Concentration of the Brownian bridge on the hyperbolic plane
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Publication:1872316
DOI10.1214/aop/1039548379zbMath1018.60080OpenAlexW2000516210MaRDI QIDQ1872316
Publication date: 6 May 2003
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1039548379
geodesicsBrownian bridgehyperbolic LaplacianLegendre functionshyperbolic planeexponential rate of concentration
Related Items (2)
Random motions at finite velocity in a non-Euclidean space ⋮ Concentration of the Brownian bridge on Cartan-Hadamard manifolds with pinched negative sectional curvature.
Cites Work
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- Brownian bridge on hyperbolic spaces and on homogeneous trees
- Heat kernel and Green function estimates on noncompact symmetric spaces
- Random walks on braid groups: Brownian bridges, complexity and statistics
- Spectral gaps on loop spaces: a counterexample
- Diffusion Processes in One Dimension
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