The infinite Brownian loop on a symmetric space

Anker, Jean-Philippe ; Bougerol, Philippe ; Jeulin, Thierry

HAL, hal-00022961 / Harvested from HAL

Résumé

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 $X_t\in\overline{\mathfrak a_+}$, the positive Weyl chamber. Then, as $t\to+\infty$, $K_t$ converges and $d(0,X_t)/t\to 0$ 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 $D=\operatorname{rank}\mathbb M+2j$, where $j$ denotes the number of positive indivisible roots. An ingredient of the proof is a new estimate on $\Phi_0$.

Détail

Publié le : 2002-07-05
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,  [MATH.MATH-CA]Mathematics [math]/Classical Analysis and ODEs [math.CA],  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]