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Large and Moderate Deviations for Random Walks on Nilpotent Groups

Author

Listed:
  • Paolo Baldi

    (Università di Roma Tor Vergata)

  • Lucia Caramellino

    (Università Roma)

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.

Suggested Citation

  • Paolo Baldi & Lucia Caramellino, 1999. "Large and Moderate Deviations for Random Walks on Nilpotent Groups," Journal of Theoretical Probability, Springer, vol. 12(3), pages 779-809, July.
    • Handle: RePEc:spr:jotpro:v:12:y:1999:i:3:d:10.1023_a:1021684000713
    DOI: 10.1023/A:1021684000713
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    References listed on IDEAS

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    1. Caramellino, Lucia, 1998. "Strassen's law of the iterated logarithm for diffusion processes for small time," Stochastic Processes and their Applications, Elsevier, vol. 74(1), pages 1-19, May.
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