Limiting behaviors of the Brownian motions on hyperbolic spaces

• Autorzy: H. Matsumoto
• Języki publikacji: EN

Abstrakty

EN

Using explicit representations of the Brownian motions on hyperbolic spaces, we show that their almost sure convergence and the central limit theorems for the radial components as time tends to infinity can be easily obtained. We also give a straightforward strategy to obtain explicit expressions for the limit distributions or Poisson kernels.

Kategorie tematyczne

• 58J65: Diffusion processes and stochastic analysis on manifolds
• 60J60: Diffusion processes

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Colloquium Mathematicum
• Rocznik: 2010
• Tom: 119
• Numer: 2
• Strony: 193-215

Daty

wydano

2010

Twórcy

autor

H. Matsumoto

• Graduate School of Information Science, Nagoya University, Chikusa-ku, Nagoya 464-8601, Japan
• Department of Mathematical Sciences, Faculty of Science, Yamagata University, 1-4-12 Kojirakawa-machi, Yamagata 990-8560, Japan

Identyfikatory

DOI

10.4064/cm119-2-3