Brownian bridge on hyperbolic spaces and on homogeneous trees (Q1124997)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Brownian bridge on hyperbolic spaces and on homogeneous trees |
scientific article |
Statements
Brownian bridge on hyperbolic spaces and on homogeneous trees (English)
0 references
23 October 2000
0 references
Consider the Brownian bridge \(B^{(\nu)}\) of length \(\nu\) on a noncompact non Euclidean rank one symmetric space \(H\) (for instance a hyperbolic space), and with origin a fixed point \(o\) of \(H\). Let \(R_t^{(\nu)} = d(o,B_t^{(\nu)})\). It is proved that \((R_{t\nu}^{(\nu)}/\sqrt\nu ; 0\leq t\leq 1)\) converges in distribution to the real-valued Brownian excursion. The same result is proved for homogeneous trees. The introduction of the article explains the motivations for this study; in particular, the order of magnitude which is obtained for the Brownian bridge in this result has important physical applications.
0 references
Brownian bridge
0 references
symmetric space
0 references
tree
0 references
excursion
0 references
hyperbolic space
0 references