Random perturbation to the geodesic equation
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Published version
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
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