Diffusion processes on solvable groups of upper triangular \(2\times 2\) matrices and their approximation (Q656394)

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scientific article; zbMATH DE number 5998454
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Diffusion processes on solvable groups of upper triangular \(2\times 2\) matrices and their approximation
scientific article; zbMATH DE number 5998454

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    Diffusion processes on solvable groups of upper triangular \(2\times 2\) matrices and their approximation (English)
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    17 January 2012
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    The construction of a Brownian motion on the solvable group of triangular \(2\times 2\)-matrices and its subgroups of affine transformations of the line and unimodular matrices is sketched. For all three cases, time asymptotics of the return time densities is shown to satisfy a power law decay, as opposed to the fractional exponential decay believed earlier. As a corollary, bounds on the number of positive eigenvalues for the Schrödinger operator are derived for all three cases. A counterpart of the decay estimates is also derived for a discrete time random walk that approximates the Brownian motion.
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    Brownian motion
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    solvable groups
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    return probabilities
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    power law decay
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