The infinite Brownian loop on a symmetric space
Anker, Jean-Philippe ; Bougerol, Philippe ; Jeulin, Thierry
Rev. Mat. Iberoamericana, Tome 18 (2002) no. 1, p. 41-97 / Harvested from Project Euclid
The infinite Brownian loop $\{B_t^0,t\ge 0\}$ on a Riemannian manifold $\mathbb{M}$ is the limit in distribution of the Brownian bridge of length $T$ around a fixed origin $0$, when $T\to+\infty$. It has no spectral gap. When $\mathbb{M}$ has nonnegative Ricci curvature, $B^0$ is the Brownian motion itself. When $\mathbb{M}=G/K$ is a noncompact symmetric space, $B^0$ is the relativized $\Phi_0$-process of the Brownian motion, where $\Phi_0$ denotes the basic spherical function of Harish-Chandra, i.e. the $K$-invariant ground state of the Laplacian. In this case, we consider the polar decomposition $B_t^0=(K_t,X_t)$, where $K_t\in K/M$ and $X_t\in\conec$, the positive Weyl chamber. Then, as $t\to+\infty$, $K_t$ converges and $d(0,X_t)/t\to0$ almost surely. Moreover the processes $\{X_{tT}/\sqrt{T},t\ge 0\}$ converge in distribution, as $T\to+\infty$, to the intrinsic Brownian motion of the Weyl chamber. This implies in particular that $d(0,X_{tT})/\sqrt{T}$ converges to a Bessel process of dimension $D=rank \mathbb{M}+2j$, where $j$ denotes the number of positive indivisible roots. An ingredient of the proof is a new estimate on $\Phi_0$.
Publié le : 2002-03-14
Classification:  Brownian bridge,  central limit theorem,  ground state,  heat kernel,  quotient limit theorem,  relativized process,  Riemannian manifold,  spherical function,  symmetric space,  Weyl chamber,  43A85,  53C35,  58G32,  60J60,  22E30,  43A90,  58G11,  60H30,  60F17
@article{1045578693,
     author = {Anker, Jean-Philippe and Bougerol, Philippe and Jeulin, Thierry},
     title = {The infinite Brownian loop on a symmetric space},
     journal = {Rev. Mat. Iberoamericana},
     volume = {18},
     number = {1},
     year = {2002},
     pages = { 41-97},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1045578693}
}
Anker, Jean-Philippe; Bougerol, Philippe; Jeulin, Thierry. The infinite Brownian loop on a symmetric space. Rev. Mat. Iberoamericana, Tome 18 (2002) no. 1, pp.  41-97. http://gdmltest.u-ga.fr/item/1045578693/