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

页码：1977 / 1989

页数：13

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