Wrapping Brownian motion and heat kernels on compact Lie groups

Details Wrapping Brownian motion and heat kernels on compact Lie groups Wrapping Brownian motion and heat kernels on compact Lie groups

2006-04-24

arxiv.org/abs/math/0604500v1

Mathematics

Representation Theory

5 pages. Submitted, Proc. CMA, ANU

Scientific paper

The fundamental solution of the heat equation on $R^n$ is known as the heat kernel which is also the transition density of a Brownian motion. Similar statements hold when $\R^n$ is replaced by a Lie group. We briefly demonstrate how the results on $R^n$ concerning the heat kernel and Brownian motion may be easily transferred to compact Lie groups using the wrapping map of Dooley and Wildberger.

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