English

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 11. We prove that the projections of the solutions to the perturbed equations, converge, after suitable rescaling, to a Brownian motion scaled by 8n(n1){\frac{8}{n(n-1)}} where nn is the dimension of the state space. Their horizontal lifts to the orthonormal frame bundle converge also, to a scaled horizontal Brownian motion.

Keywords

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)

R2 v1 2026-06-22T03:14:31.910Z