Related papers: Brownian motion on stationary random manifolds

We prove that any stationary random graph satisfying a growth condition and having positive entropy almost surely admits an infinite dimensional space of bounded harmonic functions. Applications to random infinite planar triangulations and…

A stationary random graph is a random rooted graph whose distribution is invariant under re-rooting along the simple random walk. We adapt the entropy technique developed for Cayley graphs and show in particular that stationary random…

There are many classical random walk in random environment results that apply to ergodic random planar environments. We extend some of these results to random environments in which the length scale varies from place to place, so that the…

We obtain a Liouville property for stationary diffusions in random environment which are small, isotropic perturbations of Brownian motion in spacial dimension greater than two. Precisely, we prove that, on a subset of full probability, the…

We study transport properties of isotropic Brownian flows. Under a transience condition for the two-point motion, we show asymptotic normality of the image of a finite measure under the flow and -- under slightly stronger assumptions --…

We show the linear drift of the Brownian motion on the universal cover of a closed connected Riemannian manifold is $C^{k-2}$ differentiable along any $C^{k}$ curve in the manifold of $C^k$ metrics with negative sectional curvature. We also…

The kinetic Brownian motion on the sphere bundle of a Riemannian manifold $M$ is a stochastic process that models a random perturbation of the geodesic flow. If $M$ is a orientable compact constantly curved surface, we show that in the…

We establish the extrinsic Bonnet-Myers Theorem for compact Riemannian manifolds with positive Ricci curvature. And we show the almost rigidity for compact hypersurfaces, which have positive sectional curvature and almost maximal extrinsic…

We study damped geodesic motion of a particle of mass $m$ on a Riemannian manifold, in the presence of an external force and noise. Lifting the resulting stochastic differential equation to the orthogonal frame bundle, we prove that, as $m…

We prove the central limit theorem of random variables induced by distances to Brownian paths and Green functions on the universal cover of Riemannian manifolds of finite volume with pinched negative curvature. We further provide some…

In this paper, we determine the Poisson boundary of the relativistic Brownian motion in two classes of Lorentzian manifolds, namely model manifolds of constant scalar curvature and Robertson--Walker space-times, the latter constituting a…

We prove the existence of local stable, unstable, and center manifolds for stochastic semiflows induced by rough differential equations driven by rough paths valued stochastic processes around random fixed points of the equation. Examples…

Geometric Brownian motion is an exemplary stochastic processes obeying multiplicative noise, with widespread applications in several fields, e.g. in finance, in physics and biology. The definition of the process depends crucially on the…

Let $f$ be a $C^2$ diffeomorphism on a compact manifold. Ledrappier and Young introduced entropies along unstable foliations for an ergodic measure $\mu$. We relate those entropies to covering numbers in order to give a new upper bound on…

We consider a regular Riemannian cover $\M$ of a compact Riemannian manifold. The linear drift $\ell$ and the Kaimanovich entropy $h$ are geometric invariants defined by asymptotic properties of the Brownian motion on $\M$. We show that…

We prove a generalized version of the Quantum Ergodicity Theorem on smooth compact Riemannian manifolds without boundary. We apply it to prove some asymptotic properties on the distribution of typical eigenfunctions of the Laplacian in…

The kinetic Brownian motion on the sphere bundle of a Riemannian manifold $M$ is a stochastic process that models a random perturbation of the geodesic flow. If $M$ is a orientable compact constant negatively curved surface, we show that in…

We consider a certain class of Riemannian submersions $\pi : N \to M$ and study lifted geodesic random walks from the base manifold $M$ to the total manifold $N$. Under appropriate conditions on the distribution of the speed of the geodesic…

We establish almost sure invariance principles, a strong form of approximation by Brownian motion, for non-stationary time-series arising as observations on dynamical systems. Our examples include observations on sequential expanding maps,…

This paper studies the uniformly asymptotic stability of nonautonomous systems on Riemannian manifolds. We establish corresponding Lyapunov-type theorems (Theorems 2.1 and 2.2), extending classical Euclidean results (e.g., [9, Theorems 4.9…