Large Deviations for the Brownian Motion on Loop Groups

Shizan Fang and Tusheng Zhang ()
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Shizan Fang: Université de Bourgogne
Tusheng Zhang: University of Manchester

Journal of Theoretical Probability, 2001, vol. 14, issue 2, 463-483

Abstract: Abstract We shall develop the method of projective limit to establish the large deviations principle in the context of loop groups. The symmetries of Lie group allow us to obtain the exponential tightness.

Keywords: Brownian motion; loop groups; large deviations (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1011115831136

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