English

The Matsumoto and Yor process and infinite dimensional hyperbolic space

Probability 2015-02-09 v2

Abstract

The Matsumoto\,--Yor process is _0texp(2B_sB_t)ds\int\_0^t \exp(2B\_s-B\_t)\, ds, where (B_t)(B\_t) 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 qq, when qq 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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R2 v1 2026-06-22T05:23:59.494Z