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Large and Moderate Deviations for Random Walks on Nilpotent Groups |
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| Authors: | Paolo Baldi Lucia Caramellino |
| Affiliation: | (1) Dipartimento di Matematica, Università di Roma Tor Vergata, via della Ricerca, Scientifica, I-00133, Roma;(2) Dipartimento di Matematica, Università Roma, Tre, largo San Leonardo, Murialdo, 1, I-00146, 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. |
| Keywords: | Large deviations random walks nilpotent groups |
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