• P. BOUGEROL
• T. JEULIN

Code(s) de Classification MSC:

• 43A85 Analysis on homogeneous spaces
• 53C35 Symmetric spaces, See also {32M15, 57T15}
• 58G32 Diffusion processes and stochastic analysis on manifolds
• 60J60 Diffusion processes, See also {58G32}

Résumé: We consider the Brownian bridge of length $T$ on a symmetric space of the non compact type. We prove that this process, after a scaling, converges when $T \to +\infty‚$ to a process the generalized radial part of which is the bridge of the Euclidean Brownian motion in the Weyl chamber killed at the boundary.

Mots Clés: Brownian bridge ; central limit theorem ; heat kernel ; relativized process ; symmetric space ; Weyl chamber

Date: 2000-10-18

Prépublication numéro: PMA-617