The cut-off phenomenon for Brownian motions on compact symmetric spaces

DOI10.1007/S11118-013-9356-7zbMATH Open1295.58011OpenAlexW2068920820MaRDI QIDQ2248981FDOQ2248981

Authors: Pierre-Loïc Méliot 

Publication date: 27 June 2014

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://www.zora.uzh.ch/id/eprint/171999/1/ZORA_NL_171999.pdf

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zbMATH Keywords

Brownian motionLie groupssymmetric spacescut-off phenomenonspherical functions

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Differential geometry of symmetric spaces (53C35) Diffusion processes and stochastic analysis on manifolds (58J65) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Harmonic analysis and spherical functions (43A90)

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Cited In (14)

• Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance
• Random walk on the symplectic forms over a finite field
• Adaptive estimation of nonparametric geometric graphs
• The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise
• Asymptotic representation theory and the spectrum of a random geometric graph on a compact Lie group
• The cutoff phenomenon for the stochastic heat and wave equation subject to small Lévy noise
• Cutoff profiles for quantum Lévy processes and quantum random transpositions
• Cutoff ergodicity bounds in Wasserstein distance for a viscous energy shell model with Lévy noise
• Statistical properties of eigenvalues of Laplace-Beltrami operators
• Asymptotic windings of the block determinants of a unitary Brownian motion and related diffusions
• On the separation cut-off phenomenon for Brownian motions on high dimensional spheres
• Universal cutoff for Dyson Ornstein Uhlenbeck process
• Large \(N\) limit of Yang-Mills partition function and Wilson loops on compact surfaces
• Free energies and fluctuations for the unitary Brownian motion

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