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 M M . 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 M M 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 M M 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.