SearcharxivSearch

arXiv · 1212.6151

Brownian motion on treebolic space: escape to infinity

Abstract

Treebolic space is an analog of the Sol geometry, namely, it is the horocylic product of the hyperbolic upper half plane H and the homogeneous tree T with degree p+1 > 2, the latter seen as a one-complex. Let h be the Busemann function of T with respect to a fixed boundary point. Then for real q > 1 and integer p > 1, treebolic space HT(q,p) consists of all pairs (z=x+i y,w) in H x T with h(w) = log_{q} y. It can also be obtained by glueing together horziontal strips of H in a tree-like fashion. We explain the geometry and metric of HT and exhibit a locally compact group of isometries (a horocyclic product of affine groups) that acts with compact quotient. When q=p, that group contains the amenable Baumslag-Solitar group BS(p)$ as a co-compact lattice, while when q and p are distinct, it is amenable, but non-unimodular. HT(q,p) is a key example of a strip complex in the sense of our previous paper in Advances in Mathematics 226 (2011) 992-1055. Relying on the analysis of strip complexes developed in that paper, we consider a family of natural Laplacians with "vertical drift" and describe the associated Brownian motion. The main difficulties come from the singularites which treebolic space (as any strip complex) has along its bifurcation lines. In this first part, we obtain the rate of escape and a central limit theorem, and describe how Brownian motion converges to the natural geometric boundary at infinity. Forthcoming work will be dedicated to positive harmonic functions.

Explore related subjects

Keep this discovery

BibTeXRIS

Alexander Bendikov, Laurent Saloff-Coste, Maura Salvatori, Wolfgang Woess. 2014-12-06. Brownian motion on treebolic space: escape to infinity. https://doi.org/10.4171/rmi%2F859

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR