English

Geometric functionals of Brownian motion on Hermitian symmetric spaces of non-compact type

Probability 2026-05-28 v1

Abstract

We study Brownian motion on Hermitian symmetric spaces of non-compact type in their bounded-domain realization. Using Jordan triple systems, we identify the spectral values after an appropriate change of variables as a Heckman-Opdam diffusion of type BCrBC_r. We then analyze two Brownian functionals: the symplectic area associated with the canonical K\"ahler form, and, in the tube-type case, the winding defined by the Jordan determinant. For the area process we prove a martingale representation, a central limit theorem, and an exact conditional characteristic function expressed as a ratio of Heckman-Opdam heat kernels. For the determinant winding process we obtain analogous heat kernel formulas and prove convergence to a Cauchy law with scale determined by the initial determinant. These results extend classical formulas of Paul L\'{e}vy and Marc Yor from the Euclidean setting to the full class of Hermitian symmetric spaces of non-compact type.

Keywords

Cite

@article{arxiv.2605.28377,
  title  = {Geometric functionals of Brownian motion on Hermitian symmetric spaces of non-compact type},
  author = {Fabrice Baudoin and Alexandre Reber},
  journal= {arXiv preprint arXiv:2605.28377},
  year   = {2026}
}

Comments

57 pages