Weak Equilibrium Measures and Capacity--Hitting Identities for the Hypoelliptic Third-Order Langevin Diffusion
Abstract
We construct weak equilibrium measures and weak capacities for the hypoelliptic third-order Langevin diffusion motivated by an accelerated sampling algorithm (Mou et al.
(2021) \textit{J.
Mach.
Learn.
Res.}, \textbf{22}(42), 1--41).
In this process, the Brownian noise acts only in the highest-order auxiliary variable and reaches the physical variables through a step-three Hörmander chain, so the standard uniformly elliptic boundary-flux theory is not directly applicable at characteristic points of phase-space balls.
We prove an elliptic-regularization stability theorem for the corresponding hitting laws and then define the weak equilibrium measure and weak capacity.
The proof combines the boundary-hitting stability strategy of Lee--Ramil--Seo (2026, \textit{arXiv:2503.12610v2}) with localized hypoelliptic heat-kernel estimates (Pigato (2022) \textit{Stoch.
Process.
Appl.}, \textbf{145}, 117--142) adapted to the third-order chain.
We obtain the bounded-domain weak capacity--hitting identity and a Lyapunov drift argument in the spirit of Lee--Ramil--Seo that yields positive Harris recurrence and extends the construction to a whole-space weak equilibrium measure, and whole-space capacity--hitting identity.
이 뉴스, 어떠셨어요?
탭 한 번으로 반응 · 로그인 불필요