Brownian bridge on hyperbolic spaces and on homogeneous trees

被引:16
作者
Bougerol, P
Jeulin, T
机构
[1] Univ Paris 06, Probabil Lab, F-75252 Paris, France
[2] CNRS, UMR 7599, F-75700 Paris, France
[3] Univ Paris 07, UFR Math, F-75251 Paris, France
[4] CNRS, UPRESA 7055, F-75700 Paris, France
关键词
Brownian bridge; symmetric space; tree; excursion; hyperbolic space; reflected random walk; reflected Brownian motion;
D O I
10.1007/s004400050237
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
Let B be the Brownian motion on a noncompact non Euclidean rank one symmetric space H. A typical examples is an hyperbolic space H-n, n greater than or equal to 2. For nu > 0, the Brownian bridge B-(nu) of length nu on H is the process B-t, 0 less than or equal to t less than or equal to nu, conditioned by B-0 = B-nu = 0, where 0 is an origin in H. It is proved that the process {1/root nu d(0, B-t nu((nu))), 0 less than or equal to t less than or equal to 1} converges weakly to the Brownian excursion when nu --> + infinity (the Brownian excursion is the radial part of the Brownian Bridge on IR3). The same result holds for the simple random walk on an homogeneous tree.
引用
收藏
页码:95 / 120
页数:26
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