Quaternionic Brownian windings - Université Sorbonne Nouvelle - Paris 3 Accéder directement au contenu
Article Dans Une Revue Journal of Theoretical Probability Année : 2021

Quaternionic Brownian windings

Résumé

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.

Dates et versions

hal-02372364 , version 1 (20-11-2019)

Identifiants

Citer

Fabrice Baudoin, Nizar Demni, Jing Wang. Quaternionic Brownian windings. Journal of Theoretical Probability, 2021, 34 (4), pp.2368-2385. ⟨10.1007/s10959-020-01034-9⟩. ⟨hal-02372364⟩
60 Consultations
0 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More