Concentration of the Brownian bridge on Cartan-Hadamard manifolds with pinched negative sectional curvature

Details Concentration of the Brownian bridge on Cartan-Hadamard manifolds with pinched negative sectional curvature Concentration of the Brownian bridge on Cartan-Hadamard manifolds with pinched negative sectional curvature

2004-09-20

arxiv.org/abs/math/0409344v1

Mathematics

Probability

Scientific paper

We study the rate of concentration of a Brownian bridge in time one around the corresponding geodesical segment on a Cartan-Hadamard manifold with pinched negative sectional curvature, when the distance between the two extremities tends to infinity. This improves on previous results by A. Eberle, and one of us. Along the way, we derive a new asymptotic estimate for the logarithmic derivative of the heat kernel on such manifolds, in bounded time and with one space parameter tending to infinity, which can be viewed as a counterpart to Bismut's asymptotic formula in small time.

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