Diffusion processes on solvable groups of upper triangular \(2\times 2\) matrices and their approximation (Q656394)
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English | Diffusion processes on solvable groups of upper triangular \(2\times 2\) matrices and their approximation |
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Diffusion processes on solvable groups of upper triangular \(2\times 2\) matrices and their approximation (English)
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17 January 2012
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The construction of a Brownian motion on the solvable group of triangular \(2\times 2\)-matrices and its subgroups of affine transformations of the line and unimodular matrices is sketched. For all three cases, time asymptotics of the return time densities is shown to satisfy a power law decay, as opposed to the fractional exponential decay believed earlier. As a corollary, bounds on the number of positive eigenvalues for the Schrödinger operator are derived for all three cases. A counterpart of the decay estimates is also derived for a discrete time random walk that approximates the Brownian motion.
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Brownian motion
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solvable groups
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return probabilities
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power law decay
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