Concentration of the Brownian bridge on the hyperbolic plane

被引：0
|
作者：
Simon, T [1 ]
机构：
[1] Univ Evry Val DEssonne, Equipe Anal & Probabil, F-91025 Evry, France
来源：
ANNALS OF PROBABILITY | 2002年 / 30卷 / 04期
关键词：
Brownian bridge; first passage times; geodesics; h-transform; hyperbolic plane; special functions;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We consider a Brownian bridge on the hyperbolic plane with one extremity tending to infinity, in finite time. We show that the exact exponential rate according-to which this process concentrates around the geodesical segment joining the origin o to the moving extremity z is -rho(o, z), where rho stands for the hyperbolic distance. This improves a result of A. Eberle.
引用
收藏
页码：1977 / 1989
页数：13
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