Large deviations principle for sub-Riemannian random walks
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Publication:6413623
arXiv2210.05817MaRDI QIDQ6413623FDOQ6413623
Authors: Maria Gordina, Tai Melcher, Jing Wang 
Publication date: 11 October 2022
Abstract: We study large deviations for random walks on stratified (Carnot) Lie groups. For such groups, there is a natural collection of vectors which generates their Lie algebra, and we consider random walks with increments in only these directions. Under certain constraints on the distribution of the increments, we prove a large deviation principle for these random walks with a natural rate function adapted to the sub-Riemannian geometry of these spaces.
Large deviations (60F10) Sums of independent random variables; random walks (60G50) Sub-Riemannian geometry (53C17) Lie groups (22E99)
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