Large and Moderate Deviations for Random Walks on Nilpotent Groups

被引：0

作者：

Paolo Baldi

Lucia Caramellino

机构：

[1] Università di Roma Tor Vergata,Dipartimento di Matematica

[2] Università Roma,Dipartimento di Matematica

来源：

Journal of Theoretical Probability | 1999年 / 12卷

关键词：

Large deviations; random walks; nilpotent groups;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

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.

引用

页码：779 / 809

页数：30

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