Kinetic Brownian motion on Riemannian manifolds
Abstract
We consider in this work a one parameter family of hypoelliptic diffusion processes on the unit tangent bundle of a Riemannian manifold , collectively called kinetic Brownian motions, that are random perturbations of the geodesic flow, with a parameter quantifying the size of the noise. Projection on of these processes provides random paths in . We show, both qualitively and quantitatively, that the laws of these -valued paths provide an interpolation between geodesic and Brownian motions. This qualitative description of kinetic Brownian motion as the parameter varies is complemented by a thourough study of its long time asymptotic behaviour on rotationally invariant manifolds, when is fixed, as we are able to give a complete description of its Poisson boundary in geometric terms.
Keywords
Cite
@article{arxiv.1501.03679,
title = {Kinetic Brownian motion on Riemannian manifolds},
author = {Jürgen Angst and Ismaël Bailleul and Camille Tardif},
journal= {arXiv preprint arXiv:1501.03679},
year = {2015}
}
Comments
41 pages, 7 figures