English

Asymptotics for the infinite Brownian loop on noncompact symmetric spaces

Analysis of PDEs 2023-01-25 v1 Probability

Abstract

The infinite Brownian loop on a Riemannian manifold is the limit in distribution of the Brownian bridge of length TT around a fixed origin when T+T \rightarrow +\infty. The aim of this note is to study its long-time asymptotics on Riemannian symmetric spaces G/KG/K of noncompact type and of general rank. This amounts to the behavior of solutions to the heat equation subject to the Doob transform induced by the ground spherical function. Unlike the standard Brownian motion, we observe in this case phenomena which are similar to the Euclidean setting, namely L1L^1 asymptotic convergence without requiring bi-KK-invariance for initial data, and strong LL^{\infty} convergence.

Keywords

Cite

@article{arxiv.2301.09924,
  title  = {Asymptotics for the infinite Brownian loop on noncompact symmetric spaces},
  author = {Effie Papageorgiou},
  journal= {arXiv preprint arXiv:2301.09924},
  year   = {2023}
}

Comments

15 pages, 2 figures

R2 v1 2026-06-28T08:18:31.311Z