Large deviations principle for sub-Riemannian random walks
Fuente:
arXiv
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| Autori principali: | , , , |
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| Natura: | Preprint |
| Pubblicazione: |
2022
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| _version_ | 1866909287162314752 |
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| author | Gordina, Maria Melcher, Tai Mikulincer, Dan Wang, Jing |
| author_facet | Gordina, Maria Melcher, Tai Mikulincer, Dan Wang, Jing |
| contents | We study large deviations for random walks on stratified (Carnot) Lie groups. For such groups, there is a natural collection of vectors which generates their Lie algebra, and we consider random walks with increments in only these directions. Under certain constraints on the distribution of the increments, we prove a large deviation principle for these random walks with a natural rate function adapted to the sub-Riemannian geometry of these spaces. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2210_05817 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Large deviations principle for sub-Riemannian random walks Gordina, Maria Melcher, Tai Mikulincer, Dan Wang, Jing Probability Differential Geometry 60G50, 60F10, 53C17, 22E99 We study large deviations for random walks on stratified (Carnot) Lie groups. For such groups, there is a natural collection of vectors which generates their Lie algebra, and we consider random walks with increments in only these directions. Under certain constraints on the distribution of the increments, we prove a large deviation principle for these random walks with a natural rate function adapted to the sub-Riemannian geometry of these spaces. |
| title | Large deviations principle for sub-Riemannian random walks |
| topic | Probability Differential Geometry 60G50, 60F10, 53C17, 22E99 |
| url | https://arxiv.org/abs/2210.05817 |