Kinetic Brownian motion on Riemannian manifolds

被引:20
作者
Angst, Juergen [1 ]
Bailleul, Ismael [1 ]
Tardif, Camille [2 ]
机构
[1] Univ Rennes 1, F-35014 Rennes, France
[2] Univ Paris 06, F-75252 Paris 05, France
关键词
Diffusion processes; finite speed propagation; Riemannian manifolds; homogenization; rough paths theory; Poisson boundary; RELATIVISTIC DIFFUSIONS; ROUGH PATHS; CURVATURE; SPACE;
D O I
10.1214/EJP.v20-4054
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider in this work a one parameter family of hypoelliptic diffusion processes on the unit tangent bundle T-1 M of a Riemannian manifold (M,g), collectively called kinetic Brownian motions, that are random perturbations of the geodesic flow, with a parameter sigma quantifying the size of the noise. Projection on M of these processes provides random C-1 paths in M. We show, both qualitively and quantitatively, that the laws of these M-valued paths provide an interpolation between geodesic and Brownian motions. This qualitative description of kinetic Brownian motion as the parameter sigma varies is complemented by a thourough study of its long time asymptotic behaviour on rotationally invariant manifolds, when sigma is fixed, as we are able to give a complete description of its Poisson boundary in geometric terms.
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页数:40
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