Generalized stochastic areas, Winding numbers, and hyperbolic Stiefel fibrations

Abstract

We study the Brownian motion on the non-compact Grassmann manifold $\frac{\mathbf{U}(n-k,k)}{\mathbf{U}(n-k)\mathbf{U}(k)}$ and some of its functionals. The key point is to realize this Brownian motion as a matrix diffusion process, use matrix stochastic calculus and take advantage of the hyperbolic Stiefel fibration to study a functional that can be understood in that setting as a generalized stochastic area process. In particular, a connection to the generalized Maass Laplacian of the complex hyperbolic space is presented and applications to the study of Brownian windings in the Lie group $\mathbf{U}(n-k,k)$ are then given.

Appendix B about computation of the Kahler form on the hyperbolic Grassmannian is added