SPECTRAL ANALYSIS OF HYPOELLIPTIC RANDOM WALKS

DOI10.1017/S1474748014000073zbMath1326.58021arXiv1304.6995OpenAlexW3104062077MaRDI QIDQ5261662

Laurent Michel, Gilles Lebeau

Publication date: 6 July 2015

Published in: Journal of the Institute of Mathematics of Jussieu (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.6995

zbMATH Keywords

spectral theoryreversible Markov chainhypoelliptic random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Estimates of eigenvalues in context of PDEs (35P15) Spectral problems; spectral geometry; scattering theory on manifolds (58J50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes and stochastic analysis on manifolds (58J65) Hypoelliptic equations (35H10)

Cites Work

• Gibbs/Metropolis algorithms on a convex polytope
• Geometric analysis for the Metropolis algorithm on Lipschitz domains
• Balls and metrics defined by vector fields. I: Basic properties
• Subelliptic estimates and function spaces on nilpotent Lie groups
• Hypoelliptic differential operators and nilpotent groups
• What do we know about the Metropolis algorithm?
• The Poincaré inequality for vector fields satisfying Hörmander's condition
• 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
• [https://portal.mardi4nfdi.de/wiki/Publication:3889862 Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions]

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