Sample path large deviations for a class of random currents

Kazumasa Kuwada

Stochastic Processes and their Applications, 2003, vol. 108, issue 2, 203-228

Abstract: We study long-time asymptotic behavior of the current-valued processes on compact Riemannian manifolds determined by the stochastic line integrals. Sample path large deviation estimates are proved, which induce the law of the iterated logarithm as a corollary. As their application, we give a probabilistic approach to the analysis on noncompact Abelian covering manifolds.

Keywords: Diffusion; Manifold; Large; deviation; Random; current; Stochastic; line; integral; The; law; of; the; iterated; logarithm; Limit; theorem; Abelian; covering (search for similar items in EconPapers)
Date: 2003
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