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The aim of this paper is to give a description of the Poisson kernel and the Green function of balls in the complex hyperbolic space. The description is in terms of the hypergeometric function and unitary spherical harmonics in ℂⁿ.
Let X = X(t); t ≥ 0 be the hyperbolic Brownian motion on the real hyperbolic space ℍⁿ = x ∈ ℝⁿ:xₙ > 0. We study the Green function and the Poisson kernel of tube domains of the form D × (0,∞)⊂ ℍⁿ, where D is any Lipschitz domain in . We show how to obtain formulas for these functions using analogous objects for the standard Brownian motion in . We give formulas and uniform estimates for the set . The constants in the estimates depend only on the dimension of the space.
We find precise small deviation asymptotics with respect to the Hilbert norm for some special Gaussian processes connected to two regression schemes studied by MacNeill and his coauthors. In addition, we also obtain precise small deviation asymptotics for the detrended Brownian motion and detrended Slepian process.
La marche aléatoire (ou marche au hasard) est un objet fondamental de la théorie des probabilités. Un des problèmes les plus intéressants pour la marche aléatoire (ainsi que pour le mouvement brownien, son analogue dans un contexte continu) est de savoir comment elle recouvre des ensembles où se trouvent les points qui sont souvent (ou au contraire, rarement) visités, et combien il y a de tels points. Les travaux de Dembo, Peres, Rosen et Zeitouni permettent de résoudre plusieurs conjectures importantes...
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