Table of Contents
Fetching ...

On the law of the index of Brownian loops related to the Hopf and anti-de Sitter fibrations

Fabrice Baudoin, Teije Kuijper

Abstract

We give explicit formulas and asymptotics for the distribution of the index of the Brownian loop in the following geometrical settings: the complex projective line from which two points have been removed; the complex hyperbolic line from which one point has been removed; the odd dimensional spheres from which a great hypersphere has been removed; and the complex anti-de Sitter spaces. Our analysis is based on the geometry of the Hopf and anti-de Sitter fibrations, and on the relationship between winding and area forms.

On the law of the index of Brownian loops related to the Hopf and anti-de Sitter fibrations

Abstract

We give explicit formulas and asymptotics for the distribution of the index of the Brownian loop in the following geometrical settings: the complex projective line from which two points have been removed; the complex hyperbolic line from which one point has been removed; the odd dimensional spheres from which a great hypersphere has been removed; and the complex anti-de Sitter spaces. Our analysis is based on the geometry of the Hopf and anti-de Sitter fibrations, and on the relationship between winding and area forms.

Paper Structure

This paper contains 14 sections, 19 theorems, 168 equations.

Key Result

Theorem 1.1

Let $(X(t))_{0 \le t \le L}$ be a Brownian loop of length $L$ in $\mathbf{SL}(2,\mathbb R)$, i.e. a Brownian motion started from the identity and conditioned to come back to identity at time $L$. Then, for every $k \in \mathbb Z$, where $C >0$ is the normalization constant. In particular, in distribution, when $L\to +\infty$, where $\mathcal{N}(0,1)$ is a normal random variable with mean zero an

Theorems & Definitions (42)

  • Theorem 1.1
  • Definition 2.1
  • Proposition 2.2
  • proof
  • Proposition 2.3
  • proof
  • Theorem 2.4
  • proof
  • Corollary 2.5
  • proof
  • ...and 32 more