Quaternionic Brownian windings

DOI10.1007/S10959-020-01034-9MaRDI QIDQ2664544zbMATH OpenOpenAlexFDO

Authors Fabrice Baudoin, Nizar Demni, Jing Wang

Publication date 17 November 2021

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1906.10856

zbMATH Keywords

Cauchy relativistic distributionlarge time asymptoticquaternionic hyperbolic spacequaternionic projective spacestochastic winding

Mathematics Subject Classification ID

Hyper-Kähler and quaternionic Kähler geometry, ``special geometry (53C26) Diffusion processes and stochastic analysis on manifolds (58J65) Diffusion processes (60J60)

Abstract: We define and study the 3-dimensional windings along Brownian paths in the quaternionic Euclidean, projective and hyperbolic spaces. In particular, the asymptotic laws of these windings are shown to be Gaussian for the flat and spherical geometries while the hyperbolic winding exhibits a different long time-behavior. The corresponding asymptotic law seems to be new and is related to the Cauchy relativistic distribution.

Recommendations

• Octonionic Brownian windings
• Asymptotic windings of Brownian motion paths on Riemann surfaces
• scientific article; zbMATH DE number 2059982
• Winding of planar Brownian curves
• Etude asymptotique des nombres de tours de plusieurs mouvements browniens complexes corrélés

Cites work

• Asymptotic windings of Brownian motion paths on Riemann surfaces
• Bessel potentials, hitting distributions and Green functions
• Densities of generalized stochastic areas and windings arising from Anti-de Sitter and Hopf fibrations
• Harmonic Analysis of Mean Periodic Functions on Symmetric Spaces and the Heisenberg Group
• scientific article; zbMATH DE number 4071979 (Why is no real title available?)
• scientific article; zbMATH DE number 3669548 (Why is no real title available?)
• scientific article; zbMATH DE number 1245556 (Why is no real title available?)
• scientific article; zbMATH DE number 206027 (Why is no real title available?)
• Iterated Integrals and Exponential Homomorphisms^†
• Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson
• Stochastic areas, winding numbers and Hopf fibrations

Cited in

(6)

• Stochastic areas, winding numbers and Hopf fibrations
• Octonionic Brownian windings
• Densities of generalized stochastic areas and windings arising from Anti-de Sitter and Hopf fibrations
• Brownian windings and subordination in Lie groups
• A Brownian quasi-helix in \(\mathbb{R}^4\), built from an automatic sequence
• On a continuation of quaternionic and octonionic logarithm along curves and the winding number

This page was built for publication: Quaternionic Brownian windings

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2664544)