Hitting spheres on hyperbolic spaces

TL;DR

This paper analyzes the behavior of hyperbolic Brownian motion, deriving hitting probabilities, exit distributions, and Poisson kernels in hyperbolic spaces and on spheres, with asymptotic and small domain approximations.

Contribution

It provides explicit formulas for hitting distributions and exit probabilities in hyperbolic spaces and spheres, extending classical Euclidean results to hyperbolic geometry.

Findings

Derived boundary hitting probabilities for hyperbolic Brownian motion.

Obtained Poisson kernels for hyperbolic and spherical domains.

Analyzed asymptotic behavior and small domain limits.

Abstract

For a hyperbolic Brownian motion on the Poincar\'e half-plane $\mathbb{H}^2$, starting from a point of hyperbolic coordinates $z=(\eta, \alpha)$ inside a hyperbolic disc $U$ of radius $\bar{\eta}$, we obtain the probability of hitting the boundary $\partial U$ at the point $(\bar \eta,\bar \alpha)$. For $\bar{\eta} \to \infty$ we derive the asymptotic Cauchy hitting distribution on $\partial \mathbb{H}^2$ and for small values of $\eta$ and $\bar \eta$ we obtain the classical Euclidean Poisson kernel. The exit probabilities $\mathbb{P}_z\{T_{\eta_1}<T_{\eta_2}\}$ from a hyperbolic annulus in $\mathbb{H}^2$ of radii $\eta_1$ and $\eta_2$ are derived and the transient behaviour of hyperbolic Brownian motion is considered. Similar probabilities are calculated also for a Brownian motion on the surface of the three dimensional sphere. For the hyperbolic half-space $\mathbb{H}^n$ we obtain the Poisson kernel of a ball in terms of a series involving Gegenbauer polynomials and hypergeometric functions. For small domains in $\mathbb{H}^n$ we obtain the $n$-dimensional Euclidean Poisson kernel. The exit probabilities from an annulus are derived also in the $n$-dimensional case.