Concentration of the Brownian bridge on the hyperbolic plane

DOI10.1214/aop/1039548379zbMath1018.60080OpenAlexW2000516210MaRDI QIDQ1872316

Thomas Simon

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1039548379

zbMATH Keywords

geodesicsBrownian bridgehyperbolic LaplacianLegendre functionshyperbolic planeexponential rate of concentration

Mathematics Subject Classification ID

Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (2)

Random motions at finite velocity in a non-Euclidean space ⋮ Concentration of the Brownian bridge on Cartan-Hadamard manifolds with pinched negative sectional curvature.

Cites Work

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• Brownian bridge on hyperbolic spaces and on homogeneous trees
• Heat kernel and Green function estimates on noncompact symmetric spaces
• Random walks on braid groups: Brownian bridges, complexity and statistics
• Spectral gaps on loop spaces: a counterexample
• Diffusion Processes in One Dimension

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