Abstract: In this paper, we consider a smooth connected finite-dimensional manifold , an affine connection with holonomy group and a smooth completely non integrable distribution. We define the -horizontal holonomy group as the subgroup of obtained by -parallel transporting frames only along loops tangent to . We first set elementary properties of and show how to study it using the rolling formalism (cite{ChitourKokkonen}). In particular, it is shown that is a Lie group. Moreover, we study an explicit example where is a free step-two homogeneous Carnot group and is the Levi-Civita connection associated to a Riemannian metric on , and show that in this particular case the connected component of the identity of is compact and strictly included in .
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