Asymptotics for the infinite Brownian loop on noncompact symmetric spaces

E. Papageorgiou, Journal of Elliptic and Parabolic Equations (2023).

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Journal Article | Published | English
Abstract
<jats:title>Abstract</jats:title><jats:p>The infinite Brownian loop on a Riemannian manifold is the limit in distribution of the Brownian bridge of length <jats:italic>T</jats:italic> around a fixed origin when <jats:inline-formula><jats:alternatives><jats:tex-math>$$T \rightarrow +\infty $$</jats:tex-math><mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:mi>T</mml:mi> <mml:mo>→</mml:mo> <mml:mo>+</mml:mo> <mml:mi>∞</mml:mi> </mml:mrow> </mml:math></jats:alternatives></jats:inline-formula>. The aim of this note is to study its long-time asymptotics on Riemannian symmetric spaces <jats:italic>G</jats:italic>/<jats:italic>K</jats:italic> of noncompact type and of general rank. This amounts to the behavior of solutions to the heat equation subject to the Doob transform induced by the ground spherical function. Unlike the standard Brownian motion, we observe in this case phenomena which are similar to the Euclidean setting, namely <jats:inline-formula><jats:alternatives><jats:tex-math>$$L^1$$</jats:tex-math><mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:msup> <mml:mi>L</mml:mi> <mml:mn>1</mml:mn> </mml:msup> </mml:math></jats:alternatives></jats:inline-formula> asymptotic convergence without requiring bi-<jats:italic>K</jats:italic>-invariance for initial data, and strong <jats:inline-formula><jats:alternatives><jats:tex-math>$$L^{\infty }$$</jats:tex-math><mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:msup> <mml:mi>L</mml:mi> <mml:mi>∞</mml:mi> </mml:msup> </mml:math></jats:alternatives></jats:inline-formula> convergence.</jats:p>
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Journal of Elliptic and Parabolic Equations
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Papageorgiou E. Asymptotics for the infinite Brownian loop on noncompact symmetric spaces. Journal of Elliptic and Parabolic Equations. Published online 2023. doi:10.1007/s41808-023-00250-8
Papageorgiou, E. (2023). Asymptotics for the infinite Brownian loop on noncompact symmetric spaces. Journal of Elliptic and Parabolic Equations. https://doi.org/10.1007/s41808-023-00250-8
@article{Papageorgiou_2023, title={Asymptotics for the infinite Brownian loop on noncompact symmetric spaces}, DOI={10.1007/s41808-023-00250-8}, journal={Journal of Elliptic and Parabolic Equations}, publisher={Springer Science and Business Media LLC}, author={Papageorgiou, Efthymia}, year={2023} }
Papageorgiou, Efthymia. “Asymptotics for the Infinite Brownian Loop on Noncompact Symmetric Spaces.” Journal of Elliptic and Parabolic Equations, 2023. https://doi.org/10.1007/s41808-023-00250-8.
E. Papageorgiou, “Asymptotics for the infinite Brownian loop on noncompact symmetric spaces,” Journal of Elliptic and Parabolic Equations, 2023, doi: 10.1007/s41808-023-00250-8.
Papageorgiou, Efthymia. “Asymptotics for the Infinite Brownian Loop on Noncompact Symmetric Spaces.” Journal of Elliptic and Parabolic Equations, Springer Science and Business Media LLC, 2023, doi:10.1007/s41808-023-00250-8.

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