Large and Moderate Deviations for Random Walks on Nilpotent Groups

Paolo Baldi and Lucia Caramellino
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Paolo Baldi: Università di Roma Tor Vergata
Lucia Caramellino: Università Roma

Journal of Theoretical Probability, 1999, vol. 12, issue 3, 779-809

Abstract: 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.

Keywords: Large deviations; random walks; nilpotent groups (search for similar items in EconPapers)
Date: 1999
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DOI: 10.1023/A:1021684000713

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