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math.PR2021
Generalized stochastic areas, Winding numbers, and hyperbolic Stiefel fibrations
Fabrice Baudoin, Nizar Demni, Jing Wang
We study the Brownian motion on the non-compact Grassmann manifold and some of its functionals. The key point is to realiz…
math.PR2021
Hartman-Watson distribution and hyperbolic-like Heat kernels
Nizar Demni
We relate Gruet formula for the heat kernel on real hyperbolic spaces to the commonly used one derived from Millson induction. The bridge between both formulas is settled by Yor re…