We prove a sharp rate of convergence to stationarity for a natural random walk on a compact Riemannian manifold (M, g). The proof includes a detailed study of the spectral theory of the associated operator.
Publié le : 2010-01-15
Classification:
Random walk,
Metropolis,
pseudo-differential calculus,
58J65,
60J10,
35S05
@article{1264433999,
author = {Lebeau, Gilles and Michel, Laurent},
title = {Semi-classical analysis of a random walk on a manifold},
journal = {Ann. Probab.},
volume = {38},
number = {1},
year = {2010},
pages = { 277-315},
language = {en},
url = {http://dml.mathdoc.fr/item/1264433999}
}
Lebeau, Gilles; Michel, Laurent. Semi-classical analysis of a random walk on a manifold. Ann. Probab., Tome 38 (2010) no. 1, pp. 277-315. http://gdmltest.u-ga.fr/item/1264433999/