Brownian bridges on Riemannian manifolds (Q912457)

The author's summary: We study properties of Brownian bridges on a complete Riemannian manifold M. Let \(Q^ t_{x,y}\) be the law of Brownian bridge from x to y with lifetime t. \(Q^ t_{x,y}\) is a probability measure on the space \(\Omega_{x,y}\) of continuous paths \(\omega\) with \(\omega (0)=x\) and \(\omega (1)=y\). We prove that \(Q^ t_{x,y}\) possesses the large deviation property with the rate function \[ J_{x,y}(\omega)=[\int^{1}_{0}| {\dot \omega}(s)|^ 2ds- \rho (u,y)^ 2]. \] We show that if M and its metric are analytic then for any x, y on M there exists a probability measure \(\mu_{x,y}\) which is supported by a subset of the space of minimizing geodesics joining x and y such that \(Q^ t_{x,y}\to \mu_{x,y}\) weakly in \(\Omega_{x,y}\) as \(t\to 0\). We also give a complete characterization of the exact support of \(\mu_{x,y}\).