Université Paris 6
Pierre et Marie Curie
Université Paris 7
Denis Diderot

CNRS U.M.R. 7599
``Probabilités et Modèles Aléatoires''

Brownian bridge on Riemannian symmetric spaces

Auteur(s):

Code(s) de Classification MSC:

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