Asymptotics for the infinite Brownian loop on noncompact symmetric spaces

Effie Papageorgiou
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引用次数: 2

Abstract

Abstract The infinite Brownian loop on a Riemannian manifold is the limit in distribution of the Brownian bridge of length T around a fixed origin when $$T \rightarrow +\infty $$ T + . The aim of this note is to study its long-time asymptotics on Riemannian symmetric spaces G / 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 $$L^1$$ L 1 asymptotic convergence without requiring bi- K -invariance for initial data, and strong $$L^{\infty }$$ L convergence.
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非紧对称空间上无限布朗环的渐近性
黎曼流形上的无限布朗环是当$$T \rightarrow +\infty $$ T→+∞时,长度为T的布朗桥在固定原点附近的分布极限。本文的目的是研究它在一般秩非紧型黎曼对称空间G / K上的长渐近性。这相当于热方程的解受地面球面函数引起的Doob变换的影响。与标准布朗运动不同,我们在这种情况下观察到类似于欧几里得设置的现象,即$$L^1$$ L 1渐近收敛而不需要初始数据的双K不变性,以及强$$L^{\infty }$$ L∞收敛。
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1.30
自引率
12.50%
发文量
50
期刊介绍: The Journal publishes high quality papers on elliptic and parabolic issues. It includes theoretical aspects as well as applications and numerical analysis.The submitted papers will undergo a referee process which will be run efficiently and as short as possible.
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