Asymptotics for the infinite Brownian loop on noncompact symmetric spaces

DOI10.1007/S41808-023-00250-8MaRDI QIDQ6424236zbMATH OpenOpenAlexFDO

Authors Effie Papageorgiou

Publication date 24 January 2023

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s41808-023-00250-8

Mathematics Subject Classification ID

Analysis on real and complex Lie groups (22E30) Asymptotic behavior of solutions to PDEs (35B40) Heat equation (35K05) Harmonic analysis on homogeneous spaces (43A85) Harmonic analysis and spherical functions (43A90) Heat and other parabolic equation methods for PDEs on manifolds (58J35) Diffusion processes and stochastic analysis on manifolds (58J65) Central limit and other weak theorems (60F05)

Abstract: The infinite Brownian loop on a Riemannian manifold is the limit in distribution of the Brownian bridge of length $T$ around a fixed origin when $Tightarrow+infty$. The aim of this note is to study its long-time asymptotics on Riemannian symmetric spaces $G/K$ of noncompact type and of general rank. This amounts to the behavior of solutions to the heat equation subject to the Doob transform induced by the ground spherical function. Unlike the standard Brownian motion, we observe in this case phenomena which are similar to the Euclidean setting, namely $L^1$ asymptotic convergence without requiring bi-$K$-invariance for initial data, and strong $L^{infty}$ convergence.

Recommendations

• The infinite Brownian loop on a symmetric space.
• Brownian bridge on Riemannian symmetric spaces
• A probabilistic approach to heat diffusion on symmetric spaces
• Brownian Motion on a Symmetric Space of Non-Compact Type: Asymptotic Behaviour in Polar Coordinates
• Asymptotic behavior of solutions to the heat equation on noncompact symmetric spaces

Cited in

(4)

• Asymptotic behavior of solutions to the heat equation on noncompact symmetric spaces
• Asymptotic behaviour for the heat equation in hyperbolic space
• Asymptotic behavior of solutions to the extension problem for the fractional Laplacian on noncompact symmetric spaces
• Asymptotic behavior of solutions to the extension problem for the fractional Laplacian on noncompact symmetric spaces

This page was built for publication: Asymptotics for the infinite Brownian loop on noncompact symmetric spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6424236)