Brownian bridge on Riemannian symmetric spaces (Q2765896)
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scientific article; zbMATH DE number 1695107
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Brownian bridge on Riemannian symmetric spaces |
scientific article; zbMATH DE number 1695107 |
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Brownian bridge on Riemannian symmetric spaces (English)
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1 August 2002
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Brownian bridge
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Laplace-Beltrami operator
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infinite Brownian loop
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In a previous paper [Probab. Theory Relat. Fields 115, No. 1, 95-120 (1999; Zbl 0947.58032)], the authors have studied the Brownian bridge on hyperbolic spaces. They now tackle the same process on more general symmetric spaces of the noncompact type. Using the infinite Brownian loop investigated in another paper with \textit{J. P. Anker} [Rev. Mat. Iberoam. 18, No. 1, 41-97 (2002)], they prove that the Brownian bridge of length \(T\) converges when \(T\) goes to infinity to a process the generalized radial part of which is the bridge of the Euclidean Brownian motion in the Weyl chamber killed at the boundary. The proof is simpler than the previous one in the rank one case.
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