Classical large deviations theorems on complete Riemannian manifolds
Probability
2020-03-31 v1 Mathematical Physics
Differential Geometry
math.MP
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.
Cite
@article{arxiv.1802.07666,
title = {Classical large deviations theorems on complete Riemannian manifolds},
author = {Richard C. Kraaij and Frank Redig and Rik Versendaal},
journal= {arXiv preprint arXiv:1802.07666},
year = {2020}
}