Large deviations for the Brownian motion on loop groups

DOI10.1023/A:1011115831136MaRDI QIDQ5939310zbMATH OpenFDO

Authors Shizan Fang, Tu-Sheng Zhang

Publication date 9 January 2003

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1011115831136

zbMATH Keywords

Brownian motionlarge deviationsloop groups

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60) Brownian motion (60J65)

Review text

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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