XXVIII Workshop on Geometric Methods in Physics 28.06-04.07.2009

Remi Leandre


Long time behaviour of the Wiener process on a path group


We define the Haar "measure" on a path group as a distribution and show that it is closely related to the long time behaviour of the Wiener process on a path group. This result extends in infinite dimension the classical relation between the Haar measire on a connected Lie group and the long time behaviour of the Brownian motion on this Lie group.