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Wrapping Brownian motion and heat kernels on compact Lie groups

David Maher
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Abstract

The fundamental solution of the heat equation on $R^n$ is known as the heat kernel which is also the transition density of a Brownian motion. Similar statements hold when $\R^n$ is replaced by a Lie group. We briefly demonstrate how the results on $R^n$ concerning the heat kernel and Brownian motion may be easily transferred to compact Lie groups using the wrapping map of Dooley and Wildberger.

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David Maher. 2006-04-24. Wrapping Brownian motion and heat kernels on compact Lie groups. https://arxiv.org/abs/math/0604500

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