A convergence to Brownian motion on sub-Riemannian manifolds

Abstract

This paper considers a classical question of approximation of Brownian motion by a random walk in the setting of a sub-Riemannian manifold <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper M"> <mml:semantics> <mml:mi>M</mml:mi> <mml:annotation encoding="application/x-tex">M</mml:annotation> </mml:semantics> </mml:math> </inline-formula> . To construct such a random walk we first address several issues related to the degeneracy of such a manifold. In particular, we define a family of sub-Laplacian operators naturally connected to the geometry of the underlying manifold. In the case when <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper M"> <mml:semantics> <mml:mi>M</mml:mi> <mml:annotation encoding="application/x-tex">M</mml:annotation> </mml:semantics> </mml:math> </inline-formula> is a Riemannian (non-degenerate) manifold, we recover the Laplace-Beltrami operator. We then construct the corresponding random walk, and under standard assumptions on the sub-Laplacian and <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper M"> <mml:semantics> <mml:mi>M</mml:mi> <mml:annotation encoding="application/x-tex">M</mml:annotation> </mml:semantics> </mml:math> </inline-formula> we show that this random walk converges (at the level of semigroups) to a process, horizontal Brownian motion, whose infinitesimal generator is the sub-Laplacian. An example of the Heisenberg group equipped with a standard sub-Riemannian metric is considered in detail, in which case the sub-Laplacian we introduced is shown to be the sum of squares (Hörmander’s) operator.