On the Poisson boundary of the relativistic Brownian motion

DOI10.1214/20-AIHP1059zbMATH Open1465.58012arXiv1812.11250MaRDI QIDQ2028958FDOQ2028958

Jürgen Angst, Camille Tardif

Publication date: 3 June 2021

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Abstract: In this paper, we determine the Poisson boundary of the relativistic Brownian motion in two classes of Lorentzian manifolds, namely model manifolds of constant scalar curvature and Robertson--Walker space-times, the latter constituting a large family of curved manifolds. Our objective is two fold: on the one hand, to understand the interplay between the geometry at infinity of these manifolds and the asymptotics of random sample paths, in particular to compare the stochastic compactification given by the Poisson boundary to classical purely geometric compactifications such as the conformal or causal boundaries. On the other hand, we want to illustrate the power of the d'evissage method introduced by the authors in [AT16], method which we show to be particularly well suited in the geometric contexts under consideration here.

Full work available at URL: https://arxiv.org/abs/1812.11250

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zbMATH Keywords

Poisson boundaryconformal boundarycausal boundary[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=d%EF%BF%BD%EF%BF%BDvissage+method&go=Go d��vissage method]relativistic Brownian motion

Mathematics Subject Classification ID

Global differential geometry of Lorentz manifolds, manifolds with indefinite metrics (53C50) Diffusion processes and stochastic analysis on manifolds (58J65) Relativistic cosmology (83F05) Probabilistic potential theory (60J45) Potential theory on Riemannian manifolds and other spaces (31C12)

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Cited In (2)

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