Wrapping Brownian motion and heat kernels on compact Lie groups [article]

David Maher
2006 arXiv   pre-print
The fundamental solution of the heat equation on R^n is known as the heat kernel which is also the transition density of a Brownian motion. Similar statements hold when ^n is replaced by a Lie group. We briefly demonstrate how the results on R^n concerning the heat kernel and Brownian motion may be easily transferred to compact Lie groups using the wrapping map of Dooley and Wildberger.
arXiv:math/0604500v1 fatcat:rucuj4ku6bffdhd4jwafxbdpme