenvalues in context of PDEs (35P15) Spectral problems; spectral geometry; scattering theory on manifolds (58J50) Diffusion processes and stochastic analysis on manifolds (58J65) Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Abstract: 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.
Recommendations
- Semi-classical analysis of a random walk on a manifold
- Spectral analysis of random walk operators on Euclidean space
- Spectral analysis of 1D nearest-neighbor random walks and applications to subdiffusive trap and barrier models
- scientific article; zbMATH DE number 3982199
- Spectral analysis of Sinai's walk for small eigenvalues
Cites work
- Balls and metrics defined by vector fields. I: Basic properties
- Geometric analysis for the Metropolis algorithm on Lipschitz domains
- Gibbs/Metropolis algorithms on a convex polytope
- Hypoelliptic differential operators and nilpotent groups
- Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions
- Subelliptic estimates and function spaces on nilpotent Lie groups
- The Euler scheme for stochastic differential equations: Error analysis with Malliavin calculus
- The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function
- The Poincaré inequality for vector fields satisfying Hörmander's condition
- What do we know about the Metropolis algorithm?
Cited in
(7)- Semi-classical analysis of a random walk on a manifold
- Spectral analysis of random walk operators on Euclidean space
- On the precision of the spectral profile
- Short Normal Paths and Spectral Variation
- scientific article; zbMATH DE number 3982199 (Why is no real title available?)
- Spectral analysis of 1D nearest-neighbor random walks and applications to subdiffusive trap and barrier models
- Harmonic analysis of finite lamplighter random walks
This page was built for publication: Spectral analysis of hypoelliptic random walks
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5261662)
