A probabilistic approach to heat diffusion on symmetric spaces (Q1332404)
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English | A probabilistic approach to heat diffusion on symmetric spaces |
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A probabilistic approach to heat diffusion on symmetric spaces (English)
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13 November 1995
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Let \(X\) be a Riemannian symmetric space of noncompact type. The asymptotic behaviour of Brownian motion is studied by using the Iwasawa decomposition of the Lie group which induces the horocyclic splittings of the homogeneous space. By discretization of time, the author gives new proofs for limit theorems in Iwasawa and Cartan decompositions. The final theorem shows that a result by Anker and Setti on asymptotic finite propagation speed for heat diffusion can be derived from the central limit theorem for the radial component of the Brownian motion.
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Riemannian symmetric space
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Brownian motion
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Iwasawa decomposition
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limit theorems
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heat diffusion
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central limit theorem
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