A probabilistic approach to heat diffusion on symmetric spaces
type: Item
instance of: scholarly article
title: A probabilistic approach to heat diffusion on symmetric spaces
zbMATH Open document ID: 0824.60084
DOI: 10.1007/BF02213570
published in: Journal of Theoretical Probability
publication date: 1995-11-13T00:00:00Z
review text: Let \(X\) be a Riemannian symmetric space of noncompact type. The asymptotic behaviour of Brownian motion is studied by using the Iwasawa decomposition of the Lie group which induces the horocyclic splittings of the homogeneous space. By discretization of time, the author gives new proofs for limit theorems in Iwasawa and Cartan decompositions. The final theorem shows that a result by Anker and Setti on asymptotic finite propagation speed for heat diffusion can be derived from the central limit theorem for the radial component of the Brownian motion.
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 53C35
Mathematics Subject Classification ID: 58J65
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 637650
zbMATH Keywords: Riemannian symmetric space
zbMATH Keywords: Brownian motion
zbMATH Keywords: Iwasawa decomposition
zbMATH Keywords: limit theorems
zbMATH Keywords: heat diffusion
zbMATH Keywords: central limit theorem
author: Martine Babillot
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 637650