Random perturbation to the geodesic equation
Probability
2016-02-11 v2
Abstract
We study random "perturbation" to the geodesic equation. The geodesic equation is identified with a canonical differential equation on the orthonormal frame bundle driven by a horizontal vector field of norm . We prove that the projections of the solutions to the perturbed equations, converge, after suitable rescaling, to a Brownian motion scaled by where is the dimension of the state space. Their horizontal lifts to the orthonormal frame bundle converge also, to a scaled horizontal Brownian motion.
Cite
@article{arxiv.1402.5861,
title = {Random perturbation to the geodesic equation},
author = {Xue-Mei Li},
journal= {arXiv preprint arXiv:1402.5861},
year = {2016}
}
Comments
Published at http://dx.doi.org/10.1214/14-AOP981 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)