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Mixing rates for Brownian motion in a convex polyhedron

Published online by Cambridge University Press:  14 July 2016

Peter Matthews
Peter Matthews*
Affiliation:
University of Maryland Baltimore County
*
∗Postal address: Department of Mathematics and Statistics, University of Maryland, Baltimore County, Baltimore, MD 21228, USA.
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Abstract

For Brownian motion on a convex polyhedral subset of a sphere or torus, the rate of convergence in distribution to uniformity is studied. The main result is a method to take a Markov coupling on the full sphere or torus and create a faster coupling on the convex polyhedral subset. Upper bounds on variation distance are computed, and applications are discussed.

Keywords

COUPLINGREFLECTING BROWNIAN MOTIONVARIATION DISTANCEVOLUME OF A POLYHEDRON
Type
Research Papers
Information
Journal of Applied Probability , Volume 27 , Issue 2 , June 1990 , pp. 259 - 268
Copyright
Copyright © Applied Probability Trust 1990 

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Footnotes

Research supported by the National Security Agency under Grant Number MDA 904-88-H-2014.

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