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 around a fixed origin when . The aim of this note is to study its long-time asymptotics on Riemannian symmetric spaces 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 asymptotic convergence without requiring bi--invariance for initial data, and strong convergence.
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