Classical large deviation theorems on complete Riemannian manifolds

DOI10.1016/J.SPA.2018.11.019MaRDI QIDQ2010479zbMATH OpenOpenAlexWikidataFDO

Authors F. Redig, Rik Versendaal, Richard Clemens Kraaij

Publication date 27 November 2019

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1802.07666

zbMATH Keywords

Cramér's theoremgeodesic random walksHamilton-Jacobi equationlarge deviationsnon-linear semigroup methodRiemannian Brownian motion

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Large deviations (60F10) Sums of independent random variables; random walks (60G50) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We generalize classical large deviations theorems to the setting of complete Riemannian manifolds. We prove the analogue of Mogulskii's theorem for geodesic random walks via a general approach using visocity solutions for Hamilton-Jacobi equations. As a corollary, we also obtain the analogue of Cram'er's theorem. The approach also provides a new proof of Schilder's theorem. Additionally, we provide a proof of Schilder's theorem by using an embedding into Euclidean space, together with Freidlin-Wentzell theory.

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Cited in

(10)

• Large deviation property for Riemannian Brownian motion on a complete manifold
• A general convergence result for viscosity solutions of Hamilton-Jacobi equations and non-linear semigroups
• Power-law dynamic arising from machine learning
• Path-space moderate deviations for a class of Curie-Weiss models with dissipation
• Well-posedness of Hamilton-Jacobi equations in population dynamics and applications to large deviations
• Large deviations for geodesic random walks
• Hamilton-Jacobi equations for controlled gradient flows: the comparison principle
• Anomalous recurrence of Markov chains on negatively curved manifolds
• Large deviations for slow-fast processes on connected complete Riemannian manifolds
• Rolling with random slipping and twisting: a large deviation point of view

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