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Mixing rates for Brownian motion in a convex polyhedron
Published online by Cambridge University Press: 14 July 2016
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.
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- Copyright © Applied Probability Trust 1990
Footnotes
Research supported by the National Security Agency under Grant Number MDA 904-88-H-2014.
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