Large and moderate deviations for the left random walk on GL d (R)
Probability
2016-10-25 v1
Abstract
Using martingale methods, we obtain some upper bounds for large and moderate deviations of products of independent and identically distributed elements of GL d (R). We investigate all the possible moment conditions, from super-exponential moments to weak moments of order p \textgreater{} 1, to get a complete picture of the situation. We also prove a moderate deviation principle under an appropriate tail condition.
Cite
@article{arxiv.1610.07361,
title = {Large and moderate deviations for the left random walk on GL d (R)},
author = {Christophe Cuny and Jérôme Dedecker and Florence Merlevède},
journal= {arXiv preprint arXiv:1610.07361},
year = {2016}
}