The main results in this paper concern large and moderate deviations for the radial component of a n-dimensional hyperbolic Brownian motion (for n≥2) on the Poincaré half-space. We also investigate the asymptotic behavior of the hitting probability Pη(T(n)η1<∞) of a ball of radius η1, as the distance η of the starting point of the hyperbolic Brownian motion goes to infinity.
Cammarota, V., De Gregorio, A., Macci, C. (2014). On the asymptotic behavior of the hyperbolic Brownian motion. JOURNAL OF STATISTICAL PHYSICS, 154(6), 1550-1568 [10.1007/s10955-014-0939-5].
On the asymptotic behavior of the hyperbolic Brownian motion
MACCI, CLAUDIO
2014-01-01
Abstract
The main results in this paper concern large and moderate deviations for the radial component of a n-dimensional hyperbolic Brownian motion (for n≥2) on the Poincaré half-space. We also investigate the asymptotic behavior of the hitting probability Pη(T(n)η1<∞) of a ball of radius η1, as the distance η of the starting point of the hyperbolic Brownian motion goes to infinity.File in questo prodotto:
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