The cut-off phenomenon for Brownian motions on compact symmetric spaces

DOI10.1007/s11118-013-9356-7zbMath1295.58011OpenAlexW2068920820MaRDI QIDQ2248981

Pierre-Loïc Méliot

Publication date: 27 June 2014

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://www.zora.uzh.ch/id/eprint/171999/1/ZORA_NL_171999.pdf

zbMATH Keywords

spherical functionssymmetric spacesBrownian motionLie groupscut-off phenomenon

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Differential geometry of symmetric spaces (53C35) Convergence of probability measures (60B10) Harmonic analysis and spherical functions (43A90) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (13)

Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance ⋮ Asymptotic representation theory and the spectrum of a random geometric graph on a compact Lie group ⋮ Cutoff profiles for quantum Lévy processes and quantum random transpositions ⋮ Large \(N\) limit of Yang-Mills partition function and Wilson loops on compact surfaces ⋮ The cutoff phenomenon for the stochastic heat and wave equation subject to small Lévy noise ⋮ Universal cutoff for Dyson Ornstein Uhlenbeck process ⋮ On the separation cut-off phenomenon for Brownian motions on high dimensional spheres ⋮ The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise ⋮ Random walk on the symplectic forms over a finite field ⋮ Free energies and fluctuations for the unitary Brownian motion ⋮ Adaptive estimation of nonparametric geometric graphs ⋮ Statistical properties of eigenvalues of Laplace-Beltrami operators ⋮ Asymptotic windings of the block determinants of a unitary Brownian motion and related diffusions

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