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arXiv:1612.05984 [math.PR]AbstractReferencesReviewsResources

On the existence of fractional Brownian fields indexed by manifolds with closed geodesics

Nil Venet

Published 2016-12-18Version 1

We give a necessary condition of geometric nature for the existence of the $H$-fractional Brownian field indexed by a Riemannian manifold. In the case of the L\'evy Brownian field ($H=1/2$) indexed by manifolds with minimising closed geodesics it turns out to be very strong. In particular we show that compact manifolds admitting a L\'evy Brownian field are simply connected. We also derive from our result the non-degenerescence of the L\'evy Brownian field indexed by hyperbolic spaces.

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