Accelerating Brownian motion on N-torus

被引:10
|
作者
Pai, Hui-Ming [1 ]
Hwang, Chii-Ruey [2 ]
机构
[1] Natl Taipei Univ, Dept Stat, San Shia 237, Taiwan
[2] Acad Sinica, Inst Math, Taipei 11529, Taiwan
关键词
Spectral gap; Antisymmetric perturbation; Torus; Convergence rate; Diffusions;
D O I
10.1016/j.spl.2013.02.009
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
On N-torus, we consider antisymmetric perturbations of Laplacian of the form L-C (=) over dot Delta + C center dot del, where C is a divergence free vector field. The spectral gap, denoted by lambda(C), of L(C) is defined by -sup{real part of mu, mu is in the spectrum of L-C, mu not equal 0}. We characterize for a certain class of C's, the limit of lambda(kC) as k goes to infinity and prove that sup {lambda(C), C is divergence free} = infinity. This problem is motivated by accelerating diffusions. By adding a weighted antisymmetric drift to a reversible diffusion, the convergence to the equilibrium is accelerated using the spectral gap as a comparison criterion. However, how good can the improvement be is yet to be answered. In this paper, we demonstrate that on N-torus the acceleration of Brownian motion could be infinitely fast. (C) 2013 Elsevier B.V. All rights reserved.
引用
收藏
页码:1443 / 1447
页数:5
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