Journal
ANNALS OF APPLIED PROBABILITY
Volume 15, Issue 2, Pages 1433-1444Publisher
INST MATHEMATICAL STATISTICS
DOI: 10.1214/105051605000000025
Keywords
diffusion; convergence rate; acceleration; spectral gap; spectrum; variational norm; ergodicity; MCMC; Monte Carlo Markov process
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Roughly speaking, L-C is a perturbation of the self-adjoint L-0 by an antisymmetric operator C (.) del, where C is weighted divergence free. We prove that lambda(C) <= (0) and equality holds only in some rare situations. Furthermore, rho(C) <= lambda(C) and equality holds for C = 0. In other words, adding an extra drift, C(x), accelerates convergence. Related problems are also discussed.
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