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Large and Moderate Deviations for Random Walks on Nilpotent Groups

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Abstract

We prove large and moderate deviation estimates for products of i.i.d. r.v.'s taking values on simply connected nilpotent Lie groups as a consequence of large and moderate deviation results for stochastic processes which are solutions of O.D.E. with random coefficients.

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Authors and Affiliations

  1. Dipartimento di Matematica, Università di Roma Tor Vergata, via della Ricerca, Scientifica, I-00133, Roma

    Paolo Baldi

  2. Dipartimento di Matematica, Università Roma, Tre, largo San Leonardo, Murialdo, 1, I-00146, Roma

    Lucia Caramellino

Authors
  1. Paolo Baldi
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  2. Lucia Caramellino
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Baldi, P., Caramellino, L. Large and Moderate Deviations for Random Walks on Nilpotent Groups. Journal of Theoretical Probability 12, 779–809 (1999). https://doi.org/10.1023/A:1021684000713

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