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From arXiv

Wrapping Brownian motion and heat kernels on compact Lie groups

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

\R^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.

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Published on April 24, 2006

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