Quaternionic Brownian windings
Fabrice Baudoin, Nizar Demni, Jing Wang

TL;DR
This paper investigates the winding behavior of 3D Brownian motion in quaternionic spaces, revealing Gaussian asymptotics in flat and spherical geometries and a novel Cauchy-related law in hyperbolic space.
Contribution
It introduces the concept of quaternionic windings in various geometries and characterizes their long-term asymptotic laws, including a new distribution in hyperbolic space.
Findings
Gaussian asymptotics in Euclidean and spherical geometries
Hyperbolic winding follows a new Cauchy-related distribution
Distinct long-term behaviors depending on geometry
Abstract
We define and study the 3-dimensional windings along Brownian paths in the quaternionic Euclidean, projective and hyperbolic spaces. In particular, the asymptotic laws of these windings are shown to be Gaussian for the flat and spherical geometries while the hyperbolic winding exhibits a different long time-behavior. The corresponding asymptotic law seems to be new and is related to the Cauchy relativistic distribution.
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Taxonomy
TopicsStochastic processes and financial applications · Stochastic processes and statistical mechanics · Mathematical Dynamics and Fractals
