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 and . The characteristic functions of those processes are computed and limit theorems are obtained. In the case , we also study windings of the Brownian motion on those spaces and compute the limit distributions. For the geometry of the Hopf fibration plays a central role, whereas for 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