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arXiv · 1607.05646

Recurrence and transience for normally reflected Brownian motion in warped product manifolds

Levi Lopes de Lima
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Abstract

We establish an integral test describing the exact cut-off between recurrence and transience for normally reflected Brownian motion in certain unbounded domains in a class of warped product manifolds. Besides extending a previous result by R. Pinsky, who treated the case in which the ambient space is flat, our result recovers the classical test for the standard Brownian motion in model spaces. Moreover, it allows us to discuss the recurrence/transience dichotomy for certain generalized tube domains around totally geodesic submanifolds in hyperbolic space.

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Levi Lopes de Lima. 2016-07-19. Recurrence and transience for normally reflected Brownian motion in warped product manifolds. https://arxiv.org/abs/1607.05646

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