Random walks on hyperbolic spaces: second order expansion of the rate function at the drift

DOI10.5802/JEP.225arXiv2112.14724MaRDI QIDQ6387014FDOQ6387014

Authors: Richard Aoun, P. Mathieu, Cagri Sert 

Publication date: 29 December 2021

Abstract: Let $(X,d)$ be a geodesic Gromov-hyperbolic space, $oinX$ a basepoint and $mu$ a countably supported non-elementary probability measure on $operatornameIsom(X)$. Denote by $z_n$ the random walk on $X$ driven by the probability measure $mu$. Supposing that $mu$ has finite exponential moment, we give a second-order Taylor expansion of the large deviation rate function of the sequence $frac1nd(z_n,o)$ and show that the corresponding coefficient is expressed by the variance in the central limit theorem satisfied by the sequence $d(z_n,o)$. This provides a positive answer to a question raised in cite{BMSS}. The proof relies on the study of the Laplace transform of $d(z_n,o)$ at the origin using a martingale decomposition first introduced by Benoist--Quint together with an exponential submartingale transform and large deviation estimates for the quadratic variation process of certain martingales.

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50)

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