Volume growth and escape rate of Brownian motion on a complete Riemannian manifold (Q989188): Difference between revisions
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English | Volume growth and escape rate of Brownian motion on a complete Riemannian manifold |
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Volume growth and escape rate of Brownian motion on a complete Riemannian manifold (English)
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30 August 2010
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Let \(M\) be a complete Riemannian manifold and let \(x\in M\). Let \(B(R)\) be the geodesic ball on \(M\) of radius \(R\) and centered at \(z\in M\). Define \[ \phi(R)=\int_6^R \frac{r \,dr}{\ln| B(r)|+\ln\ln r} \] and let \(\psi\) be the inverse function of \(\phi\). Then the authors show that there exists a constant \(C\) s.t. \(C\psi(C t)\) is an upper rate function of Brownian motion \(X\) on \(M\), that is, \[ \mathbb{P}_x\{ d(X_t,x)\leq C\psi(C t)\quad \text{for all sufficiently large } t\}=1. \] As noted by the authors, finding an upper rate function is a more refined problem than proving stochastic completeness since the existence of an upper rate function yields stochastic completeness.
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Brownian motion
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complete Riemannian manifold
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volume growth
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escape rate
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small tail probability
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crossing time
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