The Matsumoto and Yor process and infinite dimensional hyperbolic space
Probability
2015-02-09 v2
Abstract
The Matsumoto\,--Yor process is , where is a Brownian motion. It is shown that it is the limit of the radial part of the Brownian motion at the bottom of the spectrum on the hyperbolic space of dimension , when tends to infinity. Analogous processes on infinite series of non compact symmetric spaces and on regular trees are described.
Keywords
Cite
@article{arxiv.1408.2108,
title = {The Matsumoto and Yor process and infinite dimensional hyperbolic space},
author = {Philippe Bougerol},
journal= {arXiv preprint arXiv:1408.2108},
year = {2015}
}
Comments
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