The infinite Brownian loop on a symmetric space.

DOI10.4171/RMI/311zbMATH Open1090.58020WikidataQ125351253 ScholiaQ125351253MaRDI QIDQ699250FDOQ699250

Authors: Jean-Philippe Anker, Philippe Bougerol, Thierry Jeulin 

Publication date: 24 November 2002

Published in: Revista Matemática Iberoamericana (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.rmi/1045578693

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zbMATH Keywords

central limit theoremRiemannian manifoldground stateheat kernelBrownian bridgesymmetric spacespherical functionWeyl chamberquotient limit theoremrelativized process

Mathematics Subject Classification ID

Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Harmonic analysis on homogeneous spaces (43A85) Differential geometry of symmetric spaces (53C35) Diffusion processes and stochastic analysis on manifolds (58J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Analysis on real and complex Lie groups (22E30) Harmonic analysis and spherical functions (43A90)

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Cited In (14)

• Random mappings of scaled graphs.
• Local limit theorem in negative curvature
• Matsumoto-Yor process and infinite dimensional hyperbolic space
• Brownian bridge on hyperbolic spaces and on homogeneous trees
• Effective de Sitter space, quantum behaviour and large-scale spectral dimension \((3+1)\)
• Quasilimiting behavior for one-dimensional diffusions with killing
• Skew-product representations of multidimensional Dunkl Markov processes
• Asymptotics for the infinite Brownian loop on noncompact symmetric spaces
• A graph counterexample to Davies' conjecture
• The Heckman-Opdam Markov processes
• Random walk on a building of type \(\tilde A_r\) and Brownian motion of the Weyl chamber
• Brownian bridge on Riemannian symmetric spaces
• Emergent time, cosmological constant and boundary dimension at infinity in combinatorial quantum gravity
• Large time behavior of the heat kernel.

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