Spectral analysis of random walk operators on euclidian space

2010/06/15 by Colin Guillarmou, Guillarmou, Colin, Laurent Michel +1
Mathematics · #FOS: Mathematics #Probability (math.PR) #Spectral Theory (math.SP) #math.PR #math.SP

paper · pdf · doi:10.48550/arxiv.1006.3065

19 pages

arxiv created 2010/06/15 · arxiv updated 2010/06/16

Abstract

We study the operator associated to a random walk on \R^d endowed with a probability measure. We give a precise description of the spectrum of the operator near 1 and use it to estimate the total variation distance between the iterated kernel and its stationary measure. Our study contains the case of Gaussian densities on \R^d.

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