Quaternionic stochastic areas on quaternionic full flag manifolds and applications

Fuente: arXiv
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Auteurs principaux: Baudoin, Fabrice, Kuijper, Teije, Wang, Jing
Format: Preprint
Publié: 2025
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author Baudoin, Fabrice
Kuijper, Teije
Wang, Jing
author_facet Baudoin, Fabrice
Kuijper, Teije
Wang, Jing
contents We show that a Brownian motion on the quaternionic full flag manifold can be represented as a matrix-valued diffusion obtained in a simple way from a symplectic Brownian motion. By relating its radial dynamics to the Brownian motion on the quaternionic sphere, an explicit formula for the characteristic function of the joint distribution of the quaternionic stochastic areas is obtained. The limit law of these quaternionic stochastic areas is shown to be a multivariate normal distribution with zero mean and non-diagonal covariance matrix. These results are subsequently applied to establish new results about simultaneous quaternionic windings on the quaternionic spheres.
format Preprint
id arxiv_https___arxiv_org_abs_2512_01411
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Quaternionic stochastic areas on quaternionic full flag manifolds and applications
Baudoin, Fabrice
Kuijper, Teije
Wang, Jing
Probability
Differential Geometry
We show that a Brownian motion on the quaternionic full flag manifold can be represented as a matrix-valued diffusion obtained in a simple way from a symplectic Brownian motion. By relating its radial dynamics to the Brownian motion on the quaternionic sphere, an explicit formula for the characteristic function of the joint distribution of the quaternionic stochastic areas is obtained. The limit law of these quaternionic stochastic areas is shown to be a multivariate normal distribution with zero mean and non-diagonal covariance matrix. These results are subsequently applied to establish new results about simultaneous quaternionic windings on the quaternionic spheres.
title Quaternionic stochastic areas on quaternionic full flag manifolds and applications
topic Probability
Differential Geometry
url https://arxiv.org/abs/2512.01411