The infinite Brownian loop on a symmetric space.

DOI10.4171/RMI/311zbMath1090.58020WikidataQ125351253 ScholiaQ125351253MaRDI QIDQ699250

Thierry Jeulin, Philippe Bougerol, Jean-Philippe Anker

Publication date: 24 November 2002

Published in: Revista Matemática Iberoamericana (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.rmi/1045578693

zbMATH Keywords

Riemannian manifoldground stateBrownian bridgesymmetric spacecentral limit theoremheat kernelspherical functionWeyl chamberquotient limit theoremrelativized process

Mathematics Subject Classification ID

Harmonic analysis on homogeneous spaces (43A85) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Analysis on real and complex Lie groups (22E30) Diffusion processes and stochastic analysis on manifolds (58J65) Differential geometry of symmetric spaces (53C35) Functional limit theorems; invariance principles (60F17) Harmonic analysis and spherical functions (43A90)

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