Spectral analysis of random walk operators on euclidian space

Details Spectral analysis of random walk operators on euclidian space Spectral analysis of random walk operators on euclidian space

2010-06-15

arxiv.org/abs/1006.3065v1

Mathematics

Spectral Theory

19 pages

Scientific paper

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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