English

Stochastic areas, Winding numbers and Hopf fibrations

Probability 2016-10-04 v2 Mathematical Physics math.MP

Abstract

We define and study stochastic areas processes associated with Brownian motions on the complex symmetric spaces CPn\mathbb{CP}^n and CHn\mathbb{CH}^n. The characteristic functions of those processes are computed and limit theorems are obtained. In the case n=1n=1, we also study windings of the Brownian motion on those spaces and compute the limit distributions. For CPn\mathbb{CP}^n the geometry of the Hopf fibration plays a central role, whereas for CHn\mathbb{CH}^n it is the anti-de Sitter fibration.

Keywords

Cite

@article{arxiv.1602.06470,
  title  = {Stochastic areas, Winding numbers and Hopf fibrations},
  author = {Fabrice Baudoin and Jing Wang},
  journal= {arXiv preprint arXiv:1602.06470},
  year   = {2016}
}

Comments

Final version, To appear in Probability Theory and Related Fields