Limiting behaviors of the Brownian motions on hyperbolic spaces
Hiroyuki Matsumoto

TL;DR
This paper investigates the long-term behavior of Brownian motions on hyperbolic spaces, deriving convergence results, central limit theorems, and explicit limit distributions using explicit representations.
Contribution
It provides a straightforward method to derive explicit limit distributions and Poisson kernels for Brownian motions on hyperbolic spaces, enhancing understanding of their asymptotic behavior.
Findings
Almost sure convergence of radial components
Central limit theorems for radial components
Explicit expressions for limit distributions and Poisson kernels
Abstract
Using the explicit representations of the Brownian motions on the hyperbolic spaces, we show that their almost sure convergence and the central limit theorems for the radial components as time tends to infinity are easily obtained. We also give a straightforward strategy to obtain the explicit expressions for the limit distributions or the Poisson kernels.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and statistical mechanics · Stochastic processes and financial applications · Mathematical Dynamics and Fractals
