Hitting Distributions of Small Geodesic Spheres
Liao, Ming
Ann. Probab., Tome 16 (1988) no. 4, p. 1039-1050 / Harvested from Project Euclid
Let $M$ be an $n$-dimensional Riemannian manifold, $m \in M$ and $T$ be the hitting time of an $r$-sphere around $m$ by Brownian motion $X_t$. We have, for any smooth function $g$ on the unit sphere $S$, under normal coordinates, $E^m \lbrack g(X_T/r) \rbrack = Ig + r^2I(\nu_2g) + r^3 I(\nu_3g) + O(r^4)$ and $E^m \lbrack Tg(X_T/r) \rbrack = E^m \lbrack T \rbrack E^m \lbrack g(X_T/r) \rbrack + r^5c \sum_i \partial_i sI(z_i g) + O(r^6)$, where $I$ is the uniform probability distribution on $S, \nu_2$ and $\nu_3$ are smooth functions on $S$ whose expressions involve scalar curvature, Ricci curvature and their derivatives at $m, c$ is a constant and $s$ is the scalar curvature. $\nu_2 = 0$ if and only if either $n = 2$ or $M$ is an Einstein manifold.
Publié le : 1988-07-14
Classification:  Riemannian manifolds,  Brownian motion,  geodesic spheres,  hitting distributions,  hitting times,  scalar curvature,  Ricci curvature,  58G32
@article{1176991676,
     author = {Liao, Ming},
     title = {Hitting Distributions of Small Geodesic Spheres},
     journal = {Ann. Probab.},
     volume = {16},
     number = {4},
     year = {1988},
     pages = { 1039-1050},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991676}
}
Liao, Ming. Hitting Distributions of Small Geodesic Spheres. Ann. Probab., Tome 16 (1988) no. 4, pp.  1039-1050. http://gdmltest.u-ga.fr/item/1176991676/