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For domains in R d \mathbb {R}^d , d ≥ 2 d\geq 2 , we prove universal upper and lower bounds on the product of the bottom of the spectrum for the Laplacian to the power p > 0 p>0 and the supremum over all starting points of the p p -moments of the exit time of Brownian motion. It is shown that the lower bound is sharp for integer values of p p and that for p ≥ 1 p \geq 1 , the upper bound is asymptotically sharp as d → ∞ d\to \infty . For all p > 0 p>0 , we prove the existence of an extremal domain among the class of domains that are convex and symmetric with respect to all coordinate axes. For this class of domains we conjecture that the cube is extremal.
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We study several matrix diffusion processes constructed from a unitary Brownian motion. In particular, we use the Stiefel fibration to lift the Brownian motion of the complex Grassmannian to the complex Stiefel manifold and deduce a skew-product decomposition of the Stiefel Brownian motion. As an application, we prove asymptotic laws for the determinants of the block entries of the unitary Brownian motion.more » « less
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null (Ed.)We define and study the three-dimensional windings along Brownian paths in the quaternionic Euclidean, projective and hyperbolic spaces. In particular, the asymp- totic laws of these windings are shown to be Gaussian for the flat and spherical geometries while the hyperbolic winding exhibits a different long time-behavior. The corresponding asymptotic law seems to be new and is related to the Cauchy relativistic distribution.more » « less
