On the Mean Exit Time for Compact Symmetric Spaces

Abstract

Given a compact symmetric space, M, we obtain the mean exit time function from a principal orbit, for a Brownian particle starting and moving in a generalized ball whose boundary is the principal orbit. We also obtain the mean exit time function of a tube of radius r around special totally geodesic submanifolds P of M. Finally we give a comparison result for the mean exit time function of tubes around submanifolds in Riemannian manifolds, using these totally geodesic submanifolds in compact symmetric spaces as a model.