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VOL. 42 | 2007 Wrapping Brownian motion and heat kernels on compact Lie groups

Abstract

The fundamental solution of the heat equation on $\mathboldR^n$ is known as the heat kernel which is also the transition density of a Brownian motion. Similar statements hold when $\mathboldR^n$ is replaced by a Lie group. We briefly demonstrate how the results on $\mathboldR^n$ concerning the heat kernel and Brownian motion may be easily transferred to compact Lie groups using the wrapping map of Dooley and Wildberger.

Information

Published: 1 January 2007
First available in Project Euclid: 18 November 2014

zbMATH: 1183.22004
MathSciNet: MR2328514

Rights: Copyright © 2007, Centre for Mathematics and its Applications, Mathematical Sciences Institute, The Australian National University. This book is copyright. Apart from any fair dealing for the purpose of private study, research, criticism or review as permitted under the Copyright Act, no part may be reproduced by any process without permission. Inquiries should be made to the publisher.

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