Large deviations for the Brownian motion on loop groups (Q5939310)

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scientific article; zbMATH DE number 1625594
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Large deviations for the Brownian motion on loop groups
scientific article; zbMATH DE number 1625594

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    Large deviations for the Brownian motion on loop groups (English)
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    9 January 2003
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    Let \(G\) be a connected compact Lie group and \(\mathcal G\) its Lie algebra with invariant metric \(\langle \;,\;\rangle_{\mathcal G}\) and \({\mathcal L}_e(G)\) be the space of continuous loops in \(G\) based on the identity \(e\in G\). For \(\theta\in [0,1]\) a \({\mathcal G}\)-valued Brownian motion \(t\to x(t,\theta)\) can be defined and let \[ d_tgx(t,\theta)= g_x(t,\theta)\circ d_t x(t,\theta), \quad g_x(0,\theta)=e \] be the Stratonovich stochastic differential equation on \(G\). Define the space \(Y=\{\gamma : [0,1]\rightarrow {\mathcal L}_l(G)\) continuous\} with the uniform convergence topology, and let \(P_{\varepsilon}\) be the law of the small time perturbation \(g_x(\varepsilon t , \cdot)\) on the space \(Y\). The main result proved is the large deviation principle for \(P_{\varepsilon}\). The method of projective limit of Driver is developed.
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    Brownian motion
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    loop groups
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    large deviations
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