Poisson kernel and Green function of the ball in real hyperbolic spaces

DOI10.1007/S11118-007-9050-8MaRDI QIDQ2642708zbMATH OpenOpenAlexFDO

Authors Jacek Małecki, Tomasz Byczkowski

Publication date 17 August 2007

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0512294

zbMATH Keywords

Brownian motionGreen functionHyperbolic spacesPoisson kernel

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Probabilistic potential theory (60J45) Diffusion processes (60J60) Brownian motion (60J65)

Abstract: Let $(X_t{)}_{tgeq0}$ be the $n$-dimensional hyperbolic Brownian motion, that is the diffusion on the real hyperbolic space $D^n$ having the Laplace-Beltrami operator as its generator. The aim of the paper is to derive the formulas for the Gegenbauer transform of the Poisson kernel and the Green function of the ball for the process $(X_t{)}_{tgeq0}$. Under some additional hypotheses we give the formulas for the Poisson kernel itself. In particular, we provide formulas in $D^4$ and $D^6$ spaces for the Poisson kernel and the Green function as well.

Review text

The paper deals with the \(n\)-dimensional hyperbolic Brownian motion \((X_t)_{t \geq 0}\), that is the diffusion on the real hyperbolic space \(\mathbb{D}^n\) having the Laplace-Beltrami operator as its generator. Firstly, the authors derive the formulae for the Gegenbauer transform of the Poisson kernel which gives full knowledge of the Poisson kernel itself, as the harmonic measure of the \(n\)-dimensional hyperbolic Brownian motion is axially symmetric. The formula for the Poisson kernel is obtained in a series representation; under some additional hypotheses an explicit integral representation is given. Using similar techniques, the Green function of the ball for the process is calculated. Finally, explicit formulae for the Poisson kernel and the Green function in \(\mathbb{D}^4\) and \(\mathbb{D}^6\) are given. The authors remark, that they are also able to provide the explicit representations of the Poisson kernel and Green function for the ball for \(\mathbb{D}^8\), and, in principle, for \(\mathbb{D}^{10}\) -- but they admit that the substantial complexity of the formulae in question makes the practical application doubtful.

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Cited in

(13)

• Special function representations of the Poisson kernel on hyperbolic spaces
• Hyperbolic harmonic functions and hyperbolic Brownian motion
• On the asymptotic behavior of the hyperbolic Brownian motion
• Hyperbolic Green function estimates
• scientific article; zbMATH DE number 4015864 (Why is no real title available?)
• Bessel bridge representation for the heat kernel in hyperbolic space
• Exit Times and Poisson Kernels of the Ornstein–Uhlenbeck Diffusion
• Lifschitz tail on hyperbolic space: Neumann conditions
• On potential theory of hyperbolic Brownian motion with drift
• Feynman--Kac formula, -Poisson kernels and -Green functions of half-spaces and balls in hyperbolic spaces
• Potential theory of hyperbolic Brownian motion in tube domains
• Poisson kernel and Green function of balls for complex hyperbolic Brownian motion
• Poisson kernels of half-spaces in real hyperbolic spaces

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