Isotropic Brownian flows on the sphere.

Authors
Citation
O. Raimond, Isotropic Brownian flows on the sphere., ANN IHP-PR, 35(3), 1999, pp. 313-354
Citations number
23
Categorie Soggetti
Mathematics
Journal title
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES
ISSN journal
02460203 → ACNP
Volume
35
Issue
3
Year of publication
1999
Pages
313 - 354
Database
ISI
SICI code
0246-0203(199905/06)35:3<313:IBFOTS>2.0.ZU;2-I
Abstract
We study isotropic Brownian flows on homogeneous spaces and particularly on the sphere Sd-l. An isotropic Brownian flow is directed by xi an isotropic Gaussian vector field and therefore is characterized by a covariance matri x. Using the irreducible representations of SO(d), we calculate this covarianc e matrix. Given this covariance matrix, we compute the Lyapounov exponents of the flow, which describe its asymptotic behavior, In particular, we see that for d less than or equal to 5 a gradient flow is always stable. (C) El sevier, Paris.