Concentration of the Brownian bridge on Cartan-Hadamard manifolds with pinched negative sectional curvature. (Q1777635): Difference between revisions

Let \(M\) be a Cartan-Hadamard manifold with sectional curvature pinched in \([-c_2,-c_1]\), and satisfying some more technical uniform curvature bound. For \(x\in M\), \(v\in T^1_x M\), and \(s> 0\), denote by \(g^s= g(x,v,s)\) the geodesic \(\exp_x([0,s]v)\), by \((X^s_t= X_t(v,v,s))\) the Brownian bridge on \(M\) joining \(x\) to \(\exp_x(sv)\), and set \(Z_s:= \sup_{0\leq t\leq 1}\text{dist}(X^s_t, g^s)\). Then for any \(a> 0\) it holds: \[ {-2\over c_2}\text{log\,ch}(c_2a)\leq \liminf_{s\to\infty}\,\log\mathbb{P}(Z_s\geq a)\leq \limsup_{s\to\infty}\,\log\mathbb{P}(Z_s\geq a)\leq {-2\over c_1}\text{log\,ch}(c_1a), \] uniformly in \(x\in M\), \(v\in T^1_xM\). The method consists in working on the stochastic differential equation satisfied by \((X^s_c)\), getting the convergence of its drift term (normalized by \(s\)) to the tangent vector (at \(X^s_t\)) of the geodesic joining \(X^s_t\) to \(\exp_x(\infty v)\), and then to apply comparison theorems. Thus the key of the proof relies on a delicate logarithmic derivative estimate of the heat kernel on \(M\).