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 Poincare half-space. We also investigate the asymptotic behavior of the hitting probability P-eta(Tau((n))(eta 1) < infinity) of a ball of radius eta(1), as the distance eta of the starting point of the hyperbolic Brownian motion goes to infinity.
On the Asymptotic Behavior of the Hyperbolic Brownian Motion / Cammarota, Valentina; DE GREGORIO, Alessandro; Claudio, Macci. - In: JOURNAL OF STATISTICAL PHYSICS. - ISSN 0022-4715. - STAMPA. - 154:6(2014), pp. 1550-1568. [10.1007/s10955-014-0939-5]
On the Asymptotic Behavior of the Hyperbolic Brownian Motion
CAMMAROTA, VALENTINA;DE GREGORIO, ALESSANDRO;
2014
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 Poincare half-space. We also investigate the asymptotic behavior of the hitting probability P-eta(Tau((n))(eta 1) < infinity) of a ball of radius eta(1), as the distance eta of the starting point of the hyperbolic Brownian motion goes to infinity.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
