Open Access
January 2010 Semi-classical analysis of a random walk on a manifold
Gilles Lebeau, Laurent Michel
Ann. Probab. 38(1): 277-315 (January 2010). DOI: 10.1214/09-AOP483


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.


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Gilles Lebeau. Laurent Michel. "Semi-classical analysis of a random walk on a manifold." Ann. Probab. 38 (1) 277 - 315, January 2010.


Published: January 2010
First available in Project Euclid: 25 January 2010

zbMATH: 1187.58033
MathSciNet: MR2599200
Digital Object Identifier: 10.1214/09-AOP483

Primary: 35S05 , 58J65 , 60J10

Keywords: Metropolis , pseudo-differential calculus , Random walk

Rights: Copyright © 2010 Institute of Mathematical Statistics

Vol.38 • No. 1 • January 2010
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