English

Couplings of Brownian motions on $SU(2,\mathbb{C})$ and $SL(2,\mathbb{R})$

Probability 2024-04-03 v3

Abstract

The Lie groups SU(2)SU(2) and SL(2,R)SL(2,\mathbb{R}) can be viewed as model spaces in subRiemannian geometry. Coupling two subelliptic Brownian motions on SU(2)SU(2) (resp. SL(2,R)SL(2,\mathbb{R})) consists in coupling two Brownian motions on the sphere (resp. the hyperbolic plane) and simultaneously their swept areas. Using this approach we propose an explicit construction of a co-adapted successful coupling on SU(2)SU(2). The strategy is to alternate between reflection and synchronous (with noise) coupling on the sphere. We also describe some more general constructions of co-adapted couplings on SU(2)SU(2) and also on SL(2,R)SL(2,\mathbb{R}).

Keywords

Cite

@article{arxiv.2305.10017,
  title  = {Couplings of Brownian motions on $SU(2,\mathbb{C})$ and $SL(2,\mathbb{R})$},
  author = {Magalie Bénéfice},
  journal= {arXiv preprint arXiv:2305.10017},
  year   = {2024}
}