- Series
- Stochastics Seminar
- Time
- Thursday, March 27, 2014 - 3:05pm for 1 hour (actually 50 minutes)
- Location
- Skiles 005
- Speaker
- Robert Neel – Lehigh Univ.
- Organizer
- Ionel Popescu
We discuss a technique, going back to work of Molchanov, for determining the small-time asymptotics of the heat kernel (equivalently, the large deviations of Brownian motion) at the cut locus of a (sub-) Riemannian manifold (valid away from any abnormal geodesics). We relate the leading term of the expansion to the structure of the cut locus, especially to conjugacy, and explain how this can be used to find general bounds as well as to compute specific examples. We also show how this approach leads to restrictions on the types of singularities of the exponential map that can occur along minimal geodesics. Further, time permitting, we extend this approach to determine the asymptotics for the gradient and Hessian of the logarithm of the heat kernel on a Riemannian manifold, giving a characterization of the cut locus in terms of the behavior of the log-Hessian, which can be interpreted in terms of large deviations of the Brownian bridge. Parts of this work are joint with Davide Barilari, Ugo Boscain, and Grégoire Charlot.