Repository logo
  • Log In
    Log in via Symplectic to deposit your publication(s).
Repository logo
  • Communities & Collections
  • Research Outputs
  • Statistics
  • Log In
    Log in via Symplectic to deposit your publication(s).
  1. Home
  2. Faculty of Natural Sciences
  3. Faculty of Natural Sciences
  4. Random perturbation to the geodesic equation
 
  • Details
Random perturbation to the geodesic equation
File(s)
euclid.aop.1454423049.pdf (230.63 KB)
Published version
1402.5861v2.pdf (272.68 KB)
Accepted version
Author(s)
Li, X-M
Type
Journal Article
Abstract
We study random “perturbation” to the geodesic equation. The geodesic equation is identified with a canonical differential equation on the orthonormal frame bundle driven by a horizontal vector field of norm 11. We prove that the projections of the solutions to the perturbed equations, converge, after suitable rescaling, to a Brownian motion scaled by 8n(n−1)8n(n−1) where nn is the dimension of the state space. Their horizontal lifts to the orthonormal frame bundle converge also, to a scaled horizontal Brownian motion.
Date Issued
2016-01-01
Date Acceptance
2014-10-01
Citation
Annals of Probability, 2016, 44 (1), pp.544-566
URI
http://hdl.handle.net/10044/1/54116
URL
http://dx.doi.org/10.1214/14-AOP981
DOI
https://www.dx.doi.org/10.1214/14-AOP981
ISSN
0091-1798
Publisher
Institute of Mathematical Statistics
Start Page
544
End Page
566
Journal / Book Title
Annals of Probability
Volume
44
Issue
1
Copyright Statement
© Institute of Mathematical Statistics, 2016
Identifier
http://dx.doi.org/10.1214/14-AOP981
Subjects
Science & Technology
Physical Sciences
Statistics & Probability
Mathematics
Horizontal flows
horizontal Brownian motions
vertical perturbation
stochastic differential equations
homogenisation
geodesics
CENTRAL-LIMIT-THEOREM
FLOWS
math.PR
math.PR
Statistics & Probability
0101 Pure Mathematics
0104 Statistics
Notes
mrclass: 60H10 (37Hxx 53B05 58J65) mrnumber: 3456345 mrreviewer: Dejun Luo
Publication Status
Published
Date Publish Online
2016-02-02
About
Spiral Depositing with Spiral Publishing with Spiral Symplectic
Contact us
Open access team Report an issue
Other Services
Scholarly Communications Library Services
logo

Imperial College London

South Kensington Campus

London SW7 2AZ, UK

tel: +44 (0)20 7589 5111

Accessibility Modern slavery statement Cookie Policy

Built with DSpace-CRIS software - Extension maintained and optimized by 4Science

  • Cookie settings
  • Privacy policy
  • End User Agreement
  • Send Feedback