STOCHASTIC FLOWS ON THE BOUNDARIES OF SL(N,R)

Authors
Citation
M. Liao, STOCHASTIC FLOWS ON THE BOUNDARIES OF SL(N,R), Probability theory and related fields, 96(2), 1993, pp. 261-281
Citations number
12
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
01788051
Volume
96
Issue
2
Year of publication
1993
Pages
261 - 281
Database
ISI
SICI code
0178-8051(1993)96:2<261:SFOTBO>2.0.ZU;2-T
Abstract
We study the asymptotic stability of the stochastic flows on a class o f compact spaces induced by a diffusion process in SL(n, R) or GL(n, R ). These compact spaces are called boundaries of SL(n, R), which inclu de SO(n), the flag manifold, the sphere S(n-1) and the Grassmannians. The one point motions of these flows are Brownian motions. For almost every omega, we determine the set of stable points. This is a random o pen set whose complement has zero Lebesgue measure. The distance betwe en any two points in the same component of this set tends to zero expo nentially fast under the flow. The Lyapunov exponents at stable points are computed explicitly. We apply our results to a stochastic flow on S(n-1) generated by a stochastic differential equation which exhibits some nice symmetry.