Long Time Asymptotics of Heat Kernels and Brownian Winding Numbers on Manifolds with Boundary

Abstract

Let M be a compact Riemannian manifold with smooth boundary. We obtain the exact long time asymptotic behaviour of the heat kernel on abelian coverings of M with mixed Dirichlet and Neumann boundary conditions. As an application, we study the long time behaviour of the abelianized winding of reflected Brownian motions in M. In particular, we prove a Gaussian type central limit theorem showing that when rescaled appropriately, the fluctuations of the abelianized winding are normally distributed with an explicit covariance matrix.